| Metric | 11401265:btcusd:triple_med_gx:lsma70_135 | 11401265:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -4.83% | 61.16% |
| Max Drawdown | -15.69% | -29.51% |
| Sharpe | -0.12 | 0.59 |
| Sortino | -0.16 | 0.85 |
| Payoff Ratio | 1.01 | 0.93 |
| Profit Factor | 0.95 | 1.1 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.45 | 0.53 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 47.2 | 3.0 |
| Outlier Loss Ratio | 3.76 | 2.96 |
| Volatility (ann.) | 7.62% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.3 | 2.0 |
| Skew | -0.95 | 0.21 |
| Kurtosis | 35.41 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.38% | 3.74% |
| Expected Yearly % | -2.45% | 26.95% |
| Kelly Criterion | -6.29% | -0.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.13% |
| Expected Shortfall (cVaR) | -0.66% | -2.13% |
| Year | 11401265:BTCUSD | 11401265:btcusd:triple_med_gx:lsma70_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.61 | -0.23 | - |
| 2025 | 16.76 | 4.14 | 0.25 | - |
| Metric | 11401265:btcusd:triple_med_gx:lsma70_135 | 11401265:BTCUSD |
|---|---|---|
| MTD | 1.14% | 4.16% |
| 3M | 7.03% | 31.46% |
| 6M | 3.4% | 12.77% |
| YTD | 4.14% | 16.76% |
| 1Y | -7.8% | 56.84% |
| 3Y (ann.) | -4.71% | 59.12% |
| 5Y (ann.) | -4.71% | 59.12% |
| Metric | 11401265:btcusd:triple_med_gx:lsma70_135 | 11401265:BTCUSD |
|---|---|---|
| Max Drawdown | -15.69% | -29.51% |
| Longest DD Days | 367.0 | 144.0 |
| Avg. Drawdown | -3.24% | -4.82% |
| Avg. Drawdown Days | 73.0 | 14.0 |
| Recovery Factor | -0.31 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-06-11 | -15.69 | 367 |
| 2024-06-04 | 2024-06-04 | -0.19 | 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 |
| Metric | 11401265:btcusd:triple_med_gx:lsma70_135 | 11401265:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.86% | 18.93% |
| Worst Week | -5.4% | -12.33% |
| Best Month | 4.82% | 37.42% |
| Worst Month | -6.19% | -17.69% |
| Best Year | 4.14% | 38.02% |
| Worst Year | -8.61% | 16.76% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.74% | -0.82% |
| Avg. Up Week | 2.41% | 6.41% |
| Avg. Down Week | -1.55% | -3.43% |
| Avg. Up Month | 1.42% | 12.42% |
| Avg. Down Month | -2.64% | -7.82% |
| Win Days % | 46.64% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 39.29% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |