| Metric | 11397909:btcusd:triple_med_gx:lsma65_125 | 11397909:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -18.68% | 61.16% |
| Max Drawdown | -27.79% | -29.51% |
| Sharpe | -0.57 | 0.59 |
| Sortino | -0.71 | 0.85 |
| Payoff Ratio | 0.9 | 0.87 |
| Profit Factor | 0.8 | 1.1 |
| Common Sense Ratio | 0.79 | 1.07 |
| CPC Index | 0.33 | 0.5 |
| Tail Ratio | 0.99 | 0.98 |
| Outlier Win Ratio | 46.74 | 2.9 |
| Outlier Loss Ratio | 3.63 | 3.02 |
| Volatility (ann.) | 8.15% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.66 | 2.0 |
| Skew | -3.45 | 0.21 |
| Kurtosis | 54.1 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.58% | 3.74% |
| Expected Yearly % | -9.82% | 26.95% |
| Kelly Criterion | -14.87% | -3.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.13% |
| Expected Shortfall (cVaR) | -0.71% | -2.13% |
| Year | 11397909:BTCUSD | 11397909:btcusd:triple_med_gx:lsma65_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.23 | -0.27 | - |
| 2025 | 16.76 | -9.42 | -0.56 | - |
| Metric | 11397909:btcusd:triple_med_gx:lsma65_125 | 11397909:BTCUSD |
|---|---|---|
| MTD | 4.02% | 4.16% |
| 3M | -0.05% | 31.46% |
| 6M | -12.66% | 12.77% |
| YTD | -9.42% | 16.76% |
| 1Y | -21.25% | 56.84% |
| 3Y (ann.) | -18.23% | 59.12% |
| 5Y (ann.) | -18.23% | 59.12% |
| Metric | 11397909:btcusd:triple_med_gx:lsma65_125 | 11397909:BTCUSD |
|---|---|---|
| Max Drawdown | -27.79% | -29.51% |
| Longest DD Days | 356.0 | 144.0 |
| Avg. Drawdown | -4.86% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.67 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -27.79 | 356 |
| 2024-06-05 | 2024-06-20 | -1.06 | 14 |
| 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 | 11397909:btcusd:triple_med_gx:lsma65_125 | 11397909:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 4.75% | 18.93% |
| Worst Week | -6.19% | -12.33% |
| Best Month | 4.02% | 37.42% |
| Worst Month | -10.05% | -17.69% |
| Best Year | -9.42% | 38.02% |
| Worst Year | -10.23% | 16.76% |
| Avg. Up Day | 0.68% | 0.7% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 2.97% | 5.8% |
| Avg. Down Week | -2.67% | -3.04% |
| Avg. Up Month | 3.01% | 8.03% |
| Avg. Down Month | -5.14% | -7.82% |
| Win Days % | 45.64% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 35.71% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |