| Metric | 11391388:btcusd:triple_med_gx:lsma70_105 | 11391388:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -15.61% | 61.16% |
| Max Drawdown | -25.56% | -29.51% |
| Sharpe | -0.6 | 0.59 |
| Sortino | -0.75 | 0.85 |
| Payoff Ratio | 0.97 | 0.92 |
| Profit Factor | 0.74 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.27 | 0.52 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 73.88 | 2.66 |
| Outlier Loss Ratio | 3.86 | 2.88 |
| Volatility (ann.) | 6.56% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.6 | 2.0 |
| Skew | -2.62 | 0.21 |
| Kurtosis | 58.3 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.3% | 3.74% |
| Expected Yearly % | -8.14% | 26.95% |
| Kelly Criterion | -24.85% | -0.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.13% |
| Expected Shortfall (cVaR) | -0.58% | -2.13% |
| Year | 11391388:BTCUSD | 11391388:btcusd:triple_med_gx:lsma70_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.26 | -0.30 | - |
| 2025 | 16.76 | -4.90 | -0.29 | - |
| Metric | 11391388:btcusd:triple_med_gx:lsma70_105 | 11391388:BTCUSD |
|---|---|---|
| MTD | 0.19% | 4.16% |
| 3M | -3.65% | 31.46% |
| 6M | -10.54% | 12.77% |
| YTD | -4.9% | 16.76% |
| 1Y | -18.59% | 56.84% |
| 3Y (ann.) | -15.23% | 59.12% |
| 5Y (ann.) | -15.23% | 59.12% |
| Metric | 11391388:btcusd:triple_med_gx:lsma70_105 | 11391388:BTCUSD |
|---|---|---|
| Max Drawdown | -25.56% | -29.51% |
| Longest DD Days | 246.0 | 144.0 |
| Avg. Drawdown | -4.74% | -4.82% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | -0.61 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-06-11 | -25.56 | 246 |
| 2024-06-08 | 2024-10-07 | -6.93 | 121 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11391388:btcusd:triple_med_gx:lsma70_105 | 11391388:BTCUSD |
|---|---|---|
| Best Day | 3.71% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 3.77% | 18.93% |
| Worst Week | -6.11% | -12.33% |
| Best Month | 4.72% | 37.42% |
| Worst Month | -10.35% | -17.69% |
| Best Year | -4.9% | 38.02% |
| Worst Year | -11.26% | 16.76% |
| Avg. Up Day | 0.76% | 0.79% |
| Avg. Down Day | -0.78% | -0.86% |
| Avg. Up Week | 2.0% | 4.87% |
| Avg. Down Week | -2.43% | -3.07% |
| Avg. Up Month | 2.12% | 7.08% |
| Avg. Down Month | -5.76% | -4.22% |
| Win Days % | 38.56% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 37.04% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |