| Metric | 11388409:btcusd:triple_med_gx:lsma55_95 | 11388409:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -15.93% | 61.52% |
| Max Drawdown | -22.84% | -29.51% |
| Sharpe | -0.38 | 0.59 |
| Sortino | -0.56 | 0.86 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 0.85 | 1.1 |
| Common Sense Ratio | 0.74 | 1.07 |
| CPC Index | 0.38 | 0.61 |
| Tail Ratio | 0.87 | 0.97 |
| Outlier Win Ratio | 41.5 | 2.98 |
| Outlier Loss Ratio | 3.74 | 3.08 |
| Volatility (ann.) | 9.79% | 25.2% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.68 | 2.02 |
| Skew | 3.24 | 0.21 |
| Kurtosis | 95.33 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.33% | 3.76% |
| Expected Yearly % | -8.31% | 27.09% |
| Kelly Criterion | -12.29% | 6.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.13% |
| Expected Shortfall (cVaR) | -0.85% | -2.13% |
| Year | 11388409:BTCUSD | 11388409:btcusd:triple_med_gx:lsma55_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.87 | -0.34 | - |
| 2025 | 17.02 | -3.51 | -0.21 | - |
| Metric | 11388409:btcusd:triple_med_gx:lsma55_95 | 11388409:BTCUSD |
|---|---|---|
| MTD | -0.51% | 4.4% |
| 3M | -7.75% | 31.76% |
| 6M | -8.1% | 12.25% |
| YTD | -3.51% | 17.02% |
| 1Y | -18.4% | 57.19% |
| 3Y (ann.) | -15.54% | 59.47% |
| 5Y (ann.) | -15.54% | 59.47% |
| Metric | 11388409:btcusd:triple_med_gx:lsma55_95 | 11388409:BTCUSD |
|---|---|---|
| Max Drawdown | -22.84% | -29.51% |
| Longest DD Days | 358.0 | 144.0 |
| Avg. Drawdown | -4.96% | -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 | -22.84 | 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 | 11388409:btcusd:triple_med_gx:lsma55_95 | 11388409:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.11% | 18.93% |
| Worst Week | -12.0% | -12.33% |
| Best Month | 9.11% | 37.42% |
| Worst Month | -12.43% | -17.69% |
| Best Year | -3.51% | 38.02% |
| Worst Year | -12.87% | 17.02% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 2.29% | 5.54% |
| Avg. Down Week | -3.1% | -3.93% |
| Avg. Up Month | 5.88% | 11.11% |
| Avg. Down Month | -3.24% | -9.42% |
| Win Days % | 42.04% | 51.9% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |