| Metric | 11388738:btcusd:triple_med_gx:lsma55_95 | 11388738:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -6.18% | 61.52% |
| Max Drawdown | -22.49% | -29.51% |
| Sharpe | -0.12 | 0.59 |
| Sortino | -0.18 | 0.86 |
| Payoff Ratio | 1.04 | 1.03 |
| Profit Factor | 0.95 | 1.1 |
| Common Sense Ratio | 0.99 | 1.07 |
| CPC Index | 0.45 | 0.59 |
| Tail Ratio | 1.04 | 0.97 |
| Outlier Win Ratio | 40.28 | 3.03 |
| Outlier Loss Ratio | 3.69 | 3.13 |
| Volatility (ann.) | 9.35% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.27 | 2.02 |
| Skew | 2.2 | 0.21 |
| Kurtosis | 65.8 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.49% | 3.76% |
| Expected Yearly % | -3.14% | 27.09% |
| Kelly Criterion | -8.01% | 5.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.13% |
| Expected Shortfall (cVaR) | -0.81% | -2.13% |
| Year | 11388738:BTCUSD | 11388738:btcusd:triple_med_gx:lsma55_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -15.02 | -0.40 | - |
| 2025 | 17.02 | 10.40 | 0.61 | - |
| Metric | 11388738:btcusd:triple_med_gx:lsma55_95 | 11388738:BTCUSD |
|---|---|---|
| MTD | 3.69% | 4.4% |
| 3M | 2.53% | 31.76% |
| 6M | 9.7% | 12.25% |
| YTD | 10.4% | 17.02% |
| 1Y | -11.03% | 57.19% |
| 3Y (ann.) | -6.02% | 59.47% |
| 5Y (ann.) | -6.02% | 59.47% |
| Metric | 11388738:btcusd:triple_med_gx:lsma55_95 | 11388738:BTCUSD |
|---|---|---|
| Max Drawdown | -22.49% | -29.51% |
| Longest DD Days | 355.0 | 144.0 |
| Avg. Drawdown | -4.16% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.27 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -22.49 | 355 |
| 2024-06-05 | 2024-06-20 | -1.48 | 14 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11388738:btcusd:triple_med_gx:lsma55_95 | 11388738:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.45% | 18.93% |
| Worst Week | -6.72% | -12.33% |
| Best Month | 5.41% | 37.42% |
| Worst Month | -8.05% | -17.69% |
| Best Year | 10.4% | 38.02% |
| Worst Year | -15.02% | 17.02% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 3.06% | 5.16% |
| Avg. Down Week | -3.04% | -3.08% |
| Avg. Up Month | 2.14% | 7.13% |
| Avg. Down Month | -3.17% | -11.25% |
| Win Days % | 44.92% | 51.9% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 48.39% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |