| Metric | 11401367:btcusd:triple_med_gx:lsma35_135 | 11401367:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -1.43% | 61.16% |
| Max Drawdown | -18.5% | -29.51% |
| Sharpe | 0.02 | 0.59 |
| Sortino | 0.02 | 0.85 |
| Payoff Ratio | 1.05 | 1.07 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.48 | 0.61 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 27.22 | 3.17 |
| Outlier Loss Ratio | 3.9 | 3.12 |
| Volatility (ann.) | 10.24% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.08 | 2.0 |
| Skew | -0.62 | 0.21 |
| Kurtosis | 22.33 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.11% | 3.74% |
| Expected Yearly % | -0.72% | 26.95% |
| Kelly Criterion | -5.79% | 6.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.13% |
| Expected Shortfall (cVaR) | -0.88% | -2.13% |
| Year | 11401367:BTCUSD | 11401367:btcusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.41 | -0.04 | - |
| 2025 | 16.76 | -0.01 | -0.00 | - |
| Metric | 11401367:btcusd:triple_med_gx:lsma35_135 | 11401367:BTCUSD |
|---|---|---|
| MTD | -0.78% | 4.16% |
| 3M | 7.09% | 31.46% |
| 6M | -3.3% | 12.77% |
| YTD | -0.01% | 16.76% |
| 1Y | -5.26% | 56.84% |
| 3Y (ann.) | -1.39% | 59.12% |
| 5Y (ann.) | -1.39% | 59.12% |
| Metric | 11401367:btcusd:triple_med_gx:lsma35_135 | 11401367:BTCUSD |
|---|---|---|
| Max Drawdown | -18.5% | -29.51% |
| Longest DD Days | 186.0 | 144.0 |
| Avg. Drawdown | -4.89% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.08 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-06-11 | -18.50 | 184 |
| 2024-06-05 | 2024-12-08 | -9.87 | 186 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11401367:btcusd:triple_med_gx:lsma35_135 | 11401367:BTCUSD |
|---|---|---|
| Best Day | 4.23% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.58% | 18.93% |
| Worst Week | -7.78% | -12.33% |
| Best Month | 2.84% | 37.42% |
| Worst Month | -3.44% | -17.69% |
| Best Year | -0.01% | 38.02% |
| Worst Year | -1.41% | 16.76% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 2.01% | 4.59% |
| Avg. Down Week | -2.53% | -4.07% |
| Avg. Up Month | 1.88% | 16.65% |
| Avg. Down Month | -2.09% | -7.59% |
| Win Days % | 45.79% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 47.37% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |