| Metric | 11397858:btcusd:triple_med_gx:lsma65_125 | 11397858:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -8.81% | 61.16% |
| Max Drawdown | -22.17% | -29.51% |
| Sharpe | -0.27 | 0.59 |
| Sortino | -0.37 | 0.85 |
| Payoff Ratio | 1.11 | 1.04 |
| Profit Factor | 0.9 | 1.1 |
| Common Sense Ratio | 0.74 | 1.07 |
| CPC Index | 0.43 | 0.59 |
| Tail Ratio | 0.82 | 0.98 |
| Outlier Win Ratio | 46.82 | 2.9 |
| Outlier Loss Ratio | 4.08 | 2.91 |
| Volatility (ann.) | 7.36% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.39 | 2.0 |
| Skew | -0.52 | 0.21 |
| Kurtosis | 34.93 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.71% | 3.74% |
| Expected Yearly % | -4.51% | 26.95% |
| Kelly Criterion | -9.2% | 5.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.13% |
| Expected Shortfall (cVaR) | -0.64% | -2.13% |
| Year | 11397858:BTCUSD | 11397858:btcusd:triple_med_gx:lsma65_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.59 | -0.30 | - |
| 2025 | 16.76 | 3.15 | 0.19 | - |
| Metric | 11397858:btcusd:triple_med_gx:lsma65_125 | 11397858:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.16% |
| 3M | 11.83% | 31.46% |
| 6M | -0.14% | 12.77% |
| YTD | 3.15% | 16.76% |
| 1Y | -11.68% | 56.84% |
| 3Y (ann.) | -8.58% | 59.12% |
| 5Y (ann.) | -8.58% | 59.12% |
| Metric | 11397858:btcusd:triple_med_gx:lsma65_125 | 11397858:BTCUSD |
|---|---|---|
| Max Drawdown | -22.17% | -29.51% |
| Longest DD Days | 356.0 | 144.0 |
| Avg. Drawdown | -3.92% | -4.82% |
| Avg. Drawdown Days | 61.0 | 14.0 |
| Recovery Factor | -0.4 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -22.17 | 356 |
| 2024-06-07 | 2024-06-20 | -1.04 | 12 |
| 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 | 11397858:btcusd:triple_med_gx:lsma65_125 | 11397858:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.46% | 18.93% |
| Worst Week | -6.78% | -12.33% |
| Best Month | 5.36% | 37.42% |
| Worst Month | -8.47% | -17.69% |
| Best Year | 3.15% | 38.02% |
| Worst Year | -11.59% | 16.76% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.68% | -0.74% |
| Avg. Up Week | 2.94% | 6.34% |
| Avg. Down Week | -2.19% | -3.18% |
| Avg. Up Month | 2.56% | 15.3% |
| Avg. Down Month | -4.77% | -7.59% |
| Win Days % | 42.49% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 37.04% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |