| Metric | 11399646:btcusd:triple_med_gx:lsma35_130 | 11399646:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 0.1% | 61.16% |
| Max Drawdown | -19.3% | -29.51% |
| Sharpe | 0.05 | 0.59 |
| Sortino | 0.08 | 0.85 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.5 | 0.62 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 26.59 | 3.18 |
| Outlier Loss Ratio | 3.93 | 3.12 |
| Volatility (ann.) | 10.39% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.01 | 2.0 |
| Skew | -0.52 | 0.21 |
| Kurtosis | 21.63 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.01% | 3.74% |
| Expected Yearly % | 0.05% | 26.95% |
| Kelly Criterion | -4.79% | 7.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.13% |
| Expected Shortfall (cVaR) | -0.89% | -2.13% |
| Year | 11399646:BTCUSD | 11399646:btcusd:triple_med_gx:lsma35_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.68 | -0.07 | - |
| 2025 | 16.76 | 2.85 | 0.17 | - |
| Metric | 11399646:btcusd:triple_med_gx:lsma35_130 | 11399646:BTCUSD |
|---|---|---|
| MTD | -0.04% | 4.16% |
| 3M | 6.65% | 31.46% |
| 6M | -1.0% | 12.77% |
| YTD | 2.85% | 16.76% |
| 1Y | -3.45% | 56.84% |
| 3Y (ann.) | 0.1% | 59.12% |
| 5Y (ann.) | 0.1% | 59.12% |
| Metric | 11399646:btcusd:triple_med_gx:lsma35_130 | 11399646:BTCUSD |
|---|---|---|
| Max Drawdown | -19.3% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -4.06% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | 0.01 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -19.30 | 370 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11399646:btcusd:triple_med_gx:lsma35_130 | 11399646:BTCUSD |
|---|---|---|
| Best Day | 4.23% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.58% | 18.93% |
| Worst Week | -4.93% | -12.33% |
| Best Month | 2.84% | 37.42% |
| Worst Month | -3.9% | -17.69% |
| Best Year | 2.85% | 38.02% |
| Worst Year | -2.68% | 16.76% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 1.85% | 4.27% |
| Avg. Down Week | -2.47% | -4.07% |
| Avg. Up Month | 1.61% | 16.65% |
| Avg. Down Month | -2.42% | -9.42% |
| Win Days % | 45.58% | 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% |