| Metric | 11394460:btcusd:triple_med_gx:lsma70_110 | 11394460:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -5.04% | 61.16% |
| Max Drawdown | -17.74% | -29.51% |
| Sharpe | -0.08 | 0.59 |
| Sortino | -0.1 | 0.85 |
| Payoff Ratio | 0.92 | 0.89 |
| Profit Factor | 0.95 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.44 | 0.5 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 53.05 | 2.76 |
| Outlier Loss Ratio | 2.36 | 2.84 |
| Volatility (ann.) | 9.95% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.28 | 2.0 |
| Skew | -1.02 | 0.21 |
| Kurtosis | 137.23 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.4% | 3.74% |
| Expected Yearly % | -2.55% | 26.95% |
| Kelly Criterion | -5.12% | -2.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.13% |
| Expected Shortfall (cVaR) | -0.86% | -2.13% |
| Year | 11394460:BTCUSD | 11394460:btcusd:triple_med_gx:lsma70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.61 | -0.28 | - |
| 2025 | 16.76 | 6.24 | 0.37 | - |
| Metric | 11394460:btcusd:triple_med_gx:lsma70_110 | 11394460:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.65% | 31.46% |
| 6M | 6.24% | 12.77% |
| YTD | 6.24% | 16.76% |
| 1Y | -3.94% | 56.84% |
| 3Y (ann.) | -4.91% | 59.12% |
| 5Y (ann.) | -4.91% | 59.12% |
| Metric | 11394460:btcusd:triple_med_gx:lsma70_110 | 11394460:BTCUSD |
|---|---|---|
| Max Drawdown | -17.74% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.81% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.28 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -17.74 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11394460:btcusd:triple_med_gx:lsma70_110 | 11394460:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 7.69% | 18.93% |
| Worst Week | -8.08% | -12.33% |
| Best Month | 7.65% | 37.42% |
| Worst Month | -8.08% | -17.69% |
| Best Year | 6.24% | 38.02% |
| Worst Year | -10.61% | 16.76% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -1.1% | -1.16% |
| Avg. Up Week | 6.12% | 12.22% |
| Avg. Down Week | -4.4% | -5.13% |
| Avg. Up Month | 4.86% | 10.73% |
| Avg. Down Month | -2.65% | -9.25% |
| Win Days % | 49.62% | 51.86% |
| Win Month % | 25.0% | 61.54% |
| Win Week % | 36.36% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |