| Metric | 11391392:btcusd:triple_med_gx:lsma75_105 | 11391392:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -16.44% | 61.16% |
| Max Drawdown | -22.98% | -29.51% |
| Sharpe | -0.71 | 0.59 |
| Sortino | -0.88 | 0.85 |
| Payoff Ratio | 0.93 | 0.93 |
| Profit Factor | 0.66 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.22 | 0.53 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 95.18 | 2.58 |
| Outlier Loss Ratio | 3.77 | 2.78 |
| Volatility (ann.) | 5.92% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.7 | 2.0 |
| Skew | -3.01 | 0.21 |
| Kurtosis | 76.67 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.37% | 3.74% |
| Expected Yearly % | -8.59% | 26.95% |
| Kelly Criterion | -32.77% | 0.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11391392:BTCUSD | 11391392:btcusd:triple_med_gx:lsma75_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -15.28 | -0.40 | - |
| 2025 | 16.76 | -1.38 | -0.08 | - |
| Metric | 11391392:btcusd:triple_med_gx:lsma75_105 | 11391392:BTCUSD |
|---|---|---|
| MTD | -0.05% | 4.16% |
| 3M | -0.99% | 31.46% |
| 6M | -6.78% | 12.77% |
| YTD | -1.38% | 16.76% |
| 1Y | -19.06% | 56.84% |
| 3Y (ann.) | -16.04% | 59.12% |
| 5Y (ann.) | -16.04% | 59.12% |
| Metric | 11391392:btcusd:triple_med_gx:lsma75_105 | 11391392:BTCUSD |
|---|---|---|
| Max Drawdown | -22.98% | -29.51% |
| Longest DD Days | 367.0 | 144.0 |
| Avg. Drawdown | -4.69% | -4.82% |
| Avg. Drawdown Days | 73.0 | 14.0 |
| Recovery Factor | -0.72 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-06-11 | -22.98 | 367 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-08 | 2024-06-08 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11391392:btcusd:triple_med_gx:lsma75_105 | 11391392:BTCUSD |
|---|---|---|
| Best Day | 3.71% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 3.55% | 18.93% |
| Worst Week | -7.5% | -12.33% |
| Best Month | 3.32% | 37.42% |
| Worst Month | -9.92% | -17.69% |
| Best Year | -1.38% | 38.02% |
| Worst Year | -15.28% | 16.76% |
| Avg. Up Day | 0.76% | 0.79% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 1.53% | 4.92% |
| Avg. Down Week | -2.57% | -2.85% |
| Avg. Up Month | 1.69% | 7.82% |
| Avg. Down Month | -6.03% | -4.22% |
| Win Days % | 36.0% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |