| Metric | 11391666:btcusd:triple_med_gx:lsma55_105 | 11391666:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -7.98% | 61.16% |
| Max Drawdown | -19.35% | -29.51% |
| Sharpe | -0.18 | 0.59 |
| Sortino | -0.25 | 0.85 |
| Payoff Ratio | 1.01 | 0.96 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | 1.05 | 1.07 |
| CPC Index | 0.43 | 0.55 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 40.99 | 3.13 |
| Outlier Loss Ratio | 3.74 | 3.13 |
| Volatility (ann.) | 8.87% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.4 | 2.0 |
| Skew | -0.68 | 0.21 |
| Kurtosis | 28.92 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.64% | 3.74% |
| Expected Yearly % | -4.07% | 26.95% |
| Kelly Criterion | -8.12% | 1.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.13% |
| Expected Shortfall (cVaR) | -0.77% | -2.13% |
| Year | 11391666:BTCUSD | 11391666:btcusd:triple_med_gx:lsma55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.95 | -0.37 | - |
| 2025 | 16.76 | 6.94 | 0.41 | - |
| Metric | 11391666:btcusd:triple_med_gx:lsma55_105 | 11391666:BTCUSD |
|---|---|---|
| MTD | 3.76% | 4.16% |
| 3M | -2.07% | 31.46% |
| 6M | 4.13% | 12.77% |
| YTD | 6.94% | 16.76% |
| 1Y | -10.08% | 56.84% |
| 3Y (ann.) | -7.77% | 59.12% |
| 5Y (ann.) | -7.77% | 59.12% |
| Metric | 11391666:btcusd:triple_med_gx:lsma55_105 | 11391666:BTCUSD |
|---|---|---|
| Max Drawdown | -19.35% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -3.62% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.41 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -19.35 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.34 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11391666:btcusd:triple_med_gx:lsma55_105 | 11391666:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.14% | 18.93% |
| Worst Week | -7.77% | -12.33% |
| Best Month | 10.14% | 37.42% |
| Worst Month | -8.36% | -17.69% |
| Best Year | 6.94% | 38.02% |
| Worst Year | -13.95% | 16.76% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 2.31% | 5.03% |
| Avg. Down Week | -3.67% | -3.39% |
| Avg. Up Month | 2.33% | 8.97% |
| Avg. Down Month | -3.3% | -11.25% |
| Win Days % | 45.6% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 51.72% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |