| Metric | 11391499:btcusd:triple_med_gx:lsma55_105 | 11391499:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -33.29% | 61.16% |
| Max Drawdown | -41.94% | -29.51% |
| Sharpe | -1.07 | 0.59 |
| Sortino | -1.34 | 0.85 |
| Payoff Ratio | 0.93 | 0.96 |
| Profit Factor | 0.68 | 1.1 |
| Common Sense Ratio | 0.41 | 1.07 |
| CPC Index | 0.25 | 0.55 |
| Tail Ratio | 0.61 | 0.98 |
| Outlier Win Ratio | 42.77 | 2.93 |
| Outlier Loss Ratio | 3.77 | 3.16 |
| Volatility (ann.) | 8.85% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.78 | 2.0 |
| Skew | -1.4 | 0.21 |
| Kurtosis | 28.21 | 7.02 |
| Expected Daily % | -0.03% | 0.03% |
| Expected Monthly % | -3.07% | 3.74% |
| Expected Yearly % | -18.33% | 26.95% |
| Kelly Criterion | -25.46% | 1.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.13% |
| Expected Shortfall (cVaR) | -0.79% | -2.13% |
| Year | 11391499:BTCUSD | 11391499:btcusd:triple_med_gx:lsma55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -23.21 | -0.61 | - |
| 2025 | 16.76 | -13.13 | -0.78 | - |
| Metric | 11391499:btcusd:triple_med_gx:lsma55_105 | 11391499:BTCUSD |
|---|---|---|
| MTD | 4.23% | 4.16% |
| 3M | 0.13% | 31.46% |
| 6M | -18.73% | 12.77% |
| YTD | -13.13% | 16.76% |
| 1Y | -35.21% | 56.84% |
| 3Y (ann.) | -32.57% | 59.12% |
| 5Y (ann.) | -32.57% | 59.12% |
| Metric | 11391499:btcusd:triple_med_gx:lsma55_105 | 11391499:BTCUSD |
|---|---|---|
| Max Drawdown | -41.94% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -8.58% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.79 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -41.94 | 370 |
| 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 | 11391499:btcusd:triple_med_gx:lsma55_105 | 11391499:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.47% | 18.93% |
| Worst Week | -9.5% | -12.33% |
| Best Month | 5.65% | 37.42% |
| Worst Month | -9.06% | -17.69% |
| Best Year | -13.13% | 38.02% |
| Worst Year | -23.21% | 16.76% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.81% | -0.8% |
| Avg. Up Week | 2.82% | 4.43% |
| Avg. Down Week | -3.92% | -3.91% |
| Avg. Up Month | 4.69% | 8.72% |
| Avg. Down Month | -4.29% | -7.82% |
| Win Days % | 39.56% | 51.86% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 32.35% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |