| Metric | 11399710:btcusd:triple_med_gx:lsma75_130 | 11399710:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -8.46% | 61.16% |
| Max Drawdown | -14.47% | -29.51% |
| Sharpe | -0.22 | 0.59 |
| Sortino | -0.28 | 0.85 |
| Payoff Ratio | 0.94 | 0.96 |
| Profit Factor | 0.91 | 1.1 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.39 | 0.55 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 46.26 | 3.0 |
| Outlier Loss Ratio | 3.66 | 3.02 |
| Volatility (ann.) | 8.27% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.57 | 2.0 |
| Skew | -2.85 | 0.21 |
| Kurtosis | 51.19 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.68% | 3.74% |
| Expected Yearly % | -4.32% | 26.95% |
| Kelly Criterion | -11.64% | 1.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.13% |
| Expected Shortfall (cVaR) | -0.72% | -2.13% |
| Year | 11399710:BTCUSD | 11399710:btcusd:triple_med_gx:lsma75_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.28 | -0.22 | - |
| 2025 | 16.76 | -0.19 | -0.01 | - |
| Metric | 11399710:btcusd:triple_med_gx:lsma75_130 | 11399710:BTCUSD |
|---|---|---|
| MTD | 3.0% | 4.16% |
| 3M | -5.92% | 31.46% |
| 6M | 2.83% | 12.77% |
| YTD | -0.19% | 16.76% |
| 1Y | -6.31% | 56.84% |
| 3Y (ann.) | -8.24% | 59.12% |
| 5Y (ann.) | -8.24% | 59.12% |
| Metric | 11399710:btcusd:triple_med_gx:lsma75_130 | 11399710:BTCUSD |
|---|---|---|
| Max Drawdown | -14.47% | -29.51% |
| Longest DD Days | 270.0 | 144.0 |
| Avg. Drawdown | -5.77% | -4.82% |
| Avg. Drawdown Days | 73.0 | 14.0 |
| Recovery Factor | -0.58 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-05 | -14.47 | 270 |
| 2025-03-10 | 2025-06-11 | -12.78 | 93 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| 2025-03-05 | 2025-03-05 | -0.14 | 0 |
| Metric | 11399710:btcusd:triple_med_gx:lsma75_130 | 11399710:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.69% | 18.93% |
| Worst Week | -8.23% | -12.33% |
| Best Month | 4.89% | 37.42% |
| Worst Month | -9.39% | -17.69% |
| Best Year | -0.19% | 38.02% |
| Worst Year | -8.28% | 16.76% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.82% | -0.81% |
| Avg. Up Week | 2.47% | 5.36% |
| Avg. Down Week | -2.75% | -2.95% |
| Avg. Up Month | 2.57% | 12.1% |
| Avg. Down Month | -5.16% | -6.43% |
| Win Days % | 45.98% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 42.31% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |