| Metric | 11393279:btcusd:triple_med_gx:lsma75_110 | 11393279:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -1.64% | 61.16% |
| Max Drawdown | -14.14% | -29.51% |
| Sharpe | -0.02 | 0.59 |
| Sortino | -0.03 | 0.85 |
| Payoff Ratio | 1.04 | 1.04 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | 0.62 | 1.07 |
| CPC Index | 0.48 | 0.59 |
| Tail Ratio | 0.62 | 0.98 |
| Outlier Win Ratio | 52.76 | 2.9 |
| Outlier Loss Ratio | 3.79 | 2.9 |
| Volatility (ann.) | 6.94% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.11 | 2.0 |
| Skew | -0.76 | 0.21 |
| Kurtosis | 30.81 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.13% | 3.74% |
| Expected Yearly % | -0.82% | 26.95% |
| Kelly Criterion | -4.36% | 5.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11393279:BTCUSD | 11393279:btcusd:triple_med_gx:lsma75_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.96 | -0.10 | - |
| 2025 | 16.76 | 2.42 | 0.14 | - |
| Metric | 11393279:btcusd:triple_med_gx:lsma75_110 | 11393279:BTCUSD |
|---|---|---|
| MTD | 3.48% | 4.16% |
| 3M | 0.77% | 31.46% |
| 6M | 7.51% | 12.77% |
| YTD | 2.42% | 16.76% |
| 1Y | 1.58% | 56.84% |
| 3Y (ann.) | -1.59% | 59.12% |
| 5Y (ann.) | -1.59% | 59.12% |
| Metric | 11393279:btcusd:triple_med_gx:lsma75_110 | 11393279:BTCUSD |
|---|---|---|
| Max Drawdown | -14.14% | -29.51% |
| Longest DD Days | 212.0 | 144.0 |
| Avg. Drawdown | -7.57% | -4.82% |
| Avg. Drawdown Days | 110.0 | 14.0 |
| Recovery Factor | -0.12 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-01-03 | -14.14 | 212 |
| 2025-03-06 | 2025-06-11 | -5.96 | 97 |
| 2025-02-11 | 2025-03-06 | -2.62 | 22 |
| Metric | 11393279:btcusd:triple_med_gx:lsma75_110 | 11393279:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -3.33% | -9.32% |
| Best Week | 4.76% | 18.93% |
| Worst Week | -5.38% | -12.33% |
| Best Month | 4.76% | 37.42% |
| Worst Month | -10.46% | -17.69% |
| Best Year | 2.42% | 38.02% |
| Worst Year | -3.96% | 16.76% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.72% | -0.73% |
| Avg. Up Week | 2.35% | 4.79% |
| Avg. Down Week | -2.21% | -3.1% |
| Avg. Up Month | 2.53% | 13.94% |
| Avg. Down Month | -4.44% | -8.96% |
| Win Days % | 46.91% | 51.86% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |