| Metric | 11387029:btcusd:triple_med_gx:lsma55_90 | 11387029:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -19.28% | 61.52% |
| Max Drawdown | -26.74% | -29.51% |
| Sharpe | -0.57 | 0.59 |
| Sortino | -0.76 | 0.86 |
| Payoff Ratio | 1.0 | 1.02 |
| Profit Factor | 0.8 | 1.1 |
| Common Sense Ratio | 0.67 | 1.07 |
| CPC Index | 0.34 | 0.58 |
| Tail Ratio | 0.84 | 0.97 |
| Outlier Win Ratio | 44.07 | 2.96 |
| Outlier Loss Ratio | 3.66 | 2.98 |
| Volatility (ann.) | 8.44% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.7 | 2.02 |
| Skew | -1.04 | 0.21 |
| Kurtosis | 35.21 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.63% | 3.76% |
| Expected Yearly % | -10.15% | 27.09% |
| Kelly Criterion | -15.25% | 4.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.13% |
| Expected Shortfall (cVaR) | -0.74% | -2.13% |
| Year | 11387029:BTCUSD | 11387029:btcusd:triple_med_gx:lsma55_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.75 | -0.15 | - |
| 2025 | 17.02 | -14.35 | -0.84 | - |
| Metric | 11387029:btcusd:triple_med_gx:lsma55_90 | 11387029:BTCUSD |
|---|---|---|
| MTD | -0.58% | 4.4% |
| 3M | -7.01% | 31.76% |
| 6M | -18.42% | 12.25% |
| YTD | -14.35% | 17.02% |
| 1Y | -22.66% | 57.19% |
| 3Y (ann.) | -18.81% | 59.47% |
| 5Y (ann.) | -18.81% | 59.47% |
| Metric | 11387029:btcusd:triple_med_gx:lsma55_90 | 11387029:BTCUSD |
|---|---|---|
| Max Drawdown | -26.74% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -6.91% | -4.82% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.72 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -26.74 | 371 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11387029:btcusd:triple_med_gx:lsma55_90 | 11387029:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.62% | 18.93% |
| Worst Week | -7.31% | -12.33% |
| Best Month | 4.97% | 37.42% |
| Worst Month | -10.41% | -17.69% |
| Best Year | -5.75% | 38.02% |
| Worst Year | -14.35% | 17.02% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.77% | -0.77% |
| Avg. Up Week | 2.47% | 5.64% |
| Avg. Down Week | -2.95% | -3.93% |
| Avg. Up Month | 4.69% | 11.0% |
| Avg. Down Month | -2.25% | -7.59% |
| Win Days % | 42.51% | 51.9% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |