| Metric | 11393168:btcusd:triple_med_gx:lsma70_110 | 11393168:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -6.04% | 61.16% |
| Max Drawdown | -15.38% | -29.51% |
| Sharpe | -0.17 | 0.59 |
| Sortino | -0.23 | 0.85 |
| Payoff Ratio | 1.02 | 0.95 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | 1.18 | 1.07 |
| CPC Index | 0.43 | 0.54 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 49.89 | 2.86 |
| Outlier Loss Ratio | 3.82 | 2.88 |
| Volatility (ann.) | 7.27% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.38 | 2.0 |
| Skew | -1.5 | 0.21 |
| Kurtosis | 37.48 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.48% | 3.74% |
| Expected Yearly % | -3.07% | 26.95% |
| Kelly Criterion | -8.02% | 1.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.13% |
| Expected Shortfall (cVaR) | -0.63% | -2.13% |
| Year | 11393168:BTCUSD | 11393168:btcusd:triple_med_gx:lsma70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.74 | -0.28 | - |
| 2025 | 16.76 | 5.27 | 0.31 | - |
| Metric | 11393168:btcusd:triple_med_gx:lsma70_110 | 11393168:BTCUSD |
|---|---|---|
| MTD | 4.37% | 4.16% |
| 3M | -5.36% | 31.46% |
| 6M | 5.32% | 12.77% |
| YTD | 5.27% | 16.76% |
| 1Y | -4.02% | 56.84% |
| 3Y (ann.) | -5.88% | 59.12% |
| 5Y (ann.) | -5.88% | 59.12% |
| Metric | 11393168:btcusd:triple_med_gx:lsma70_110 | 11393168:BTCUSD |
|---|---|---|
| Max Drawdown | -15.38% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.21% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.39 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -15.38 | 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 | 11393168:btcusd:triple_med_gx:lsma70_110 | 11393168:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 6.51% | 18.93% |
| Worst Week | -9.28% | -12.33% |
| Best Month | 6.35% | 37.42% |
| Worst Month | -11.86% | -17.69% |
| Best Year | 5.27% | 38.02% |
| Worst Year | -10.74% | 16.76% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.72% | -0.78% |
| Avg. Up Week | 2.75% | 5.32% |
| Avg. Down Week | -3.02% | -3.08% |
| Avg. Up Month | 3.04% | 13.9% |
| Avg. Down Month | -4.17% | -9.25% |
| Win Days % | 45.5% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |