| Metric | 11391354:btcusd:triple_med_gx:lsma70_100 | 11391354:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -0.78% | 61.52% |
| Max Drawdown | -18.35% | -29.51% |
| Sharpe | 0.03 | 0.59 |
| Sortino | 0.04 | 0.86 |
| Payoff Ratio | 1.06 | 0.95 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.5 | 0.54 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 62.06 | 2.66 |
| Outlier Loss Ratio | 2.2 | 2.57 |
| Volatility (ann.) | 9.35% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.04 | 2.02 |
| Skew | -0.56 | 0.21 |
| Kurtosis | 172.2 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.06% | 3.76% |
| Expected Yearly % | -0.39% | 27.09% |
| Kelly Criterion | -3.92% | 1.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.13% |
| Expected Shortfall (cVaR) | -0.8% | -2.13% |
| Year | 11391354:BTCUSD | 11391354:btcusd:triple_med_gx:lsma70_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.13 | -0.35 | - |
| 2025 | 17.02 | 14.22 | 0.84 | - |
| Metric | 11391354:btcusd:triple_med_gx:lsma70_100 | 11391354:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 11.84% | 31.76% |
| 6M | 14.22% | 12.25% |
| YTD | 14.22% | 17.02% |
| 1Y | 2.13% | 57.19% |
| 3Y (ann.) | -0.76% | 59.47% |
| 5Y (ann.) | -0.76% | 59.47% |
| Metric | 11391354:btcusd:triple_med_gx:lsma70_100 | 11391354:BTCUSD |
|---|---|---|
| Max Drawdown | -18.35% | -29.51% |
| Longest DD Days | 368.0 | 144.0 |
| Avg. Drawdown | -9.72% | -4.82% |
| Avg. Drawdown Days | 185.0 | 14.0 |
| Recovery Factor | -0.04 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -18.35 | 368 |
| 2024-06-05 | 2024-06-07 | -1.09 | 2 |
| Metric | 11391354:btcusd:triple_med_gx:lsma70_100 | 11391354:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.15% | 18.93% |
| Worst Week | -9.59% | -12.33% |
| Best Month | 8.86% | 37.42% |
| Worst Month | -9.59% | -17.69% |
| Best Year | 14.22% | 38.02% |
| Worst Year | -13.13% | 17.02% |
| Avg. Up Day | 1.19% | 1.2% |
| Avg. Down Day | -1.12% | -1.26% |
| Avg. Up Week | 4.05% | 6.17% |
| Avg. Down Week | -2.47% | -4.02% |
| Avg. Up Month | 7.09% | 10.73% |
| Avg. Down Month | -4.71% | -6.43% |
| Win Days % | 46.46% | 51.9% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |