| Metric | 11395444:btcusd:triple_med_gx:lsma210_115 | 11395444:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -3.29% | 61.16% |
| Max Drawdown | -24.26% | -29.51% |
| Sharpe | -0.01 | 0.59 |
| Sortino | -0.01 | 0.85 |
| Payoff Ratio | 0.94 | 0.92 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.48 | 0.52 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 30.38 | 3.06 |
| Outlier Loss Ratio | 3.41 | 3.41 |
| Volatility (ann.) | 12.09% | 25.19% |
| R^2 | 0.23 | 0.23 |
| Calmar | -0.13 | 2.0 |
| Skew | 0.47 | 0.21 |
| Kurtosis | 78.21 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.26% | 3.74% |
| Expected Yearly % | -1.66% | 26.95% |
| Kelly Criterion | -1.63% | -0.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.13% |
| Expected Shortfall (cVaR) | -1.04% | -2.13% |
| Year | 11395444:BTCUSD | 11395444:btcusd:triple_med_gx:lsma210_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.75 | -0.20 | - |
| 2025 | 16.76 | 4.83 | 0.29 | - |
| Metric | 11395444:btcusd:triple_med_gx:lsma210_115 | 11395444:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.66% | 31.46% |
| 6M | 4.83% | 12.77% |
| YTD | 4.83% | 16.76% |
| 1Y | -4.45% | 56.84% |
| 3Y (ann.) | -3.2% | 59.12% |
| 5Y (ann.) | -3.2% | 59.12% |
| Metric | 11395444:btcusd:triple_med_gx:lsma210_115 | 11395444:BTCUSD |
|---|---|---|
| Max Drawdown | -24.26% | -29.51% |
| Longest DD Days | 313.0 | 144.0 |
| Avg. Drawdown | -4.86% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.14 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -24.26 | 313 |
| 2024-06-07 | 2024-08-01 | -3.38 | 55 |
| 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 | 11395444:btcusd:triple_med_gx:lsma210_115 | 11395444:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.73% | 18.93% |
| Worst Week | -9.05% | -12.33% |
| Best Month | 17.34% | 37.42% |
| Worst Month | -12.2% | -17.69% |
| Best Year | 4.83% | 38.02% |
| Worst Year | -7.75% | 16.76% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 3.61% | 7.75% |
| Avg. Down Week | -4.41% | -5.1% |
| Avg. Up Month | 11.5% | 24.26% |
| Avg. Down Month | -4.9% | -9.88% |
| Win Days % | 50.7% | 51.86% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 52.63% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |