| Metric | 11391387:btcusd:triple_med_gx:lsma65_105 | 11391387:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -23.76% | 61.16% |
| Max Drawdown | -30.69% | -29.51% |
| Sharpe | -0.8 | 0.59 |
| Sortino | -0.99 | 0.85 |
| Payoff Ratio | 0.88 | 0.88 |
| Profit Factor | 0.68 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.24 | 0.5 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 61.34 | 2.76 |
| Outlier Loss Ratio | 3.55 | 3.02 |
| Volatility (ann.) | 7.81% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.76 | 2.0 |
| Skew | -2.84 | 0.21 |
| Kurtosis | 52.5 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.07% | 3.74% |
| Expected Yearly % | -12.69% | 26.95% |
| Kelly Criterion | -28.26% | -2.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.13% |
| Expected Shortfall (cVaR) | -0.69% | -2.13% |
| Year | 11391387:BTCUSD | 11391387:btcusd:triple_med_gx:lsma65_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.27 | -0.32 | - |
| 2025 | 16.76 | -13.10 | -0.78 | - |
| Metric | 11391387:btcusd:triple_med_gx:lsma65_105 | 11391387:BTCUSD |
|---|---|---|
| MTD | -1.7% | 4.16% |
| 3M | -8.49% | 31.46% |
| 6M | -19.13% | 12.77% |
| YTD | -13.1% | 16.76% |
| 1Y | -25.84% | 56.84% |
| 3Y (ann.) | -23.21% | 59.12% |
| 5Y (ann.) | -23.21% | 59.12% |
| Metric | 11391387:btcusd:triple_med_gx:lsma65_105 | 11391387:BTCUSD |
|---|---|---|
| Max Drawdown | -30.69% | -29.51% |
| Longest DD Days | 368.0 | 144.0 |
| Avg. Drawdown | -7.92% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.77 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-06-11 | -30.69 | 368 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11391387:btcusd:triple_med_gx:lsma65_105 | 11391387:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 5.45% | 18.93% |
| Worst Week | -6.11% | -12.33% |
| Best Month | 5.45% | 37.42% |
| Worst Month | -11.37% | -17.69% |
| Best Year | -12.27% | 38.02% |
| Worst Year | -13.1% | 16.76% |
| Avg. Up Day | 0.76% | 0.8% |
| Avg. Down Day | -0.86% | -0.9% |
| Avg. Up Week | 2.29% | 4.87% |
| Avg. Down Week | -3.41% | -3.61% |
| Avg. Up Month | 3.22% | 9.39% |
| Avg. Down Month | -5.48% | -7.59% |
| Win Days % | 39.89% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 34.48% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |