| Metric | 11391373:btcusd:triple_med_gx:lsma165_100 | 11391373:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 2.4% | 61.52% |
| Max Drawdown | -13.89% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.16 | 0.86 |
| Payoff Ratio | 0.94 | 0.93 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 31.37 | 1.07 |
| CPC Index | 0.52 | 0.53 |
| Tail Ratio | 29.68 | 0.97 |
| Outlier Win Ratio | 53.95 | 2.73 |
| Outlier Loss Ratio | 3.05 | 2.78 |
| Volatility (ann.) | 7.21% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.17 | 2.02 |
| Skew | -0.03 | 0.21 |
| Kurtosis | 79.3 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.18% | 3.76% |
| Expected Yearly % | 1.19% | 27.09% |
| Kelly Criterion | 0.69% | 0.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11391373:BTCUSD | 11391373:btcusd:triple_med_gx:lsma165_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.90 | -0.13 | - |
| 2025 | 17.02 | 7.67 | 0.45 | - |
| Metric | 11391373:btcusd:triple_med_gx:lsma165_100 | 11391373:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.77% | 31.76% |
| 6M | 7.67% | 12.25% |
| YTD | 7.67% | 17.02% |
| 1Y | 2.4% | 57.19% |
| 3Y (ann.) | 2.33% | 59.47% |
| 5Y (ann.) | 2.33% | 59.47% |
| Metric | 11391373:btcusd:triple_med_gx:lsma165_100 | 11391373:BTCUSD |
|---|---|---|
| Max Drawdown | -13.89% | -29.51% |
| Longest DD Days | 329.0 | 144.0 |
| Avg. Drawdown | -5.26% | -4.82% |
| Avg. Drawdown Days | 110.0 | 14.0 |
| Recovery Factor | 0.17 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-06-11 | -13.89 | 329 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11391373:btcusd:triple_med_gx:lsma165_100 | 11391373:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 4.36% | 18.93% |
| Worst Week | -8.04% | -12.33% |
| Best Month | 4.77% | 37.42% |
| Worst Month | -8.27% | -17.69% |
| Best Year | 7.67% | 38.02% |
| Worst Year | -4.9% | 17.02% |
| Avg. Up Day | 0.78% | 0.78% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 1.89% | 6.16% |
| Avg. Down Week | -3.91% | -6.41% |
| Avg. Up Month | 3.43% | 7.9% |
| Avg. Down Month | -8.27% | -8.73% |
| Win Days % | 51.9% | 51.9% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 100.0% |