| Metric | 11381758:btcusd:triple_med_gx:lsma280_70 | 11381758:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | -5.97% | 61.52% |
| Max Drawdown | -20.67% | -29.51% |
| Sharpe | -0.08 | 0.59 |
| Sortino | -0.11 | 0.86 |
| Payoff Ratio | 0.91 | 0.91 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.45 | 0.52 |
| Tail Ratio | 1.16 | 0.97 |
| Outlier Win Ratio | 23.51 | 3.13 |
| Outlier Loss Ratio | 3.66 | 3.41 |
| Volatility (ann.) | 10.94% | 25.2% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.28 | 2.02 |
| Skew | -0.63 | 0.21 |
| Kurtosis | 16.02 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.47% | 3.76% |
| Expected Yearly % | -3.03% | 27.09% |
| Kelly Criterion | -2.77% | -1.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.13% |
| Expected Shortfall (cVaR) | -0.94% | -2.13% |
| Year | 11381758:BTCUSD | 11381758:btcusd:triple_med_gx:lsma280_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.95 | -0.16 | - |
| 2025 | 17.02 | -0.03 | -0.00 | - |
| Metric | 11381758:btcusd:triple_med_gx:lsma280_70 | 11381758:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.25% | 31.76% |
| 6M | -0.03% | 12.25% |
| YTD | -0.03% | 17.02% |
| 1Y | -7.69% | 57.19% |
| 3Y (ann.) | -5.82% | 59.47% |
| 5Y (ann.) | -5.82% | 59.47% |
| Metric | 11381758:btcusd:triple_med_gx:lsma280_70 | 11381758:BTCUSD |
|---|---|---|
| Max Drawdown | -20.67% | -29.51% |
| Longest DD Days | 317.0 | 144.0 |
| Avg. Drawdown | -4.89% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.29 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-06-11 | -20.67 | 317 |
| 2024-06-10 | 2024-07-29 | -7.02 | 48 |
| 2024-06-03 | 2024-06-10 | -0.83 | 6 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11381758:btcusd:triple_med_gx:lsma280_70 | 11381758:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.06% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 12.21% | 37.42% |
| Worst Month | -8.88% | -17.69% |
| Best Year | -0.03% | 38.02% |
| Worst Year | -5.95% | 17.02% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.84% | -0.85% |
| Avg. Up Week | 4.01% | 4.31% |
| Avg. Down Week | -3.34% | -3.78% |
| Avg. Up Month | 4.67% | 15.29% |
| Avg. Down Month | -4.17% | -7.82% |
| Win Days % | 51.01% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 39.29% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |