| Metric | 11393224:btcusd:triple_med_gx:lsma75_110 | 11393224:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -1.22% | 61.16% |
| Max Drawdown | -16.35% | -29.51% |
| Sharpe | -0.01 | 0.59 |
| Sortino | -0.01 | 0.85 |
| Payoff Ratio | 1.06 | 1.07 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 0.79 | 1.07 |
| CPC Index | 0.49 | 0.61 |
| Tail Ratio | 0.79 | 0.98 |
| Outlier Win Ratio | 52.37 | 2.89 |
| Outlier Loss Ratio | 3.77 | 2.88 |
| Volatility (ann.) | 7.01% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.07 | 2.0 |
| Skew | -1.51 | 0.21 |
| Kurtosis | 38.15 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.09% | 3.74% |
| Expected Yearly % | -0.61% | 26.95% |
| Kelly Criterion | -3.54% | 6.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11393224:BTCUSD | 11393224:btcusd:triple_med_gx:lsma75_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.55 | -0.25 | - |
| 2025 | 16.76 | 9.21 | 0.55 | - |
| Metric | 11393224:btcusd:triple_med_gx:lsma75_110 | 11393224:BTCUSD |
|---|---|---|
| MTD | 3.32% | 4.16% |
| 3M | 3.36% | 31.46% |
| 6M | 10.67% | 12.77% |
| YTD | 9.21% | 16.76% |
| 1Y | 1.04% | 56.84% |
| 3Y (ann.) | -1.18% | 59.12% |
| 5Y (ann.) | -1.18% | 59.12% |
| Metric | 11393224:btcusd:triple_med_gx:lsma75_110 | 11393224:BTCUSD |
|---|---|---|
| Max Drawdown | -16.35% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.92% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | -0.07 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -16.35 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11393224:btcusd:triple_med_gx:lsma75_110 | 11393224:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.93% | 18.93% |
| Worst Week | -5.39% | -12.33% |
| Best Month | 7.68% | 37.42% |
| Worst Month | -11.48% | -17.69% |
| Best Year | 9.21% | 38.02% |
| Worst Year | -9.55% | 16.76% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 2.17% | 5.12% |
| Avg. Down Week | -2.94% | -3.09% |
| Avg. Up Month | 2.8% | 12.39% |
| Avg. Down Month | -5.25% | -9.25% |
| Win Days % | 46.63% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 52.17% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |