| Metric | 11393754:btcusd:triple_med_gx:lsma230_110 | 11393754:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -17.17% | 61.16% |
| Max Drawdown | -31.53% | -29.51% |
| Sharpe | -0.34 | 0.59 |
| Sortino | -0.46 | 0.85 |
| Payoff Ratio | 0.95 | 0.92 |
| Profit Factor | 0.88 | 1.1 |
| Common Sense Ratio | 1.01 | 1.07 |
| CPC Index | 0.39 | 0.52 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 31.93 | 3.04 |
| Outlier Loss Ratio | 3.54 | 3.4 |
| Volatility (ann.) | 11.59% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.53 | 2.0 |
| Skew | -0.66 | 0.21 |
| Kurtosis | 75.7 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.44% | 3.74% |
| Expected Yearly % | -8.99% | 26.95% |
| Kelly Criterion | -9.9% | -0.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.13% |
| Expected Shortfall (cVaR) | -1.01% | -2.13% |
| Year | 11393754:BTCUSD | 11393754:btcusd:triple_med_gx:lsma230_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -23.43 | -0.62 | - |
| 2025 | 16.76 | 8.18 | 0.49 | - |
| Metric | 11393754:btcusd:triple_med_gx:lsma230_110 | 11393754:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.18% | 31.46% |
| 6M | 8.18% | 12.77% |
| YTD | 8.18% | 16.76% |
| 1Y | -18.42% | 56.84% |
| 3Y (ann.) | -16.75% | 59.12% |
| 5Y (ann.) | -16.75% | 59.12% |
| Metric | 11393754:btcusd:triple_med_gx:lsma230_110 | 11393754:BTCUSD |
|---|---|---|
| Max Drawdown | -31.53% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.73% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.54 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -31.53 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-02 | 2024-06-03 | -0.86 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393754:btcusd:triple_med_gx:lsma230_110 | 11393754:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 5.91% | 18.93% |
| Worst Week | -12.19% | -12.33% |
| Best Month | 5.6% | 37.42% |
| Worst Month | -18.85% | -17.69% |
| Best Year | 8.18% | 38.02% |
| Worst Year | -23.43% | 16.76% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 2.88% | 2.43% |
| Avg. Down Week | -3.23% | -5.21% |
| Avg. Up Month | 4.61% | 24.26% |
| Avg. Down Month | -7.28% | -9.88% |
| Win Days % | 46.55% | 51.86% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 27.27% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |