| Metric | 11399763:btcusd:triple_med_gx:lsma55_130 | 11399763:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 1.48% | 61.16% |
| Max Drawdown | -17.8% | -29.51% |
| Sharpe | 0.08 | 0.59 |
| Sortino | 0.12 | 0.85 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.52 | 0.59 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 33.82 | 3.13 |
| Outlier Loss Ratio | 3.94 | 3.13 |
| Volatility (ann.) | 9.31% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.08 | 2.0 |
| Skew | -0.0 | 0.21 |
| Kurtosis | 25.27 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.11% | 3.74% |
| Expected Yearly % | 0.74% | 26.95% |
| Kelly Criterion | -2.2% | 5.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.13% |
| Expected Shortfall (cVaR) | -0.8% | -2.13% |
| Year | 11399763:BTCUSD | 11399763:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.97 | -0.10 | - |
| 2025 | 16.76 | 5.67 | 0.34 | - |
| Metric | 11399763:btcusd:triple_med_gx:lsma55_130 | 11399763:BTCUSD |
|---|---|---|
| MTD | 3.18% | 4.16% |
| 3M | -2.58% | 31.46% |
| 6M | 2.9% | 12.77% |
| YTD | 5.67% | 16.76% |
| 1Y | -0.76% | 56.84% |
| 3Y (ann.) | 1.44% | 59.12% |
| 5Y (ann.) | 1.44% | 59.12% |
| Metric | 11399763:btcusd:triple_med_gx:lsma55_130 | 11399763:BTCUSD |
|---|---|---|
| Max Drawdown | -17.8% | -29.51% |
| Longest DD Days | 271.0 | 144.0 |
| Avg. Drawdown | -4.43% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | 0.08 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-06 | -17.80 | 271 |
| 2025-03-06 | 2025-06-11 | -10.87 | 97 |
| 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 | 11399763:btcusd:triple_med_gx:lsma55_130 | 11399763: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 | -9.19% | -17.69% |
| Best Year | 5.67% | 38.02% |
| Worst Year | -3.97% | 16.76% |
| Avg. Up Day | 0.81% | 0.81% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 2.41% | 4.99% |
| Avg. Down Week | -2.68% | -3.4% |
| Avg. Up Month | 2.88% | 7.79% |
| Avg. Down Month | -3.82% | -12.52% |
| Win Days % | 46.92% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |