| Metric | 11395597:btcusd:triple_med_gx:lsma145_115 | 11395597:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -0.88% | 61.16% |
| Max Drawdown | -22.67% | -29.51% |
| Sharpe | 0.03 | 0.59 |
| Sortino | 0.05 | 0.85 |
| Payoff Ratio | 0.95 | 0.9 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 0.14 | 1.07 |
| CPC Index | 0.47 | 0.51 |
| Tail Ratio | 0.13 | 0.98 |
| Outlier Win Ratio | 45.95 | 2.77 |
| Outlier Loss Ratio | 2.7 | 2.85 |
| Volatility (ann.) | 10.85% | 25.19% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.04 | 2.0 |
| Skew | 2.57 | 0.21 |
| Kurtosis | 148.06 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.07% | 3.74% |
| Expected Yearly % | -0.44% | 26.95% |
| Kelly Criterion | -5.24% | -1.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.13% |
| Expected Shortfall (cVaR) | -0.93% | -2.13% |
| Year | 11395597:BTCUSD | 11395597:btcusd:triple_med_gx:lsma145_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -15.79 | -0.42 | - |
| 2025 | 16.76 | 17.71 | 1.06 | + |
| Metric | 11395597:btcusd:triple_med_gx:lsma145_115 | 11395597:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.0% | 31.46% |
| 6M | 17.71% | 12.77% |
| YTD | 17.71% | 16.76% |
| 1Y | 2.78% | 56.84% |
| 3Y (ann.) | -0.86% | 59.12% |
| 5Y (ann.) | -0.86% | 59.12% |
| Metric | 11395597:btcusd:triple_med_gx:lsma145_115 | 11395597:BTCUSD |
|---|---|---|
| Max Drawdown | -22.67% | -29.51% |
| Longest DD Days | 337.0 | 144.0 |
| Avg. Drawdown | -12.36% | -4.82% |
| Avg. Drawdown Days | 185.0 | 14.0 |
| Recovery Factor | -0.04 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-08 | -22.67 | 337 |
| 2025-05-09 | 2025-06-11 | -2.06 | 33 |
| Metric | 11395597:btcusd:triple_med_gx:lsma145_115 | 11395597:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.18% | 18.93% |
| Worst Week | -16.55% | -12.33% |
| Best Month | 8.25% | 37.42% |
| Worst Month | -20.22% | -17.69% |
| Best Year | 17.71% | 38.02% |
| Worst Year | -15.79% | 16.76% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -1.03% | -1.11% |
| Avg. Up Week | 4.8% | 6.25% |
| Avg. Down Week | -3.35% | -5.27% |
| Avg. Up Month | 4.79% | 14.39% |
| Avg. Down Month | -9.57% | -11.25% |
| Win Days % | 48.73% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 40.91% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |