| Metric | 11394586:btcusd:triple_med_gx:lsma65_115 | 11394586:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -15.28% | 61.16% |
| Max Drawdown | -25.99% | -29.51% |
| Sharpe | -0.56 | 0.59 |
| Sortino | -0.73 | 0.85 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 0.8 | 1.1 |
| Common Sense Ratio | 0.61 | 1.07 |
| CPC Index | 0.34 | 0.57 |
| Tail Ratio | 0.77 | 0.98 |
| Outlier Win Ratio | 53.83 | 2.76 |
| Outlier Loss Ratio | 4.21 | 2.9 |
| Volatility (ann.) | 6.74% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.57 | 2.0 |
| Skew | -1.73 | 0.21 |
| Kurtosis | 37.27 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.27% | 3.74% |
| Expected Yearly % | -7.95% | 26.95% |
| Kelly Criterion | -16.4% | 4.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.13% |
| Expected Shortfall (cVaR) | -0.59% | -2.13% |
| Year | 11394586:BTCUSD | 11394586:btcusd:triple_med_gx:lsma65_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -17.28 | -0.45 | - |
| 2025 | 16.76 | 2.42 | 0.14 | - |
| Metric | 11394586:btcusd:triple_med_gx:lsma65_115 | 11394586:BTCUSD |
|---|---|---|
| MTD | 2.73% | 4.16% |
| 3M | 9.24% | 31.46% |
| 6M | -0.85% | 12.77% |
| YTD | 2.42% | 16.76% |
| 1Y | -17.34% | 56.84% |
| 3Y (ann.) | -14.9% | 59.12% |
| 5Y (ann.) | -14.9% | 59.12% |
| Metric | 11394586:btcusd:triple_med_gx:lsma65_115 | 11394586:BTCUSD |
|---|---|---|
| Max Drawdown | -25.99% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -5.26% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.59 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -25.99 | 370 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11394586:btcusd:triple_med_gx:lsma65_115 | 11394586:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.86% | 18.93% |
| Worst Week | -6.78% | -12.33% |
| Best Month | 5.52% | 37.42% |
| Worst Month | -8.47% | -17.69% |
| Best Year | 2.42% | 38.02% |
| Worst Year | -17.28% | 16.76% |
| Avg. Up Day | 0.7% | 0.72% |
| Avg. Down Day | -0.67% | -0.71% |
| Avg. Up Week | 2.4% | 5.49% |
| Avg. Down Week | -2.07% | -3.35% |
| Avg. Up Month | 2.13% | 15.3% |
| Avg. Down Month | -4.57% | -7.82% |
| Win Days % | 40.64% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 32.14% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |