| Metric | 11393275:btcusd:triple_med_gx:lsma65_110 | 11393275:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -4.39% | 61.16% |
| Max Drawdown | -14.66% | -29.51% |
| Sharpe | -0.09 | 0.59 |
| Sortino | -0.12 | 0.85 |
| Payoff Ratio | 1.01 | 0.97 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.46 | 0.55 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 44.78 | 2.88 |
| Outlier Loss Ratio | 3.64 | 2.9 |
| Volatility (ann.) | 8.5% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.29 | 2.0 |
| Skew | 2.07 | 0.21 |
| Kurtosis | 87.67 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.34% | 3.74% |
| Expected Yearly % | -2.22% | 26.95% |
| Kelly Criterion | -4.92% | 2.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.13% |
| Expected Shortfall (cVaR) | -0.73% | -2.13% |
| Year | 11393275:BTCUSD | 11393275:btcusd:triple_med_gx:lsma65_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.59 | -0.33 | - |
| 2025 | 16.76 | 9.39 | 0.56 | - |
| Metric | 11393275:btcusd:triple_med_gx:lsma65_110 | 11393275:BTCUSD |
|---|---|---|
| MTD | 3.99% | 4.16% |
| 3M | 4.34% | 31.46% |
| 6M | 7.57% | 12.77% |
| YTD | 9.39% | 16.76% |
| 1Y | -2.78% | 56.84% |
| 3Y (ann.) | -4.27% | 59.12% |
| 5Y (ann.) | -4.27% | 59.12% |
| Metric | 11393275:btcusd:triple_med_gx:lsma65_110 | 11393275:BTCUSD |
|---|---|---|
| Max Drawdown | -14.66% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.03% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.3 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -14.66 | 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 | 11393275:btcusd:triple_med_gx:lsma65_110 | 11393275:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 6.66% | 18.93% |
| Worst Week | -4.77% | -12.33% |
| Best Month | 6.66% | 37.42% |
| Worst Month | -9.89% | -17.69% |
| Best Year | 9.39% | 38.02% |
| Worst Year | -12.59% | 16.76% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 2.82% | 5.45% |
| Avg. Down Week | -2.17% | -3.5% |
| Avg. Up Month | 3.28% | 13.94% |
| Avg. Down Month | -5.61% | -5.35% |
| Win Days % | 47.32% | 51.86% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 39.13% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |