| Metric | 11384395:btcusd:triple_med_gx:lsma55_80 | 11384395:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -21.3% | 61.52% |
| Max Drawdown | -28.26% | -29.51% |
| Sharpe | -0.66 | 0.59 |
| Sortino | -0.87 | 0.86 |
| Payoff Ratio | 1.03 | 0.97 |
| Profit Factor | 0.74 | 1.1 |
| Common Sense Ratio | 0.01 | 1.07 |
| CPC Index | 0.3 | 0.55 |
| Tail Ratio | 0.01 | 0.97 |
| Outlier Win Ratio | 56.36 | 2.98 |
| Outlier Loss Ratio | 3.42 | 2.99 |
| Volatility (ann.) | 8.26% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.74 | 2.02 |
| Skew | -1.33 | 0.21 |
| Kurtosis | 41.72 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.83% | 3.76% |
| Expected Yearly % | -11.29% | 27.09% |
| Kelly Criterion | -18.82% | 2.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.13% |
| Expected Shortfall (cVaR) | -0.73% | -2.13% |
| Year | 11384395:BTCUSD | 11384395:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.28 | -0.32 | - |
| 2025 | 17.02 | -10.28 | -0.60 | - |
| Metric | 11384395:btcusd:triple_med_gx:lsma55_80 | 11384395:BTCUSD |
|---|---|---|
| MTD | 0.09% | 4.4% |
| 3M | -1.98% | 31.76% |
| 6M | -14.53% | 12.25% |
| YTD | -10.28% | 17.02% |
| 1Y | -23.61% | 57.19% |
| 3Y (ann.) | -20.8% | 59.47% |
| 5Y (ann.) | -20.8% | 59.47% |
| Metric | 11384395:btcusd:triple_med_gx:lsma55_80 | 11384395:BTCUSD |
|---|---|---|
| Max Drawdown | -28.26% | -29.51% |
| Longest DD Days | 358.0 | 144.0 |
| Avg. Drawdown | -7.3% | -4.82% |
| Avg. Drawdown Days | 90.0 | 14.0 |
| Recovery Factor | -0.75 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -28.26 | 358 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11384395:btcusd:triple_med_gx:lsma55_80 | 11384395:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 4.63% | 18.93% |
| Worst Week | -7.4% | -12.33% |
| Best Month | 3.39% | 37.42% |
| Worst Month | -7.91% | -17.69% |
| Best Year | -10.28% | 38.02% |
| Worst Year | -12.28% | 17.02% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.83% | -0.9% |
| Avg. Up Week | 2.78% | 5.7% |
| Avg. Down Week | -2.86% | -3.99% |
| Avg. Up Month | 2.29% | 9.02% |
| Avg. Down Month | -3.05% | -7.82% |
| Win Days % | 39.79% | 51.9% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |