| Metric | 11393220:btcusd:triple_med_gx:lsma65_110 | 11393220:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -9.07% | 61.16% |
| Max Drawdown | -18.74% | -29.51% |
| Sharpe | -0.26 | 0.59 |
| Sortino | -0.34 | 0.85 |
| Payoff Ratio | 0.99 | 0.96 |
| Profit Factor | 0.9 | 1.1 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.41 | 0.55 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 46.12 | 2.9 |
| Outlier Loss Ratio | 3.83 | 3.02 |
| Volatility (ann.) | 7.82% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.47 | 2.0 |
| Skew | -1.32 | 0.21 |
| Kurtosis | 33.36 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.73% | 3.74% |
| Expected Yearly % | -4.64% | 26.95% |
| Kelly Criterion | -9.1% | 1.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.13% |
| Expected Shortfall (cVaR) | -0.68% | -2.13% |
| Year | 11393220:BTCUSD | 11393220:btcusd:triple_med_gx:lsma65_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -15.27 | -0.40 | - |
| 2025 | 16.76 | 7.32 | 0.44 | - |
| Metric | 11393220:btcusd:triple_med_gx:lsma65_110 | 11393220:BTCUSD |
|---|---|---|
| MTD | 4.37% | 4.16% |
| 3M | -0.3% | 31.46% |
| 6M | 5.73% | 12.77% |
| YTD | 7.32% | 16.76% |
| 1Y | -7.54% | 56.84% |
| 3Y (ann.) | -8.84% | 59.12% |
| 5Y (ann.) | -8.84% | 59.12% |
| Metric | 11393220:btcusd:triple_med_gx:lsma65_110 | 11393220:BTCUSD |
|---|---|---|
| Max Drawdown | -18.74% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.05% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.48 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -18.74 | 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 | 11393220:btcusd:triple_med_gx:lsma65_110 | 11393220:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.57% | 18.93% |
| Worst Week | -6.14% | -12.33% |
| Best Month | 7.37% | 37.42% |
| Worst Month | -14.56% | -17.69% |
| Best Year | 7.32% | 38.02% |
| Worst Year | -15.27% | 16.76% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.64% | 4.58% |
| Avg. Down Week | -3.21% | -3.77% |
| Avg. Up Month | 3.72% | 7.72% |
| Avg. Down Month | -7.02% | -9.25% |
| Win Days % | 45.85% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 36.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |