| Metric | 11397859:btcusd:triple_med_gx:lsma70_125 | 11397859:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -5.08% | 61.16% |
| Max Drawdown | -14.71% | -29.51% |
| Sharpe | -0.15 | 0.59 |
| Sortino | -0.2 | 0.85 |
| Payoff Ratio | 1.11 | 1.02 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 0.77 | 1.07 |
| CPC Index | 0.46 | 0.58 |
| Tail Ratio | 0.82 | 0.98 |
| Outlier Win Ratio | 53.77 | 2.9 |
| Outlier Loss Ratio | 3.97 | 2.88 |
| Volatility (ann.) | 6.99% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.34 | 2.0 |
| Skew | -0.55 | 0.21 |
| Kurtosis | 42.03 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.4% | 3.74% |
| Expected Yearly % | -2.57% | 26.95% |
| Kelly Criterion | -6.84% | 4.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11397859:BTCUSD | 11397859:btcusd:triple_med_gx:lsma70_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.64 | -0.20 | - |
| 2025 | 16.76 | 2.77 | 0.17 | - |
| Metric | 11397859:btcusd:triple_med_gx:lsma70_125 | 11397859:BTCUSD |
|---|---|---|
| MTD | 1.14% | 4.16% |
| 3M | 5.6% | 31.46% |
| 6M | 2.26% | 12.77% |
| YTD | 2.77% | 16.76% |
| 1Y | -7.86% | 56.84% |
| 3Y (ann.) | -4.94% | 59.12% |
| 5Y (ann.) | -4.94% | 59.12% |
| Metric | 11397859:btcusd:triple_med_gx:lsma70_125 | 11397859:BTCUSD |
|---|---|---|
| Max Drawdown | -14.71% | -29.51% |
| Longest DD Days | 368.0 | 144.0 |
| Avg. Drawdown | -3.75% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.35 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -14.71 | 368 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11397859:btcusd:triple_med_gx:lsma70_125 | 11397859:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.69% | 18.93% |
| Worst Week | -5.4% | -12.33% |
| Best Month | 3.41% | 37.42% |
| Worst Month | -5.98% | -17.69% |
| Best Year | 2.77% | 38.02% |
| Worst Year | -7.64% | 16.76% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.68% | -0.77% |
| Avg. Up Week | 2.47% | 5.58% |
| Avg. Down Week | -1.57% | -3.44% |
| Avg. Up Month | 1.41% | 15.3% |
| Avg. Down Month | -2.53% | -7.59% |
| Win Days % | 43.72% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 40.74% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |