| Metric | 11393958:btcusd:triple_med_gx:lsma145_110 | 11393958:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -30.17% | 61.16% |
| Max Drawdown | -35.74% | -29.51% |
| Sharpe | -0.95 | 0.59 |
| Sortino | -1.1 | 0.85 |
| Payoff Ratio | 0.69 | 0.69 |
| Profit Factor | 0.62 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.19 | 0.39 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 62.14 | 2.77 |
| Outlier Loss Ratio | 2.71 | 3.04 |
| Volatility (ann.) | 8.76% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.83 | 2.0 |
| Skew | -7.08 | 0.21 |
| Kurtosis | 142.33 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.72% | 3.74% |
| Expected Yearly % | -16.43% | 26.95% |
| Kelly Criterion | -34.97% | -17.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11393958:BTCUSD | 11393958:btcusd:triple_med_gx:lsma145_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -18.03 | -0.47 | - |
| 2025 | 16.76 | -14.80 | -0.88 | - |
| Metric | 11393958:btcusd:triple_med_gx:lsma145_110 | 11393958:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -10.72% | 31.46% |
| 6M | -14.8% | 12.77% |
| YTD | -14.8% | 16.76% |
| 1Y | -31.86% | 56.84% |
| 3Y (ann.) | -29.49% | 59.12% |
| 5Y (ann.) | -29.49% | 59.12% |
| Metric | 11393958:btcusd:triple_med_gx:lsma145_110 | 11393958:BTCUSD |
|---|---|---|
| Max Drawdown | -35.74% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -9.01% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.84 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -35.74 | 370 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393958:btcusd:triple_med_gx:lsma145_110 | 11393958:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 4.77% | 18.93% |
| Worst Week | -14.32% | -12.33% |
| Best Month | 2.49% | 37.42% |
| Worst Month | -18.46% | -17.69% |
| Best Year | -14.8% | 38.02% |
| Worst Year | -18.03% | 16.76% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -1.07% | -1.09% |
| Avg. Up Week | 2.04% | 4.5% |
| Avg. Down Week | -4.94% | -5.41% |
| Avg. Up Month | 1.69% | 19.81% |
| Avg. Down Month | -6.0% | -7.93% |
| Win Days % | 44.91% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 36.84% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |