| Metric | 11395296:btcusd:triple_med_gx:lsma295_115 | 11395296:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -3.59% | 61.16% |
| Max Drawdown | -29.38% | -29.51% |
| Sharpe | 0.0 | 0.59 |
| Sortino | 0.0 | 0.85 |
| Payoff Ratio | 1.03 | 1.01 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 1.03 | 1.07 |
| CPC Index | 0.5 | 0.57 |
| Tail Ratio | 1.03 | 0.98 |
| Outlier Win Ratio | 25.98 | 3.39 |
| Outlier Loss Ratio | 3.5 | 3.47 |
| Volatility (ann.) | 13.38% | 25.19% |
| R^2 | 0.28 | 0.28 |
| Calmar | -0.12 | 2.0 |
| Skew | 0.59 | 0.21 |
| Kurtosis | 54.96 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.28% | 3.74% |
| Expected Yearly % | -1.81% | 26.95% |
| Kelly Criterion | -1.21% | 4.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.13% |
| Expected Shortfall (cVaR) | -1.15% | -2.13% |
| Year | 11395296:BTCUSD | 11395296:btcusd:triple_med_gx:lsma295_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.06 | -0.24 | - |
| 2025 | 16.76 | 6.01 | 0.36 | - |
| Metric | 11395296:btcusd:triple_med_gx:lsma295_115 | 11395296:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.05% | 31.46% |
| 6M | 6.01% | 12.77% |
| YTD | 6.01% | 16.76% |
| 1Y | -5.89% | 56.84% |
| 3Y (ann.) | -3.5% | 59.12% |
| 5Y (ann.) | -3.5% | 59.12% |
| Metric | 11395296:btcusd:triple_med_gx:lsma295_115 | 11395296:BTCUSD |
|---|---|---|
| Max Drawdown | -29.38% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.62% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.12 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -29.38 | 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 | 11395296:btcusd:triple_med_gx:lsma295_115 | 11395296:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.02% | 18.93% |
| Worst Week | -8.15% | -12.33% |
| Best Month | 14.04% | 37.42% |
| Worst Month | -13.06% | -17.69% |
| Best Year | 6.01% | 38.02% |
| Worst Year | -9.06% | 16.76% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 3.51% | 3.42% |
| Avg. Down Week | -4.54% | -4.78% |
| Avg. Up Month | 7.68% | 20.88% |
| Avg. Down Month | -5.94% | -11.25% |
| Win Days % | 48.7% | 51.86% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |