| Metric | 11392942:btcusd:triple_med_gx:lsma65_110 | 11392942:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -16.88% | 61.16% |
| Max Drawdown | -26.33% | -29.51% |
| Sharpe | -0.55 | 0.59 |
| Sortino | -0.72 | 0.85 |
| Payoff Ratio | 0.99 | 0.99 |
| Profit Factor | 0.79 | 1.1 |
| Common Sense Ratio | 0.66 | 1.07 |
| CPC Index | 0.33 | 0.56 |
| Tail Ratio | 0.83 | 0.98 |
| Outlier Win Ratio | 52.2 | 2.76 |
| Outlier Loss Ratio | 3.82 | 3.0 |
| Volatility (ann.) | 7.61% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.63 | 2.0 |
| Skew | -1.02 | 0.21 |
| Kurtosis | 41.33 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.41% | 3.74% |
| Expected Yearly % | -8.83% | 26.95% |
| Kelly Criterion | -17.23% | 3.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.13% |
| Expected Shortfall (cVaR) | -0.67% | -2.13% |
| Year | 11392942:BTCUSD | 11392942:btcusd:triple_med_gx:lsma65_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.15 | -0.29 | - |
| 2025 | 16.76 | -6.44 | -0.38 | - |
| Metric | 11392942:btcusd:triple_med_gx:lsma65_110 | 11392942:BTCUSD |
|---|---|---|
| MTD | -2.02% | 4.16% |
| 3M | -2.1% | 31.46% |
| 6M | -12.93% | 12.77% |
| YTD | -6.44% | 16.76% |
| 1Y | -18.99% | 56.84% |
| 3Y (ann.) | -16.47% | 59.12% |
| 5Y (ann.) | -16.47% | 59.12% |
| Metric | 11392942:btcusd:triple_med_gx:lsma65_110 | 11392942:BTCUSD |
|---|---|---|
| Max Drawdown | -26.33% | -29.51% |
| Longest DD Days | 246.0 | 144.0 |
| Avg. Drawdown | -4.82% | -4.82% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | -0.64 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-06-11 | -26.33 | 246 |
| 2024-06-07 | 2024-09-09 | -10.23 | 93 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-09-10 | 2024-10-07 | -0.45 | 26 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392942:btcusd:triple_med_gx:lsma65_110 | 11392942:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.78% | 18.93% |
| Worst Week | -6.78% | -12.33% |
| Best Month | 5.78% | 37.42% |
| Worst Month | -12.0% | -17.69% |
| Best Year | -6.44% | 38.02% |
| Worst Year | -11.15% | 16.76% |
| Avg. Up Day | 0.75% | 0.79% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 2.14% | 4.67% |
| Avg. Down Week | -3.44% | -3.31% |
| Avg. Up Month | 3.56% | 7.19% |
| Avg. Down Month | -5.82% | -7.59% |
| Win Days % | 41.75% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 44.83% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |