| Metric | 11398077:btcusd:triple_med_gx:lsma65_125 | 11398077:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -5.85% | 61.16% |
| Max Drawdown | -19.12% | -29.51% |
| Sharpe | -0.14 | 0.59 |
| Sortino | -0.19 | 0.85 |
| Payoff Ratio | 0.99 | 0.97 |
| Profit Factor | 0.95 | 1.1 |
| Common Sense Ratio | 1.04 | 1.07 |
| CPC Index | 0.44 | 0.55 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 42.89 | 3.05 |
| Outlier Loss Ratio | 3.79 | 3.02 |
| Volatility (ann.) | 8.15% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.3 | 2.0 |
| Skew | -0.97 | 0.21 |
| Kurtosis | 29.15 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.46% | 3.74% |
| Expected Yearly % | -2.97% | 26.95% |
| Kelly Criterion | -6.35% | 2.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.13% |
| Expected Shortfall (cVaR) | -0.7% | -2.13% |
| Year | 11398077:BTCUSD | 11398077:btcusd:triple_med_gx:lsma65_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -15.15 | -0.40 | - |
| 2025 | 16.76 | 10.96 | 0.65 | - |
| Metric | 11398077:btcusd:triple_med_gx:lsma65_125 | 11398077:BTCUSD |
|---|---|---|
| MTD | 3.79% | 4.16% |
| 3M | 0.0% | 31.46% |
| 6M | 9.31% | 12.77% |
| YTD | 10.96% | 16.76% |
| 1Y | -4.26% | 56.84% |
| 3Y (ann.) | -5.7% | 59.12% |
| 5Y (ann.) | -5.7% | 59.12% |
| Metric | 11398077:btcusd:triple_med_gx:lsma65_125 | 11398077:BTCUSD |
|---|---|---|
| Max Drawdown | -19.12% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.14% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.31 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -19.12 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11398077:btcusd:triple_med_gx:lsma65_125 | 11398077:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.21% | 18.93% |
| Worst Week | -6.14% | -12.33% |
| Best Month | 7.02% | 37.42% |
| Worst Month | -14.56% | -17.69% |
| Best Year | 10.96% | 38.02% |
| Worst Year | -15.15% | 16.76% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.53% | 4.58% |
| Avg. Down Week | -2.24% | -3.74% |
| Avg. Up Month | 3.5% | 7.72% |
| Avg. Down Month | -6.35% | -9.25% |
| Win Days % | 46.96% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |