| Metric | 11386972:btcusd:triple_med_gx:lsma55_90 | 11386972:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -13.99% | 61.52% |
| Max Drawdown | -19.94% | -29.51% |
| Sharpe | -0.33 | 0.59 |
| Sortino | -0.5 | 0.86 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 0.87 | 1.1 |
| Common Sense Ratio | 0.68 | 1.07 |
| CPC Index | 0.4 | 0.63 |
| Tail Ratio | 0.79 | 0.97 |
| Outlier Win Ratio | 42.34 | 2.98 |
| Outlier Loss Ratio | 3.75 | 3.01 |
| Volatility (ann.) | 9.61% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.68 | 2.02 |
| Skew | 3.57 | 0.21 |
| Kurtosis | 101.09 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.15% | 3.76% |
| Expected Yearly % | -7.26% | 27.09% |
| Kelly Criterion | -10.64% | 8.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.13% |
| Expected Shortfall (cVaR) | -0.84% | -2.13% |
| Year | 11386972:BTCUSD | 11386972:btcusd:triple_med_gx:lsma55_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.87 | -0.31 | - |
| 2025 | 17.02 | -2.41 | -0.14 | - |
| Metric | 11386972:btcusd:triple_med_gx:lsma55_90 | 11386972:BTCUSD |
|---|---|---|
| MTD | -0.9% | 4.4% |
| 3M | -6.08% | 31.76% |
| 6M | -7.05% | 12.25% |
| YTD | -2.41% | 17.02% |
| 1Y | -16.52% | 57.19% |
| 3Y (ann.) | -13.64% | 59.47% |
| 5Y (ann.) | -13.64% | 59.47% |
| Metric | 11386972:btcusd:triple_med_gx:lsma55_90 | 11386972:BTCUSD |
|---|---|---|
| Max Drawdown | -19.94% | -29.51% |
| Longest DD Days | 358.0 | 144.0 |
| Avg. Drawdown | -4.38% | -4.82% |
| Avg. Drawdown Days | 72.0 | 14.0 |
| Recovery Factor | -0.7 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -19.94 | 358 |
| 2024-06-17 | 2024-06-17 | -1.02 | 0 |
| 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 | 11386972:btcusd:triple_med_gx:lsma55_90 | 11386972:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.11% | 18.93% |
| Worst Week | -9.15% | -12.33% |
| Best Month | 9.11% | 37.42% |
| Worst Month | -9.59% | -17.69% |
| Best Year | -2.41% | 38.02% |
| Worst Year | -11.87% | 17.02% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 1.99% | 5.39% |
| Avg. Down Week | -3.17% | -3.79% |
| Avg. Up Month | 4.82% | 11.11% |
| Avg. Down Month | -2.98% | -9.42% |
| Win Days % | 41.91% | 51.9% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |