| Metric | 11394527:btcusd:triple_med_gx:lsma55_115 | 11394527:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -0.77% | 61.16% |
| Max Drawdown | -19.41% | -29.51% |
| Sharpe | 0.03 | 0.59 |
| Sortino | 0.05 | 0.85 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.53 | 0.67 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 34.28 | 3.12 |
| Outlier Loss Ratio | 4.1 | 3.09 |
| Volatility (ann.) | 10.07% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.04 | 2.0 |
| Skew | 3.6 | 0.21 |
| Kurtosis | 83.06 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.06% | 3.74% |
| Expected Yearly % | -0.38% | 26.95% |
| Kelly Criterion | -3.25% | 10.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.13% |
| Expected Shortfall (cVaR) | -0.87% | -2.13% |
| Year | 11394527:BTCUSD | 11394527:btcusd:triple_med_gx:lsma55_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.09 | -0.34 | - |
| 2025 | 16.76 | 14.19 | 0.85 | - |
| Metric | 11394527:btcusd:triple_med_gx:lsma55_115 | 11394527:BTCUSD |
|---|---|---|
| MTD | 0.99% | 4.16% |
| 3M | 1.43% | 31.46% |
| 6M | 6.62% | 12.77% |
| YTD | 14.19% | 16.76% |
| 1Y | -4.12% | 56.84% |
| 3Y (ann.) | -0.75% | 59.12% |
| 5Y (ann.) | -0.75% | 59.12% |
| Metric | 11394527:btcusd:triple_med_gx:lsma55_115 | 11394527:BTCUSD |
|---|---|---|
| Max Drawdown | -19.41% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -4.93% | -4.82% |
| Avg. Drawdown Days | 61.0 | 14.0 |
| Recovery Factor | -0.04 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -19.41 | 306 |
| 2024-06-07 | 2024-08-08 | -9.20 | 62 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11394527:btcusd:triple_med_gx:lsma55_115 | 11394527:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 14.56% | 18.93% |
| Worst Week | -6.84% | -12.33% |
| Best Month | 14.56% | 37.42% |
| Worst Month | -6.41% | -17.69% |
| Best Year | 14.19% | 38.02% |
| Worst Year | -13.09% | 16.76% |
| Avg. Up Day | 0.86% | 0.89% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 3.2% | 4.93% |
| Avg. Down Week | -2.77% | -4.29% |
| Avg. Up Month | 2.5% | 7.02% |
| Avg. Down Month | -4.39% | -9.42% |
| Win Days % | 43.4% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 45.16% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |