| Metric | 11393975:btcusd:triple_med_gx:lsma220_110 | 11393975:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -0.79% | 61.16% |
| Max Drawdown | -25.88% | -29.51% |
| Sharpe | 0.05 | 0.59 |
| Sortino | 0.07 | 0.85 |
| Payoff Ratio | 0.94 | 0.94 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 1.08 | 1.07 |
| CPC Index | 0.49 | 0.54 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 27.46 | 3.4 |
| Outlier Loss Ratio | 3.39 | 3.42 |
| Volatility (ann.) | 12.8% | 25.19% |
| R^2 | 0.26 | 0.26 |
| Calmar | -0.03 | 2.0 |
| Skew | 0.52 | 0.21 |
| Kurtosis | 62.48 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.06% | 3.74% |
| Expected Yearly % | -0.4% | 26.95% |
| Kelly Criterion | -1.73% | 0.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.13% |
| Expected Shortfall (cVaR) | -1.1% | -2.13% |
| Year | 11393975:BTCUSD | 11393975:btcusd:triple_med_gx:lsma220_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.98 | 0.05 | - |
| 2025 | 16.76 | -2.72 | -0.16 | - |
| Metric | 11393975:btcusd:triple_med_gx:lsma220_110 | 11393975:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.43% | 31.46% |
| 6M | -2.72% | 12.77% |
| YTD | -2.72% | 16.76% |
| 1Y | -1.42% | 56.84% |
| 3Y (ann.) | -0.77% | 59.12% |
| 5Y (ann.) | -0.77% | 59.12% |
| Metric | 11393975:btcusd:triple_med_gx:lsma220_110 | 11393975:BTCUSD |
|---|---|---|
| Max Drawdown | -25.88% | -29.51% |
| Longest DD Days | 193.0 | 144.0 |
| Avg. Drawdown | -6.9% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.03 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-29 | -25.88 | 174 |
| 2024-11-30 | 2025-06-11 | -20.62 | 193 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-11-29 | 2024-11-29 | -0.29 | 0 |
| 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 | 11393975:btcusd:triple_med_gx:lsma220_110 | 11393975:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.19% | 18.93% |
| Worst Week | -9.68% | -12.33% |
| Best Month | 17.36% | 37.42% |
| Worst Month | -14.04% | -17.69% |
| Best Year | 1.98% | 38.02% |
| Worst Year | -2.72% | 16.76% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.92% | -0.93% |
| Avg. Up Week | 3.05% | 7.09% |
| Avg. Down Week | -4.07% | -4.67% |
| Avg. Up Month | 6.47% | 16.18% |
| Avg. Down Month | -5.25% | -7.82% |
| Win Days % | 50.6% | 51.86% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |