| Metric | 11391389:btcusd:triple_med_gx:lsma55_105 | 11391389:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -11.44% | 61.16% |
| Max Drawdown | -22.28% | -29.51% |
| Sharpe | -0.24 | 0.59 |
| Sortino | -0.35 | 0.85 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 0.9 | 1.1 |
| Common Sense Ratio | 0.96 | 1.07 |
| CPC Index | 0.42 | 0.62 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 38.02 | 3.0 |
| Outlier Loss Ratio | 3.83 | 3.09 |
| Volatility (ann.) | 10.12% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.5 | 2.0 |
| Skew | 2.65 | 0.21 |
| Kurtosis | 86.68 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.93% | 3.74% |
| Expected Yearly % | -5.89% | 26.95% |
| Kelly Criterion | -9.88% | 7.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.13% |
| Expected Shortfall (cVaR) | -0.88% | -2.13% |
| Year | 11391389:BTCUSD | 11391389:btcusd:triple_med_gx:lsma55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.51 | -0.33 | - |
| 2025 | 16.76 | 1.23 | 0.07 | - |
| Metric | 11391389:btcusd:triple_med_gx:lsma55_105 | 11391389:BTCUSD |
|---|---|---|
| MTD | -0.84% | 4.16% |
| 3M | -5.15% | 31.46% |
| 6M | -3.59% | 12.77% |
| YTD | 1.23% | 16.76% |
| 1Y | -14.6% | 56.84% |
| 3Y (ann.) | -11.15% | 59.12% |
| 5Y (ann.) | -11.15% | 59.12% |
| Metric | 11391389:btcusd:triple_med_gx:lsma55_105 | 11391389:BTCUSD |
|---|---|---|
| Max Drawdown | -22.28% | -29.51% |
| Longest DD Days | 368.0 | 144.0 |
| Avg. Drawdown | -4.65% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.51 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-06-11 | -22.28 | 368 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 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 | 11391389:btcusd:triple_med_gx:lsma55_105 | 11391389:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 9.11% | 18.93% |
| Worst Week | -8.87% | -12.33% |
| Best Month | 9.11% | 37.42% |
| Worst Month | -10.54% | -17.69% |
| Best Year | 1.23% | 38.02% |
| Worst Year | -12.51% | 16.76% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 2.38% | 5.13% |
| Avg. Down Week | -3.37% | -4.07% |
| Avg. Up Month | 6.94% | 11.11% |
| Avg. Down Month | -2.97% | -9.42% |
| Win Days % | 42.25% | 51.86% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |