| Metric | 11398074:btcusd:triple_med_gx:lsma55_125 | 11398074:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -2.96% | 61.16% |
| Max Drawdown | -20.47% | -29.51% |
| Sharpe | -0.03 | 0.59 |
| Sortino | -0.05 | 0.85 |
| Payoff Ratio | 1.05 | 0.99 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.49 | 0.56 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 35.3 | 3.13 |
| Outlier Loss Ratio | 3.83 | 3.13 |
| Volatility (ann.) | 9.16% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.14 | 2.0 |
| Skew | -0.38 | 0.21 |
| Kurtosis | 24.85 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.23% | 3.74% |
| Expected Yearly % | -1.49% | 26.95% |
| Kelly Criterion | -3.69% | 3.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.13% |
| Expected Shortfall (cVaR) | -0.79% | -2.13% |
| Year | 11398074:BTCUSD | 11398074:btcusd:triple_med_gx:lsma55_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.83 | -0.26 | - |
| 2025 | 16.76 | 7.63 | 0.46 | - |
| Metric | 11398074:btcusd:triple_med_gx:lsma55_125 | 11398074:BTCUSD |
|---|---|---|
| MTD | 3.18% | 4.16% |
| 3M | -0.66% | 31.46% |
| 6M | 4.8% | 12.77% |
| YTD | 7.63% | 16.76% |
| 1Y | -5.1% | 56.84% |
| 3Y (ann.) | -2.88% | 59.12% |
| 5Y (ann.) | -2.88% | 59.12% |
| Metric | 11398074:btcusd:triple_med_gx:lsma55_125 | 11398074:BTCUSD |
|---|---|---|
| Max Drawdown | -20.47% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -3.8% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.14 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -20.47 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.34 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11398074:btcusd:triple_med_gx:lsma55_125 | 11398074:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 8.5% | 18.93% |
| Worst Week | -7.77% | -12.33% |
| Best Month | 8.5% | 37.42% |
| Worst Month | -8.1% | -17.69% |
| Best Year | 7.63% | 38.02% |
| Worst Year | -9.83% | 16.76% |
| Avg. Up Day | 0.8% | 0.8% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 2.43% | 4.99% |
| Avg. Down Week | -2.92% | -3.38% |
| Avg. Up Month | 2.86% | 7.79% |
| Avg. Down Month | -3.19% | -11.25% |
| Win Days % | 46.83% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |