| Metric | 11401317:btcusd:triple_med_gx:lsma65_135 | 11401317:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -17.25% | 61.16% |
| Max Drawdown | -26.34% | -29.51% |
| Sharpe | -0.47 | 0.59 |
| Sortino | -0.6 | 0.85 |
| Payoff Ratio | 0.87 | 0.85 |
| Profit Factor | 0.84 | 1.1 |
| Common Sense Ratio | 0.78 | 1.07 |
| CPC Index | 0.35 | 0.48 |
| Tail Ratio | 0.93 | 0.98 |
| Outlier Win Ratio | 39.6 | 2.94 |
| Outlier Loss Ratio | 3.5 | 3.03 |
| Volatility (ann.) | 8.87% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.64 | 2.0 |
| Skew | -2.54 | 0.21 |
| Kurtosis | 44.49 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.45% | 3.74% |
| Expected Yearly % | -9.03% | 26.95% |
| Kelly Criterion | -13.3% | -4.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11401317:BTCUSD | 11401317:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.56 | -0.25 | - |
| 2025 | 16.76 | -8.50 | -0.51 | - |
| Metric | 11401317:btcusd:triple_med_gx:lsma65_135 | 11401317:BTCUSD |
|---|---|---|
| MTD | 4.22% | 4.16% |
| 3M | -0.28% | 31.46% |
| 6M | -10.79% | 12.77% |
| YTD | -8.5% | 16.76% |
| 1Y | -19.51% | 56.84% |
| 3Y (ann.) | -16.83% | 59.12% |
| 5Y (ann.) | -16.83% | 59.12% |
| Metric | 11401317:btcusd:triple_med_gx:lsma65_135 | 11401317:BTCUSD |
|---|---|---|
| Max Drawdown | -26.34% | -29.51% |
| Longest DD Days | 356.0 | 144.0 |
| Avg. Drawdown | -4.68% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.66 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -26.34 | 356 |
| 2024-06-05 | 2024-06-20 | -1.46 | 14 |
| 2024-06-03 | 2024-06-04 | -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 | 11401317:btcusd:triple_med_gx:lsma65_135 | 11401317:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.48% | 18.93% |
| Worst Week | -6.19% | -12.33% |
| Best Month | 4.93% | 37.42% |
| Worst Month | -9.04% | -17.69% |
| Best Year | -8.5% | 38.02% |
| Worst Year | -9.56% | 16.76% |
| Avg. Up Day | 0.7% | 0.71% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.08% | 5.16% |
| Avg. Down Week | -2.44% | -2.86% |
| Avg. Up Month | 3.63% | 8.03% |
| Avg. Down Month | -5.15% | -7.82% |
| Win Days % | 47.21% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 34.48% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |