| Metric | 11391670:btcusd:triple_med_gx:lsma65_105 | 11391670:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -9.78% | 61.16% |
| Max Drawdown | -18.05% | -29.51% |
| Sharpe | -0.3 | 0.59 |
| Sortino | -0.39 | 0.85 |
| Payoff Ratio | 0.95 | 0.93 |
| Profit Factor | 0.88 | 1.1 |
| Common Sense Ratio | 0.75 | 1.07 |
| CPC Index | 0.38 | 0.53 |
| Tail Ratio | 0.85 | 0.98 |
| Outlier Win Ratio | 52.3 | 2.85 |
| Outlier Loss Ratio | 3.64 | 2.9 |
| Volatility (ann.) | 7.48% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.53 | 2.0 |
| Skew | -1.51 | 0.21 |
| Kurtosis | 39.31 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.79% | 3.74% |
| Expected Yearly % | -5.02% | 26.95% |
| Kelly Criterion | -12.12% | 0.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11391670:BTCUSD | 11391670:btcusd:triple_med_gx:lsma65_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -16.07 | -0.42 | - |
| 2025 | 16.76 | 7.49 | 0.45 | - |
| Metric | 11391670:btcusd:triple_med_gx:lsma65_105 | 11391670:BTCUSD |
|---|---|---|
| MTD | 4.37% | 4.16% |
| 3M | -1.42% | 31.46% |
| 6M | 5.89% | 12.77% |
| YTD | 7.49% | 16.76% |
| 1Y | -8.34% | 56.84% |
| 3Y (ann.) | -9.53% | 59.12% |
| 5Y (ann.) | -9.53% | 59.12% |
| Metric | 11391670:btcusd:triple_med_gx:lsma65_105 | 11391670:BTCUSD |
|---|---|---|
| Max Drawdown | -18.05% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.88% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.54 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -18.05 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11391670:btcusd:triple_med_gx:lsma65_105 | 11391670:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 8.04% | 18.93% |
| Worst Week | -6.14% | -12.33% |
| Best Month | 7.85% | 37.42% |
| Worst Month | -10.64% | -17.69% |
| Best Year | 7.49% | 38.02% |
| Worst Year | -16.07% | 16.76% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 3.65% | 3.88% |
| Avg. Down Week | -3.07% | -3.61% |
| Avg. Up Month | 5.72% | 7.07% |
| Avg. Down Month | -6.12% | -9.25% |
| Win Days % | 45.27% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 29.17% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |