| Metric | 11401264:btcusd:triple_med_gx:lsma65_135 | 11401264:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -8.97% | 61.16% |
| Max Drawdown | -22.88% | -29.51% |
| Sharpe | -0.25 | 0.59 |
| Sortino | -0.33 | 0.85 |
| Payoff Ratio | 1.0 | 0.94 |
| Profit Factor | 0.91 | 1.1 |
| Common Sense Ratio | 0.84 | 1.07 |
| CPC Index | 0.41 | 0.54 |
| Tail Ratio | 0.92 | 0.98 |
| Outlier Win Ratio | 41.63 | 2.94 |
| Outlier Loss Ratio | 3.92 | 3.0 |
| Volatility (ann.) | 7.9% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.38 | 2.0 |
| Skew | -0.98 | 0.21 |
| Kurtosis | 30.88 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.72% | 3.74% |
| Expected Yearly % | -4.59% | 26.95% |
| Kelly Criterion | -9.32% | 0.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.13% |
| Expected Shortfall (cVaR) | -0.69% | -2.13% |
| Year | 11401264:BTCUSD | 11401264:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.21 | -0.32 | - |
| 2025 | 16.76 | 3.70 | 0.22 | - |
| Metric | 11401264:btcusd:triple_med_gx:lsma65_135 | 11401264:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.16% |
| 3M | 12.45% | 31.46% |
| 6M | 0.53% | 12.77% |
| YTD | 3.7% | 16.76% |
| 1Y | -12.0% | 56.84% |
| 3Y (ann.) | -8.74% | 59.12% |
| 5Y (ann.) | -8.74% | 59.12% |
| Metric | 11401264:btcusd:triple_med_gx:lsma65_135 | 11401264:BTCUSD |
|---|---|---|
| Max Drawdown | -22.88% | -29.51% |
| Longest DD Days | 356.0 | 144.0 |
| Avg. Drawdown | -3.47% | -4.82% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | -0.39 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -22.88 | 356 |
| 2024-06-08 | 2024-06-20 | -0.93 | 11 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-08 | 2024-06-08 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11401264:btcusd:triple_med_gx:lsma65_135 | 11401264:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.46% | 18.93% |
| Worst Week | -6.78% | -12.33% |
| Best Month | 5.27% | 37.42% |
| Worst Month | -8.33% | -17.69% |
| Best Year | 3.7% | 38.02% |
| Worst Year | -12.21% | 16.76% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.73% | -0.8% |
| Avg. Up Week | 2.53% | 6.75% |
| Avg. Down Week | -2.07% | -3.22% |
| Avg. Up Month | 2.13% | 12.42% |
| Avg. Down Month | -4.6% | -7.82% |
| Win Days % | 45.31% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 35.71% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |