| Metric | 11392338:btcusd:triple_med_gx:lsma75_105 | 11392338:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | -2.43% | 61.16% |
| Max Drawdown | -33.62% | -29.51% |
| Sharpe | 0.05 | 0.59 |
| Sortino | 0.08 | 0.85 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 0.95 | 1.07 |
| CPC Index | 0.51 | 0.6 |
| Tail Ratio | 0.94 | 0.98 |
| Outlier Win Ratio | 14.28 | 3.89 |
| Outlier Loss Ratio | 3.8 | 3.74 |
| Volatility (ann.) | 17.78% | 25.19% |
| R^2 | 0.49 | 0.49 |
| Calmar | -0.07 | 2.0 |
| Skew | 0.64 | 0.21 |
| Kurtosis | 27.48 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.19% | 3.74% |
| Expected Yearly % | -1.22% | 26.95% |
| Kelly Criterion | -2.04% | 5.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -2.13% |
| Expected Shortfall (cVaR) | -1.53% | -2.13% |
| Year | 11392338:BTCUSD | 11392338:btcusd:triple_med_gx:lsma75_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.26 | -0.19 | - |
| 2025 | 16.76 | 5.21 | 0.31 | - |
| Metric | 11392338:btcusd:triple_med_gx:lsma75_105 | 11392338:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | -0.65% | 31.46% |
| 6M | 3.8% | 12.77% |
| YTD | 5.21% | 16.76% |
| 1Y | -3.25% | 56.84% |
| 3Y (ann.) | -2.37% | 59.12% |
| 5Y (ann.) | -2.37% | 59.12% |
| Metric | 11392338:btcusd:triple_med_gx:lsma75_105 | 11392338:BTCUSD |
|---|---|---|
| Max Drawdown | -33.62% | -29.51% |
| Longest DD Days | 241.0 | 144.0 |
| Avg. Drawdown | -8.36% | -4.82% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | -0.07 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-02-03 | -33.62 | 241 |
| 2025-03-03 | 2025-06-11 | -21.38 | 100 |
| 2025-02-04 | 2025-03-02 | -9.69 | 26 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392338:btcusd:triple_med_gx:lsma75_105 | 11392338:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -10.41% | -12.33% |
| Best Month | 10.53% | 37.42% |
| Worst Month | -11.66% | -17.69% |
| Best Year | 5.21% | 38.02% |
| Worst Year | -7.26% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.91% | -0.91% |
| Avg. Up Week | 3.49% | 4.25% |
| Avg. Down Week | -3.45% | -4.32% |
| Avg. Up Month | 5.89% | 15.26% |
| Avg. Down Month | -5.18% | -5.35% |
| Win Days % | 47.76% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 52.5% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |