| Metric | 11391724:btcusd:triple_med_gx:lsma75_105 | 11391724:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -3.99% | 61.16% |
| Max Drawdown | -12.67% | -29.51% |
| Sharpe | -0.11 | 0.59 |
| Sortino | -0.16 | 0.85 |
| Payoff Ratio | 1.03 | 1.02 |
| Profit Factor | 0.95 | 1.1 |
| Common Sense Ratio | 0.16 | 1.07 |
| CPC Index | 0.45 | 0.58 |
| Tail Ratio | 0.16 | 0.98 |
| Outlier Win Ratio | 59.27 | 2.89 |
| Outlier Loss Ratio | 3.64 | 2.88 |
| Volatility (ann.) | 6.68% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.31 | 2.0 |
| Skew | -0.58 | 0.21 |
| Kurtosis | 34.13 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.31% | 3.74% |
| Expected Yearly % | -2.02% | 26.95% |
| Kelly Criterion | -7.13% | 4.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.13% |
| Expected Shortfall (cVaR) | -0.58% | -2.13% |
| Year | 11391724:BTCUSD | 11391724:btcusd:triple_med_gx:lsma75_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.39 | -0.19 | - |
| 2025 | 16.76 | 3.66 | 0.22 | - |
| Metric | 11391724:btcusd:triple_med_gx:lsma75_105 | 11391724:BTCUSD |
|---|---|---|
| MTD | 3.28% | 4.16% |
| 3M | 2.1% | 31.46% |
| 6M | 6.94% | 12.77% |
| YTD | 3.66% | 16.76% |
| 1Y | -0.4% | 56.84% |
| 3Y (ann.) | -3.89% | 59.12% |
| 5Y (ann.) | -3.89% | 59.12% |
| Metric | 11391724:btcusd:triple_med_gx:lsma75_105 | 11391724:BTCUSD |
|---|---|---|
| Max Drawdown | -12.67% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -12.67% | -4.82% |
| Avg. Drawdown Days | 371.0 | 14.0 |
| Recovery Factor | -0.32 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -12.67 | 371 |
| Metric | 11391724:btcusd:triple_med_gx:lsma75_105 | 11391724:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -3.33% | -9.32% |
| Best Week | 3.38% | 18.93% |
| Worst Week | -5.38% | -12.33% |
| Best Month | 3.38% | 37.42% |
| Worst Month | -9.23% | -17.69% |
| Best Year | 3.66% | 38.02% |
| Worst Year | -7.39% | 16.76% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 2.11% | 4.35% |
| Avg. Down Week | -1.98% | -3.75% |
| Avg. Up Month | 1.97% | 12.64% |
| Avg. Down Month | -3.74% | -8.96% |
| Win Days % | 45.61% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 39.13% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |