| Metric | 11392308:btcusd:triple_med_gx:lsma205_105 | 11392308:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -0.03% | 61.16% |
| Max Drawdown | -24.14% | -29.51% |
| Sharpe | 0.06 | 0.59 |
| Sortino | 0.09 | 0.85 |
| Payoff Ratio | 1.0 | 0.95 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.51 | 0.54 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 27.99 | 3.11 |
| Outlier Loss Ratio | 3.51 | 3.4 |
| Volatility (ann.) | 12.42% | 25.19% |
| R^2 | 0.25 | 0.25 |
| Calmar | -0.0 | 2.0 |
| Skew | 0.6 | 0.21 |
| Kurtosis | 71.53 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.0% | 3.74% |
| Expected Yearly % | -0.02% | 26.95% |
| Kelly Criterion | 0.16% | 1.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.13% |
| Expected Shortfall (cVaR) | -1.07% | -2.13% |
| Year | 11392308:BTCUSD | 11392308:btcusd:triple_med_gx:lsma205_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.32 | -0.19 | - |
| 2025 | 16.76 | 7.87 | 0.47 | - |
| Metric | 11392308:btcusd:triple_med_gx:lsma205_105 | 11392308:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.21% | 31.46% |
| 6M | 7.87% | 12.77% |
| YTD | 7.87% | 16.76% |
| 1Y | -2.14% | 56.84% |
| 3Y (ann.) | -0.03% | 59.12% |
| 5Y (ann.) | -0.03% | 59.12% |
| Metric | 11392308:btcusd:triple_med_gx:lsma205_105 | 11392308:BTCUSD |
|---|---|---|
| Max Drawdown | -24.14% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.39% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.0 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -24.14 | 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 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392308:btcusd:triple_med_gx:lsma205_105 | 11392308:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.19% | 18.93% |
| Worst Week | -9.03% | -12.33% |
| Best Month | 13.39% | 37.42% |
| Worst Month | -14.29% | -17.69% |
| Best Year | 7.87% | 38.02% |
| Worst Year | -7.32% | 16.76% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.86% | -0.92% |
| Avg. Up Week | 3.5% | 5.31% |
| Avg. Down Week | -3.12% | -5.43% |
| Avg. Up Month | 6.41% | 20.41% |
| Avg. Down Month | -7.39% | -5.98% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 45.83% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |