| Metric | 11401374:btcusd:triple_med_gx:lsma70_135 | 11401374:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -8.4% | 61.16% |
| Max Drawdown | -15.84% | -29.51% |
| Sharpe | -0.21 | 0.59 |
| Sortino | -0.27 | 0.85 |
| Payoff Ratio | 0.93 | 0.79 |
| Profit Factor | 0.92 | 1.1 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.41 | 0.45 |
| Tail Ratio | 1.39 | 0.98 |
| Outlier Win Ratio | 44.48 | 3.0 |
| Outlier Loss Ratio | 3.63 | 3.02 |
| Volatility (ann.) | 8.35% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.52 | 2.0 |
| Skew | -3.49 | 0.21 |
| Kurtosis | 53.12 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.67% | 3.74% |
| Expected Yearly % | -4.29% | 26.95% |
| Kelly Criterion | -8.6% | -9.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.13% |
| Expected Shortfall (cVaR) | -0.72% | -2.13% |
| Year | 11401374:BTCUSD | 11401374:btcusd:triple_med_gx:lsma70_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.77 | -0.15 | - |
| 2025 | 16.76 | -2.79 | -0.17 | - |
| Metric | 11401374:btcusd:triple_med_gx:lsma70_135 | 11401374:BTCUSD |
|---|---|---|
| MTD | 5.19% | 4.16% |
| 3M | 0.97% | 31.46% |
| 6M | -2.49% | 12.77% |
| YTD | -2.79% | 16.76% |
| 1Y | -8.45% | 56.84% |
| 3Y (ann.) | -8.19% | 59.12% |
| 5Y (ann.) | -8.19% | 59.12% |
| Metric | 11401374:btcusd:triple_med_gx:lsma70_135 | 11401374:BTCUSD |
|---|---|---|
| Max Drawdown | -15.84% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -5.38% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | -0.53 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -15.84 | 370 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11401374:btcusd:triple_med_gx:lsma70_135 | 11401374:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.93% | 18.93% |
| Worst Week | -6.19% | -12.33% |
| Best Month | 5.19% | 37.42% |
| Worst Month | -8.56% | -17.69% |
| Best Year | -2.79% | 38.02% |
| Worst Year | -5.77% | 16.76% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.78% | -0.93% |
| Avg. Up Week | 1.96% | 4.72% |
| Avg. Down Week | -2.27% | -2.75% |
| Avg. Up Month | 2.63% | 11.96% |
| Avg. Down Month | -5.38% | -5.35% |
| Win Days % | 47.68% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 46.43% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |