| Metric | 11392381:btcusd:triple_med_gx:lsma280_105 | 11392381:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -11.76% | 61.16% |
| Max Drawdown | -29.58% | -29.51% |
| Sharpe | -0.16 | 0.59 |
| Sortino | -0.23 | 0.85 |
| Payoff Ratio | 0.98 | 0.98 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 0.87 | 1.07 |
| CPC Index | 0.44 | 0.56 |
| Tail Ratio | 0.92 | 0.98 |
| Outlier Win Ratio | 25.88 | 3.4 |
| Outlier Loss Ratio | 3.6 | 3.47 |
| Volatility (ann.) | 13.31% | 25.19% |
| R^2 | 0.28 | 0.28 |
| Calmar | -0.39 | 2.0 |
| Skew | 0.57 | 0.21 |
| Kurtosis | 55.64 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.96% | 3.74% |
| Expected Yearly % | -6.07% | 26.95% |
| Kelly Criterion | -5.48% | 2.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.13% |
| Expected Shortfall (cVaR) | -1.15% | -2.13% |
| Year | 11392381:BTCUSD | 11392381:btcusd:triple_med_gx:lsma280_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.74 | -0.07 | - |
| 2025 | 16.76 | -9.28 | -0.55 | - |
| Metric | 11392381:btcusd:triple_med_gx:lsma280_105 | 11392381:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -6.56% | 31.46% |
| 6M | -9.28% | 12.77% |
| YTD | -9.28% | 16.76% |
| 1Y | -12.66% | 56.84% |
| 3Y (ann.) | -11.47% | 59.12% |
| 5Y (ann.) | -11.47% | 59.12% |
| Metric | 11392381:btcusd:triple_med_gx:lsma280_105 | 11392381:BTCUSD |
|---|---|---|
| Max Drawdown | -29.58% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.3% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.4 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -29.58 | 369 |
| 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 | 11392381:btcusd:triple_med_gx:lsma280_105 | 11392381: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 | -13.3% | -17.69% |
| Best Year | -2.74% | 38.02% |
| Worst Year | -9.28% | 16.76% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 2.5% | 3.9% |
| Avg. Down Week | -3.82% | -4.27% |
| Avg. Up Month | 8.98% | 24.15% |
| Avg. Down Month | -5.87% | -6.06% |
| Win Days % | 47.68% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 46.43% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |