| Metric | 11393849:btcusd:triple_med_gx:lsma155_110 | 11393849:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -11.07% | 61.16% |
| Max Drawdown | -19.43% | -29.51% |
| Sharpe | -0.34 | 0.59 |
| Sortino | -0.45 | 0.85 |
| Payoff Ratio | 0.93 | 0.82 |
| Profit Factor | 0.84 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.36 | 0.47 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 58.29 | 2.66 |
| Outlier Loss Ratio | 3.18 | 3.02 |
| Volatility (ann.) | 7.63% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.56 | 2.0 |
| Skew | -1.18 | 0.21 |
| Kurtosis | 60.23 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.9% | 3.74% |
| Expected Yearly % | -5.7% | 26.95% |
| Kelly Criterion | -11.98% | -6.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.13% |
| Expected Shortfall (cVaR) | -0.66% | -2.13% |
| Year | 11393849:BTCUSD | 11393849:btcusd:triple_med_gx:lsma155_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.78 | -0.36 | - |
| 2025 | 16.76 | 3.14 | 0.19 | - |
| Metric | 11393849:btcusd:triple_med_gx:lsma155_110 | 11393849:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -6.92% | 31.46% |
| 6M | 3.14% | 12.77% |
| YTD | 3.14% | 16.76% |
| 1Y | -12.88% | 56.84% |
| 3Y (ann.) | -10.79% | 59.12% |
| 5Y (ann.) | -10.79% | 59.12% |
| Metric | 11393849:btcusd:triple_med_gx:lsma155_110 | 11393849:BTCUSD |
|---|---|---|
| Max Drawdown | -19.43% | -29.51% |
| Longest DD Days | 313.0 | 144.0 |
| Avg. Drawdown | -5.76% | -4.82% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.57 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -19.43 | 313 |
| 2024-06-05 | 2024-08-01 | -2.67 | 57 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393849:btcusd:triple_med_gx:lsma155_110 | 11393849:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -5.18% | -9.32% |
| Best Week | 6.24% | 18.93% |
| Worst Week | -7.99% | -12.33% |
| Best Month | 10.8% | 37.42% |
| Worst Month | -11.47% | -17.69% |
| Best Year | 3.14% | 38.02% |
| Worst Year | -13.78% | 16.76% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.88% | -1.01% |
| Avg. Up Week | 1.19% | 4.86% |
| Avg. Down Week | -5.41% | -5.51% |
| Avg. Up Month | 1.41% | 24.15% |
| Avg. Down Month | -11.47% | -8.73% |
| Win Days % | 46.05% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 52.94% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |