| Metric | 11396204:btcusd:triple_med_gx:lsma65_120 | 11396204:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -13.28% | 61.16% |
| Max Drawdown | -23.76% | -29.51% |
| Sharpe | -0.46 | 0.59 |
| Sortino | -0.61 | 0.85 |
| Payoff Ratio | 1.04 | 0.97 |
| Profit Factor | 0.84 | 1.1 |
| Common Sense Ratio | 0.74 | 1.07 |
| CPC Index | 0.37 | 0.55 |
| Tail Ratio | 0.89 | 0.98 |
| Outlier Win Ratio | 51.05 | 2.86 |
| Outlier Loss Ratio | 4.15 | 2.91 |
| Volatility (ann.) | 6.95% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.54 | 2.0 |
| Skew | -1.57 | 0.21 |
| Kurtosis | 34.06 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.09% | 3.74% |
| Expected Yearly % | -6.87% | 26.95% |
| Kelly Criterion | -13.8% | 2.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11396204:BTCUSD | 11396204:btcusd:triple_med_gx:lsma65_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -14.96 | -0.39 | - |
| 2025 | 16.76 | 1.98 | 0.12 | - |
| Metric | 11396204:btcusd:triple_med_gx:lsma65_120 | 11396204:BTCUSD |
|---|---|---|
| MTD | 2.73% | 4.16% |
| 3M | 9.23% | 31.46% |
| 6M | -1.28% | 12.77% |
| YTD | 1.98% | 16.76% |
| 1Y | -15.39% | 56.84% |
| 3Y (ann.) | -12.95% | 59.12% |
| 5Y (ann.) | -12.95% | 59.12% |
| Metric | 11396204:btcusd:triple_med_gx:lsma65_120 | 11396204:BTCUSD |
|---|---|---|
| Max Drawdown | -23.76% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -4.81% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.56 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -23.76 | 370 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11396204:btcusd:triple_med_gx:lsma65_120 | 11396204:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.19% | 18.93% |
| Worst Week | -6.78% | -12.33% |
| Best Month | 5.5% | 37.42% |
| Worst Month | -8.47% | -17.69% |
| Best Year | 1.98% | 38.02% |
| Worst Year | -14.96% | 16.76% |
| Avg. Up Day | 0.71% | 0.72% |
| Avg. Down Day | -0.68% | -0.75% |
| Avg. Up Week | 1.83% | 5.43% |
| Avg. Down Week | -2.02% | -3.34% |
| Avg. Up Month | 2.13% | 15.3% |
| Avg. Down Month | -4.1% | -7.82% |
| Win Days % | 41.92% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 37.93% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |