| Metric | 11397247:btcusd:triple_med_gx:lsma25_120 | 11397247:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | -3.98% | 61.16% |
| Max Drawdown | -28.34% | -29.51% |
| Sharpe | 0.01 | 0.59 |
| Sortino | 0.01 | 0.85 |
| Payoff Ratio | 1.01 | 1.0 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.5 | 0.57 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 18.72 | 3.46 |
| Outlier Loss Ratio | 3.75 | 3.6 |
| Volatility (ann.) | 14.64% | 25.19% |
| R^2 | 0.34 | 0.34 |
| Calmar | -0.14 | 2.0 |
| Skew | -0.78 | 0.21 |
| Kurtosis | 35.36 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.31% | 3.74% |
| Expected Yearly % | -2.01% | 26.95% |
| Kelly Criterion | -1.71% | 3.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.13% |
| Expected Shortfall (cVaR) | -1.26% | -2.13% |
| Year | 11397247:BTCUSD | 11397247:btcusd:triple_med_gx:lsma25_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.56 | -0.36 | - |
| 2025 | 16.76 | 11.08 | 0.66 | - |
| Metric | 11397247:btcusd:triple_med_gx:lsma25_120 | 11397247:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 22.78% | 31.46% |
| 6M | 10.12% | 12.77% |
| YTD | 11.08% | 16.76% |
| 1Y | -4.01% | 56.84% |
| 3Y (ann.) | -3.88% | 59.12% |
| 5Y (ann.) | -3.88% | 59.12% |
| Metric | 11397247:btcusd:triple_med_gx:lsma25_120 | 11397247:BTCUSD |
|---|---|---|
| Max Drawdown | -28.34% | -29.51% |
| Longest DD Days | 365.0 | 144.0 |
| Avg. Drawdown | -7.28% | -4.82% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.14 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-06-11 | -28.34 | 365 |
| 2024-06-02 | 2024-06-09 | -0.43 | 7 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11397247:btcusd:triple_med_gx:lsma25_120 | 11397247:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.66% | 18.93% |
| Worst Week | -9.0% | -12.33% |
| Best Month | 10.82% | 37.42% |
| Worst Month | -12.36% | -17.69% |
| Best Year | 11.08% | 38.02% |
| Worst Year | -13.56% | 16.76% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.87% | -0.88% |
| Avg. Up Week | 3.84% | 5.14% |
| Avg. Down Week | -2.8% | -4.28% |
| Avg. Up Month | 5.62% | 10.0% |
| Avg. Down Month | -6.62% | -8.96% |
| Win Days % | 48.85% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 41.67% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |