| Metric | 11400095:btcusd:triple_med_gx:lsma65_130 | 11400095:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | -2.56% | 61.16% |
| Max Drawdown | -22.83% | -29.51% |
| Sharpe | 0.04 | 0.59 |
| Sortino | 0.06 | 0.85 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 1.01 | 1.07 |
| CPC Index | 0.51 | 0.58 |
| Tail Ratio | 1.0 | 0.98 |
| Outlier Win Ratio | 19.27 | 3.89 |
| Outlier Loss Ratio | 3.58 | 3.6 |
| Volatility (ann.) | 15.88% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | -0.11 | 2.0 |
| Skew | 0.67 | 0.21 |
| Kurtosis | 36.48 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.2% | 3.74% |
| Expected Yearly % | -1.29% | 26.95% |
| Kelly Criterion | -1.2% | 4.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.13% |
| Expected Shortfall (cVaR) | -1.37% | -2.13% |
| Year | 11400095:BTCUSD | 11400095:btcusd:triple_med_gx:lsma65_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.09 | 0.00 | - |
| 2025 | 16.76 | -2.65 | -0.16 | - |
| Metric | 11400095:btcusd:triple_med_gx:lsma65_130 | 11400095:BTCUSD |
|---|---|---|
| MTD | 0.63% | 4.16% |
| 3M | 4.79% | 31.46% |
| 6M | -2.59% | 12.77% |
| YTD | -2.65% | 16.76% |
| 1Y | -7.34% | 56.84% |
| 3Y (ann.) | -2.49% | 59.12% |
| 5Y (ann.) | -2.49% | 59.12% |
| Metric | 11400095:btcusd:triple_med_gx:lsma65_130 | 11400095:BTCUSD |
|---|---|---|
| Max Drawdown | -22.83% | -29.51% |
| Longest DD Days | 203.0 | 144.0 |
| Avg. Drawdown | -5.63% | -4.82% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | -0.11 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-25 | -22.83 | 203 |
| 2024-12-26 | 2025-06-11 | -20.63 | 167 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11400095:btcusd:triple_med_gx:lsma65_130 | 11400095:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.56% | 18.93% |
| Worst Week | -7.82% | -12.33% |
| Best Month | 10.3% | 37.42% |
| Worst Month | -7.97% | -17.69% |
| Best Year | 0.09% | 38.02% |
| Worst Year | -2.65% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.91% | -0.93% |
| Avg. Up Week | 2.4% | 3.48% |
| Avg. Down Week | -2.77% | -4.42% |
| Avg. Up Month | 4.22% | 15.89% |
| Avg. Down Month | -7.42% | -13.21% |
| Win Days % | 48.47% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 48.57% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |