| Metric | 11395441:btcusd:triple_med_gx:lsma195_115 | 11395441:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -7.08% | 61.16% |
| Max Drawdown | -25.75% | -29.51% |
| Sharpe | -0.1 | 0.59 |
| Sortino | -0.14 | 0.85 |
| Payoff Ratio | 0.92 | 0.89 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.44 | 0.51 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 35.26 | 3.0 |
| Outlier Loss Ratio | 3.27 | 3.32 |
| Volatility (ann.) | 11.61% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.27 | 2.0 |
| Skew | 0.47 | 0.21 |
| Kurtosis | 91.13 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.56% | 3.74% |
| Expected Yearly % | -3.61% | 26.95% |
| Kelly Criterion | -4.43% | -2.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.13% |
| Expected Shortfall (cVaR) | -1.0% | -2.13% |
| Year | 11395441:BTCUSD | 11395441:btcusd:triple_med_gx:lsma195_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.32 | -0.25 | - |
| 2025 | 16.76 | 2.47 | 0.15 | - |
| Metric | 11395441:btcusd:triple_med_gx:lsma195_115 | 11395441:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.98% | 31.46% |
| 6M | 2.47% | 12.77% |
| YTD | 2.47% | 16.76% |
| 1Y | -7.32% | 56.84% |
| 3Y (ann.) | -6.9% | 59.12% |
| 5Y (ann.) | -6.9% | 59.12% |
| Metric | 11395441:btcusd:triple_med_gx:lsma195_115 | 11395441:BTCUSD |
|---|---|---|
| Max Drawdown | -25.75% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.45% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.28 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -25.75 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395441:btcusd:triple_med_gx:lsma195_115 | 11395441:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.73% | 18.93% |
| Worst Week | -12.19% | -12.33% |
| Best Month | 17.34% | 37.42% |
| Worst Month | -15.25% | -17.69% |
| Best Year | 2.47% | 38.02% |
| Worst Year | -9.32% | 16.76% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.92% | -0.96% |
| Avg. Up Week | 3.45% | 7.75% |
| Avg. Down Week | -4.63% | -5.07% |
| Avg. Up Month | 11.5% | 24.26% |
| Avg. Down Month | -5.84% | -9.88% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |