| Metric | 11401209:btcusd:triple_med_gx:lsma70_135 | 11401209:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -6.58% | 61.16% |
| Max Drawdown | -20.11% | -29.51% |
| Sharpe | -0.15 | 0.59 |
| Sortino | -0.21 | 0.85 |
| Payoff Ratio | 1.09 | 1.03 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 0.96 | 1.07 |
| CPC Index | 0.45 | 0.58 |
| Tail Ratio | 1.02 | 0.98 |
| Outlier Win Ratio | 43.28 | 3.06 |
| Outlier Loss Ratio | 3.76 | 3.03 |
| Volatility (ann.) | 8.48% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.32 | 2.0 |
| Skew | -0.56 | 0.21 |
| Kurtosis | 32.33 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.52% | 3.74% |
| Expected Yearly % | -3.35% | 26.95% |
| Kelly Criterion | -7.49% | 4.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.13% |
| Expected Shortfall (cVaR) | -0.73% | -2.13% |
| Year | 11401209:BTCUSD | 11401209:btcusd:triple_med_gx:lsma70_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.15 | -0.27 | - |
| 2025 | 16.76 | 3.97 | 0.24 | - |
| Metric | 11401209:btcusd:triple_med_gx:lsma70_135 | 11401209:BTCUSD |
|---|---|---|
| MTD | 4.46% | 4.16% |
| 3M | 3.09% | 31.46% |
| 6M | -1.18% | 12.77% |
| YTD | 3.97% | 16.76% |
| 1Y | -8.84% | 56.84% |
| 3Y (ann.) | -6.41% | 59.12% |
| 5Y (ann.) | -6.41% | 59.12% |
| Metric | 11401209:btcusd:triple_med_gx:lsma70_135 | 11401209:BTCUSD |
|---|---|---|
| Max Drawdown | -20.11% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -5.09% | -4.82% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.33 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -20.11 | 371 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11401209:btcusd:triple_med_gx:lsma70_135 | 11401209:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.46% | 18.93% |
| Worst Week | -6.78% | -12.33% |
| Best Month | 4.46% | 37.42% |
| Worst Month | -10.52% | -17.69% |
| Best Year | 3.97% | 38.02% |
| Worst Year | -10.15% | 16.76% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 2.61% | 5.33% |
| Avg. Down Week | -2.55% | -3.15% |
| Avg. Up Month | 3.22% | 8.08% |
| Avg. Down Month | -4.56% | -4.22% |
| Win Days % | 43.97% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |