| Metric | 11396986:btcusd:triple_med_gx:lsma95_120 | 11396986:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -2.47% | 61.16% |
| Max Drawdown | -13.17% | -29.51% |
| Sharpe | -0.08 | 0.59 |
| Sortino | -0.11 | 0.85 |
| Payoff Ratio | 0.99 | 0.91 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.45 | 0.52 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 72.93 | 2.69 |
| Outlier Loss Ratio | 3.54 | 2.59 |
| Volatility (ann.) | 5.48% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.18 | 2.0 |
| Skew | -1.43 | 0.21 |
| Kurtosis | 54.31 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.19% | 3.74% |
| Expected Yearly % | -1.24% | 26.95% |
| Kelly Criterion | -5.56% | -1.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.13% |
| Expected Shortfall (cVaR) | -0.47% | -2.13% |
| Year | 11396986:BTCUSD | 11396986:btcusd:triple_med_gx:lsma95_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.23 | -0.01 | - |
| 2025 | 16.76 | -2.25 | -0.13 | - |
| Metric | 11396986:btcusd:triple_med_gx:lsma95_120 | 11396986:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.35% | 31.46% |
| 6M | -0.69% | 12.77% |
| YTD | -2.25% | 16.76% |
| 1Y | -2.47% | 56.84% |
| 3Y (ann.) | -2.41% | 59.12% |
| 5Y (ann.) | -2.41% | 59.12% |
| Metric | 11396986:btcusd:triple_med_gx:lsma95_120 | 11396986:BTCUSD |
|---|---|---|
| Max Drawdown | -13.17% | -29.51% |
| Longest DD Days | 336.0 | 144.0 |
| Avg. Drawdown | -6.45% | -4.82% |
| Avg. Drawdown Days | 121.0 | 14.0 |
| Recovery Factor | -0.19 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-06-11 | -13.17 | 336 |
| 2024-06-12 | 2024-06-30 | -4.40 | 18 |
| 2024-07-01 | 2024-07-10 | -1.79 | 8 |
| Metric | 11396986:btcusd:triple_med_gx:lsma95_120 | 11396986:BTCUSD |
|---|---|---|
| Best Day | 2.91% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 6.69% | 18.93% |
| Worst Week | -8.42% | -12.33% |
| Best Month | 8.83% | 37.42% |
| Worst Month | -8.42% | -17.69% |
| Best Year | -0.23% | 38.02% |
| Worst Year | -2.25% | 16.76% |
| Avg. Up Day | 0.67% | 0.7% |
| Avg. Down Day | -0.68% | -0.77% |
| Avg. Up Week | 1.85% | 6.53% |
| Avg. Down Week | -2.73% | -4.6% |
| Avg. Up Month | 3.51% | 18.38% |
| Avg. Down Month | -1.87% | -9.5% |
| Win Days % | 47.59% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 55.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |