| Metric | 11391723:btcusd:triple_med_gx:lsma65_105 | 11391723:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -5.78% | 61.16% |
| Max Drawdown | -15.04% | -29.51% |
| Sharpe | -0.13 | 0.59 |
| Sortino | -0.19 | 0.85 |
| Payoff Ratio | 1.02 | 0.97 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 1.05 | 1.07 |
| CPC Index | 0.44 | 0.55 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 47.26 | 2.88 |
| Outlier Loss Ratio | 3.56 | 2.9 |
| Volatility (ann.) | 8.4% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.37 | 2.0 |
| Skew | 2.27 | 0.21 |
| Kurtosis | 91.31 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.46% | 3.74% |
| Expected Yearly % | -2.93% | 26.95% |
| Kelly Criterion | -6.82% | 2.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.13% |
| Expected Shortfall (cVaR) | -0.73% | -2.13% |
| Year | 11391723:BTCUSD | 11391723:btcusd:triple_med_gx:lsma65_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.98 | -0.34 | - |
| 2025 | 16.76 | 8.28 | 0.49 | - |
| Metric | 11391723:btcusd:triple_med_gx:lsma65_105 | 11391723:BTCUSD |
|---|---|---|
| MTD | 3.79% | 4.16% |
| 3M | 1.81% | 31.46% |
| 6M | 6.37% | 12.77% |
| YTD | 8.28% | 16.76% |
| 1Y | -3.75% | 56.84% |
| 3Y (ann.) | -5.63% | 59.12% |
| 5Y (ann.) | -5.63% | 59.12% |
| Metric | 11391723:btcusd:triple_med_gx:lsma65_105 | 11391723:BTCUSD |
|---|---|---|
| Max Drawdown | -15.04% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.12% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.38 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -15.04 | 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 | 11391723:btcusd:triple_med_gx:lsma65_105 | 11391723:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.48% | 18.93% |
| Worst Week | -5.57% | -12.33% |
| Best Month | 7.48% | 37.42% |
| Worst Month | -9.87% | -17.69% |
| Best Year | 8.28% | 38.02% |
| Worst Year | -12.98% | 16.76% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 2.52% | 5.15% |
| Avg. Down Week | -1.85% | -3.5% |
| Avg. Up Month | 3.09% | 12.64% |
| Avg. Down Month | -5.26% | -5.35% |
| Win Days % | 46.15% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 40.74% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |