| Metric | 11390793:btcusd:triple_med_gx:lsma205_100 | 11390793:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -7.02% | 61.52% |
| Max Drawdown | -27.75% | -29.51% |
| Sharpe | -0.08 | 0.59 |
| Sortino | -0.11 | 0.86 |
| Payoff Ratio | 0.97 | 0.95 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | 1.03 | 1.07 |
| CPC Index | 0.46 | 0.54 |
| Tail Ratio | 1.06 | 0.97 |
| Outlier Win Ratio | 26.74 | 3.11 |
| Outlier Loss Ratio | 3.57 | 3.46 |
| Volatility (ann.) | 12.65% | 25.2% |
| R^2 | 0.25 | 0.25 |
| Calmar | -0.25 | 2.02 |
| Skew | 0.5 | 0.21 |
| Kurtosis | 66.7 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.56% | 3.76% |
| Expected Yearly % | -3.58% | 27.09% |
| Kelly Criterion | -3.74% | 1.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.13% |
| Expected Shortfall (cVaR) | -1.09% | -2.13% |
| Year | 11390793:BTCUSD | 11390793:btcusd:triple_med_gx:lsma205_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.01 | -0.29 | - |
| 2025 | 17.02 | 4.47 | 0.26 | - |
| Metric | 11390793:btcusd:triple_med_gx:lsma205_100 | 11390793:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.55% | 31.76% |
| 6M | 4.47% | 12.25% |
| YTD | 4.47% | 17.02% |
| 1Y | -9.08% | 57.19% |
| 3Y (ann.) | -6.84% | 59.47% |
| 5Y (ann.) | -6.84% | 59.47% |
| Metric | 11390793:btcusd:triple_med_gx:lsma205_100 | 11390793:BTCUSD |
|---|---|---|
| Max Drawdown | -27.75% | -29.51% |
| Longest DD Days | 368.0 | 144.0 |
| Avg. Drawdown | -4.38% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.25 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -27.75 | 368 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11390793:btcusd:triple_med_gx:lsma205_100 | 11390793:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.65% | 18.93% |
| Worst Week | -9.03% | -12.33% |
| Best Month | 13.85% | 37.42% |
| Worst Month | -15.28% | -17.69% |
| Best Year | 4.47% | 38.02% |
| Worst Year | -11.01% | 17.02% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 3.03% | 4.69% |
| Avg. Down Week | -3.8% | -5.47% |
| Avg. Up Month | 6.79% | 20.41% |
| Avg. Down Month | -6.16% | -9.88% |
| Win Days % | 48.93% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 48.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |