| Metric | 11391614:btcusd:triple_med_gx:lsma70_105 | 11391614:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -0.86% | 61.16% |
| Max Drawdown | -11.37% | -29.51% |
| Sharpe | 0.0 | 0.59 |
| Sortino | 0.0 | 0.85 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 0.85 | 1.07 |
| CPC Index | 0.49 | 0.58 |
| Tail Ratio | 0.85 | 0.98 |
| Outlier Win Ratio | 54.8 | 2.76 |
| Outlier Loss Ratio | 3.76 | 2.78 |
| Volatility (ann.) | 6.73% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.07 | 2.0 |
| Skew | -1.43 | 0.21 |
| Kurtosis | 46.67 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.07% | 3.74% |
| Expected Yearly % | -0.43% | 26.95% |
| Kelly Criterion | -3.83% | 4.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.13% |
| Expected Shortfall (cVaR) | -0.58% | -2.13% |
| Year | 11391614:BTCUSD | 11391614:btcusd:triple_med_gx:lsma70_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.92 | -0.18 | - |
| 2025 | 16.76 | 6.51 | 0.39 | - |
| Metric | 11391614:btcusd:triple_med_gx:lsma70_105 | 11391614:BTCUSD |
|---|---|---|
| MTD | 4.37% | 4.16% |
| 3M | -4.29% | 31.46% |
| 6M | 6.56% | 12.77% |
| YTD | 6.51% | 16.76% |
| 1Y | -2.09% | 56.84% |
| 3Y (ann.) | -0.84% | 59.12% |
| 5Y (ann.) | -0.84% | 59.12% |
| Metric | 11391614:btcusd:triple_med_gx:lsma70_105 | 11391614:BTCUSD |
|---|---|---|
| Max Drawdown | -11.37% | -29.51% |
| Longest DD Days | 272.0 | 144.0 |
| Avg. Drawdown | -5.31% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.08 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-03-05 | -11.37 | 272 |
| 2025-03-05 | 2025-06-11 | -9.65 | 98 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11391614:btcusd:triple_med_gx:lsma70_105 | 11391614:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 6.51% | 18.93% |
| Worst Week | -9.28% | -12.33% |
| Best Month | 6.51% | 37.42% |
| Worst Month | -8.06% | -17.69% |
| Best Year | 6.51% | 38.02% |
| Worst Year | -6.92% | 16.76% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 2.16% | 4.33% |
| Avg. Down Week | -3.51% | -3.03% |
| Avg. Up Month | 2.2% | 13.9% |
| Avg. Down Month | -5.11% | -5.29% |
| Win Days % | 46.99% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 56.52% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |