| Metric | 11395280:btcusd:triple_med_gx:lsma220_115 | 11395280:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -18.97% | 61.16% |
| Max Drawdown | -37.21% | -29.51% |
| Sharpe | -0.4 | 0.59 |
| Sortino | -0.52 | 0.85 |
| Payoff Ratio | 0.89 | 0.87 |
| Profit Factor | 0.85 | 1.1 |
| Common Sense Ratio | 1.0 | 1.07 |
| CPC Index | 0.36 | 0.5 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 34.89 | 3.04 |
| Outlier Loss Ratio | 3.51 | 3.42 |
| Volatility (ann.) | 11.16% | 25.19% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.5 | 2.0 |
| Skew | -1.8 | 0.21 |
| Kurtosis | 78.66 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.61% | 3.74% |
| Expected Yearly % | -9.98% | 26.95% |
| Kelly Criterion | -11.88% | -3.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.13% |
| Expected Shortfall (cVaR) | -0.97% | -2.13% |
| Year | 11395280:BTCUSD | 11395280:btcusd:triple_med_gx:lsma220_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -25.84 | -0.68 | - |
| 2025 | 16.76 | 9.26 | 0.55 | - |
| Metric | 11395280:btcusd:triple_med_gx:lsma220_115 | 11395280:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.39% | 31.46% |
| 6M | 9.26% | 12.77% |
| YTD | 9.26% | 16.76% |
| 1Y | -20.94% | 56.84% |
| 3Y (ann.) | -18.52% | 59.12% |
| 5Y (ann.) | -18.52% | 59.12% |
| Metric | 11395280:btcusd:triple_med_gx:lsma220_115 | 11395280:BTCUSD |
|---|---|---|
| Max Drawdown | -37.21% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.74% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.51 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -37.21 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 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 | 11395280:btcusd:triple_med_gx:lsma220_115 | 11395280:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.59% | 18.93% |
| Worst Week | -16.55% | -12.33% |
| Best Month | 13.54% | 37.42% |
| Worst Month | -21.01% | -17.69% |
| Best Year | 9.26% | 38.02% |
| Worst Year | -25.84% | 16.76% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 2.74% | 3.99% |
| Avg. Down Week | -7.4% | -5.1% |
| Avg. Up Month | 8.97% | 24.26% |
| Avg. Down Month | -11.9% | -13.21% |
| Win Days % | 47.27% | 51.86% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 55.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |