| Metric | 11393000:btcusd:triple_med_gx:lsma70_110 | 11393000:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -9.88% | 61.16% |
| Max Drawdown | -17.95% | -29.51% |
| Sharpe | -0.38 | 0.59 |
| Sortino | -0.5 | 0.85 |
| Payoff Ratio | 1.07 | 0.96 |
| Profit Factor | 0.83 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.37 | 0.55 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 70.33 | 2.75 |
| Outlier Loss Ratio | 3.92 | 2.68 |
| Volatility (ann.) | 6.08% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.54 | 2.0 |
| Skew | -2.16 | 0.21 |
| Kurtosis | 53.46 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.8% | 3.74% |
| Expected Yearly % | -5.07% | 26.95% |
| Kelly Criterion | -14.0% | 1.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.13% |
| Expected Shortfall (cVaR) | -0.53% | -2.13% |
| Year | 11393000:BTCUSD | 11393000:btcusd:triple_med_gx:lsma70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.92 | -0.34 | - |
| 2025 | 16.76 | 3.49 | 0.21 | - |
| Metric | 11393000:btcusd:triple_med_gx:lsma70_110 | 11393000:BTCUSD |
|---|---|---|
| MTD | -0.6% | 4.16% |
| 3M | 4.03% | 31.46% |
| 6M | 2.98% | 12.77% |
| YTD | 3.49% | 16.76% |
| 1Y | -12.05% | 56.84% |
| 3Y (ann.) | -9.63% | 59.12% |
| 5Y (ann.) | -9.63% | 59.12% |
| Metric | 11393000:btcusd:triple_med_gx:lsma70_110 | 11393000:BTCUSD |
|---|---|---|
| Max Drawdown | -17.95% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -4.57% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.55 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -17.95 | 370 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393000:btcusd:triple_med_gx:lsma70_110 | 11393000:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.08% | 18.93% |
| Worst Week | -5.4% | -12.33% |
| Best Month | 4.08% | 37.42% |
| Worst Month | -4.72% | -17.69% |
| Best Year | 3.49% | 38.02% |
| Worst Year | -12.92% | 16.76% |
| Avg. Up Day | 0.71% | 0.74% |
| Avg. Down Day | -0.66% | -0.77% |
| Avg. Up Week | 1.86% | 4.85% |
| Avg. Down Week | -1.71% | -3.67% |
| Avg. Up Month | 1.59% | 18.09% |
| Avg. Down Month | -2.06% | -7.82% |
| Win Days % | 40.96% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 40.74% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |