| Metric | 11401372:btcusd:triple_med_gx:lsma65_135 | 11401372:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -8.53% | 61.16% |
| Max Drawdown | -17.5% | -29.51% |
| Sharpe | -0.23 | 0.59 |
| Sortino | -0.3 | 0.85 |
| Payoff Ratio | 0.93 | 0.8 |
| Profit Factor | 0.92 | 1.1 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.41 | 0.45 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 42.84 | 2.94 |
| Outlier Loss Ratio | 3.66 | 3.02 |
| Volatility (ann.) | 8.01% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.47 | 2.0 |
| Skew | -2.18 | 0.21 |
| Kurtosis | 33.75 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.68% | 3.74% |
| Expected Yearly % | -4.36% | 26.95% |
| Kelly Criterion | -7.88% | -8.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.13% |
| Expected Shortfall (cVaR) | -0.69% | -2.13% |
| Year | 11401372:BTCUSD | 11401372:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.39 | -0.22 | - |
| 2025 | 16.76 | -0.16 | -0.01 | - |
| Metric | 11401372:btcusd:triple_med_gx:lsma65_135 | 11401372:BTCUSD |
|---|---|---|
| MTD | 3.32% | 4.16% |
| 3M | -1.09% | 31.46% |
| 6M | -1.92% | 12.77% |
| YTD | -0.16% | 16.76% |
| 1Y | -10.72% | 56.84% |
| 3Y (ann.) | -8.31% | 59.12% |
| 5Y (ann.) | -8.31% | 59.12% |
| Metric | 11401372:btcusd:triple_med_gx:lsma65_135 | 11401372:BTCUSD |
|---|---|---|
| Max Drawdown | -17.5% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -4.45% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.49 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -17.50 | 370 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11401372:btcusd:triple_med_gx:lsma65_135 | 11401372:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.93% | 18.93% |
| Worst Week | -6.19% | -12.33% |
| Best Month | 4.93% | 37.42% |
| Worst Month | -9.81% | -17.69% |
| Best Year | -0.16% | 38.02% |
| Worst Year | -8.39% | 16.76% |
| Avg. Up Day | 0.71% | 0.72% |
| Avg. Down Day | -0.77% | -0.9% |
| Avg. Up Week | 2.22% | 4.15% |
| Avg. Down Week | -2.28% | -2.96% |
| Avg. Up Month | 2.53% | 7.72% |
| Avg. Down Month | -4.61% | -5.35% |
| Win Days % | 47.95% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 46.43% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |