| Metric | 11393980:btcusd:triple_med_gx:lsma250_110 | 11393980:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 0.9% | 61.16% |
| Max Drawdown | -25.73% | -29.51% |
| Sharpe | 0.08 | 0.59 |
| Sortino | 0.12 | 0.85 |
| Payoff Ratio | 0.99 | 0.99 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | 0.96 | 1.07 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 0.93 | 0.98 |
| Outlier Win Ratio | 27.01 | 3.52 |
| Outlier Loss Ratio | 3.3 | 3.42 |
| Volatility (ann.) | 13.39% | 25.19% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.03 | 2.0 |
| Skew | 0.66 | 0.21 |
| Kurtosis | 54.42 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.07% | 3.74% |
| Expected Yearly % | 0.45% | 26.95% |
| Kelly Criterion | -1.3% | 3.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.13% |
| Expected Shortfall (cVaR) | -1.15% | -2.13% |
| Year | 11393980:BTCUSD | 11393980:btcusd:triple_med_gx:lsma250_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.39 | 0.19 | - |
| 2025 | 16.76 | -6.04 | -0.36 | - |
| Metric | 11393980:btcusd:triple_med_gx:lsma250_110 | 11393980:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.97% | 31.46% |
| 6M | -6.04% | 12.77% |
| YTD | -6.04% | 16.76% |
| 1Y | 0.27% | 56.84% |
| 3Y (ann.) | 0.88% | 59.12% |
| 5Y (ann.) | 0.88% | 59.12% |
| Metric | 11393980:btcusd:triple_med_gx:lsma250_110 | 11393980:BTCUSD |
|---|---|---|
| Max Drawdown | -25.73% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -6.02% | -4.82% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | 0.04 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-10 | -25.73 | 155 |
| 2024-12-05 | 2025-06-11 | -23.53 | 188 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 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 |
| 2024-11-28 | 2024-11-29 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393980:btcusd:triple_med_gx:lsma250_110 | 11393980:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.19% | 18.93% |
| Worst Week | -6.83% | -12.33% |
| Best Month | 17.36% | 37.42% |
| Worst Month | -11.33% | -17.69% |
| Best Year | 7.39% | 38.02% |
| Worst Year | -6.04% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.95% | -0.96% |
| Avg. Up Week | 2.87% | 6.38% |
| Avg. Down Week | -3.3% | -4.47% |
| Avg. Up Month | 5.83% | 16.18% |
| Avg. Down Month | -5.58% | -8.96% |
| Win Days % | 49.54% | 51.86% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 54.17% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |