| Metric | 11395282:btcusd:triple_med_gx:lsma230_115 | 11395282:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -13.91% | 61.16% |
| Max Drawdown | -33.96% | -29.51% |
| Sharpe | -0.26 | 0.59 |
| Sortino | -0.35 | 0.85 |
| Payoff Ratio | 0.98 | 0.95 |
| Profit Factor | 0.9 | 1.1 |
| Common Sense Ratio | 1.07 | 1.07 |
| CPC Index | 0.42 | 0.54 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 32.6 | 3.06 |
| Outlier Loss Ratio | 3.52 | 3.42 |
| Volatility (ann.) | 11.56% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.4 | 2.0 |
| Skew | -0.71 | 0.21 |
| Kurtosis | 75.7 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.15% | 3.74% |
| Expected Yearly % | -7.22% | 26.95% |
| Kelly Criterion | -6.94% | 1.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.13% |
| Expected Shortfall (cVaR) | -1.0% | -2.13% |
| Year | 11395282:BTCUSD | 11395282:btcusd:triple_med_gx:lsma230_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -22.00 | -0.58 | - |
| 2025 | 16.76 | 10.37 | 0.62 | - |
| Metric | 11395282:btcusd:triple_med_gx:lsma230_115 | 11395282:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 13.53% | 31.46% |
| 6M | 10.37% | 12.77% |
| YTD | 10.37% | 16.76% |
| 1Y | -15.96% | 56.84% |
| 3Y (ann.) | -13.57% | 59.12% |
| 5Y (ann.) | -13.57% | 59.12% |
| Metric | 11395282:btcusd:triple_med_gx:lsma230_115 | 11395282:BTCUSD |
|---|---|---|
| Max Drawdown | -33.96% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.27% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.41 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -33.96 | 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 | 11395282:btcusd:triple_med_gx:lsma230_115 | 11395282:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.59% | 18.93% |
| Worst Week | -11.02% | -12.33% |
| Best Month | 12.61% | 37.42% |
| Worst Month | -15.77% | -17.69% |
| Best Year | 10.37% | 38.02% |
| Worst Year | -22.0% | 16.76% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 2.41% | 3.61% |
| Avg. Down Week | -4.47% | -4.78% |
| Avg. Up Month | 6.18% | 20.88% |
| Avg. Down Month | -5.48% | -9.25% |
| Win Days % | 47.14% | 51.86% |
| Win Month % | 30.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |