| Metric | 11395273:btcusd:triple_med_gx:lsma185_115 | 11395273:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -4.47% | 61.16% |
| Max Drawdown | -21.56% | -29.51% |
| Sharpe | -0.08 | 0.59 |
| Sortino | -0.12 | 0.85 |
| Payoff Ratio | 1.04 | 1.0 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | 0.96 | 1.07 |
| CPC Index | 0.48 | 0.57 |
| Tail Ratio | 0.99 | 0.98 |
| Outlier Win Ratio | 43.6 | 3.0 |
| Outlier Loss Ratio | 3.5 | 3.09 |
| Volatility (ann.) | 8.88% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.2 | 2.0 |
| Skew | 2.23 | 0.21 |
| Kurtosis | 72.4 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.35% | 3.74% |
| Expected Yearly % | -2.26% | 26.95% |
| Kelly Criterion | -2.78% | 3.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.13% |
| Expected Shortfall (cVaR) | -0.77% | -2.13% |
| Year | 11395273:BTCUSD | 11395273:btcusd:triple_med_gx:lsma185_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.98 | -0.05 | - |
| 2025 | 16.76 | -2.54 | -0.15 | - |
| Metric | 11395273:btcusd:triple_med_gx:lsma185_115 | 11395273:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.98% | 31.46% |
| 6M | -2.54% | 12.77% |
| YTD | -2.54% | 16.76% |
| 1Y | -8.26% | 56.84% |
| 3Y (ann.) | -4.36% | 59.12% |
| 5Y (ann.) | -4.36% | 59.12% |
| Metric | 11395273:btcusd:triple_med_gx:lsma185_115 | 11395273:BTCUSD |
|---|---|---|
| Max Drawdown | -21.56% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -3.88% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.21 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -21.56 | 370 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395273:btcusd:triple_med_gx:lsma185_115 | 11395273:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 10.02% | 18.93% |
| Worst Week | -9.22% | -12.33% |
| Best Month | 14.28% | 37.42% |
| Worst Month | -8.08% | -17.69% |
| Best Year | -1.98% | 38.02% |
| Worst Year | -2.54% | 16.76% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 4.58% | 5.91% |
| Avg. Down Week | -6.7% | -5.1% |
| Avg. Up Month | 13.7% | 24.26% |
| Avg. Down Month | -6.31% | -13.21% |
| Win Days % | 47.71% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 52.94% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |