| Metric | 11392364:btcusd:triple_med_gx:lsma205_105 | 11392364:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -12.73% | 75.42% |
| Max Drawdown | -26.07% | -29.51% |
| Sharpe | -0.2 | 0.63 |
| Sortino | -0.28 | 0.92 |
| Payoff Ratio | 0.94 | 0.93 |
| Profit Factor | 0.92 | 1.11 |
| Common Sense Ratio | 1.06 | 1.06 |
| CPC Index | 0.42 | 0.53 |
| Tail Ratio | 1.14 | 0.96 |
| Outlier Win Ratio | 30.68 | 3.08 |
| Outlier Loss Ratio | 3.61 | 3.51 |
| Volatility (ann.) | 11.81% | 24.55% |
| R^2 | 0.23 | 0.23 |
| Calmar | -0.44 | 2.19 |
| Skew | 0.46 | 0.2 |
| Kurtosis | 79.56 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.97% | 4.1% |
| Expected Yearly % | -6.58% | 32.45% |
| Kelly Criterion | -7.4% | 0.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.07% |
| Expected Shortfall (cVaR) | -1.02% | -2.07% |
| Year | 11392364:BTCUSD | 11392364:btcusd:triple_med_gx:lsma205_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.97 | -0.18 | - |
| 2025 | 27.10 | -6.19 | -0.23 | - |
| Metric | 11392364:btcusd:triple_med_gx:lsma205_105 | 11392364:BTCUSD |
|---|---|---|
| MTD | -0.98% | 10.71% |
| 3M | -3.19% | 41.88% |
| 6M | -6.19% | 22.91% |
| YTD | -6.19% | 27.1% |
| 1Y | -13.46% | 82.29% |
| 3Y (ann.) | -11.39% | 64.73% |
| 5Y (ann.) | -11.39% | 64.73% |
| Metric | 11392364:btcusd:triple_med_gx:lsma205_105 | 11392364:BTCUSD |
|---|---|---|
| Max Drawdown | -26.07% | -29.51% |
| Longest DD Days | 404.0 | 144.0 |
| Avg. Drawdown | -4.71% | -4.71% |
| Avg. Drawdown Days | 68.0 | 14.0 |
| Recovery Factor | -0.49 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-17 | -26.07 | 404 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 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 | 11392364:btcusd:triple_med_gx:lsma205_105 | 11392364:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.85% | 18.93% |
| Worst Week | -8.62% | -12.33% |
| Best Month | 11.62% | 37.42% |
| Worst Month | -14.53% | -17.69% |
| Best Year | -6.19% | 38.02% |
| Worst Year | -6.97% | 27.1% |
| Avg. Up Day | 0.82% | 0.82% |
| Avg. Down Day | -0.87% | -0.88% |
| Avg. Up Week | 3.55% | 5.02% |
| Avg. Down Week | -3.97% | -4.42% |
| Avg. Up Month | 4.77% | 20.81% |
| Avg. Down Month | -5.23% | -4.68% |
| Win Days % | 48.0% | 51.89% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 37.04% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |