| Metric | 11385859:btcusd:triple_med_gx:lsma55_85 | 11385859:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -8.2% | 61.52% |
| Max Drawdown | -16.47% | -29.51% |
| Sharpe | -0.22 | 0.59 |
| Sortino | -0.3 | 0.86 |
| Payoff Ratio | 0.95 | 0.9 |
| Profit Factor | 0.91 | 1.1 |
| Common Sense Ratio | 0.66 | 1.07 |
| CPC Index | 0.4 | 0.51 |
| Tail Ratio | 0.73 | 0.97 |
| Outlier Win Ratio | 51.93 | 2.92 |
| Outlier Loss Ratio | 3.45 | 3.01 |
| Volatility (ann.) | 7.95% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.49 | 2.02 |
| Skew | -0.99 | 0.21 |
| Kurtosis | 39.85 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.66% | 3.76% |
| Expected Yearly % | -4.19% | 27.09% |
| Kelly Criterion | -9.22% | -1.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.13% |
| Expected Shortfall (cVaR) | -0.69% | -2.13% |
| Year | 11385859:BTCUSD | 11385859:btcusd:triple_med_gx:lsma55_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.28 | -0.22 | - |
| 2025 | 17.02 | 0.08 | 0.00 | - |
| Metric | 11385859:btcusd:triple_med_gx:lsma55_85 | 11385859:BTCUSD |
|---|---|---|
| MTD | 0.71% | 4.4% |
| 3M | -8.07% | 31.76% |
| 6M | -1.11% | 12.25% |
| YTD | 0.08% | 17.02% |
| 1Y | -12.11% | 57.19% |
| 3Y (ann.) | -7.99% | 59.47% |
| 5Y (ann.) | -7.99% | 59.47% |
| Metric | 11385859:btcusd:triple_med_gx:lsma55_85 | 11385859:BTCUSD |
|---|---|---|
| Max Drawdown | -16.47% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -3.52% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.5 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -16.47 | 370 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.34 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11385859:btcusd:triple_med_gx:lsma55_85 | 11385859:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 6.51% | 18.93% |
| Worst Week | -7.77% | -12.33% |
| Best Month | 4.54% | 37.42% |
| Worst Month | -7.77% | -17.69% |
| Best Year | 0.08% | 38.02% |
| Worst Year | -8.28% | 17.02% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.82% | -0.89% |
| Avg. Up Week | 2.34% | 3.87% |
| Avg. Down Week | -3.43% | -3.45% |
| Avg. Up Month | 1.13% | 8.4% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 46.84% | 51.9% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |