| Metric | 11395450:btcusd:triple_med_gx:lsma240_115 | 11395450:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 1.17% | 61.16% |
| Max Drawdown | -24.01% | -29.51% |
| Sharpe | 0.08 | 0.59 |
| Sortino | 0.11 | 0.85 |
| Payoff Ratio | 0.95 | 0.92 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | 1.5 | 1.07 |
| CPC Index | 0.5 | 0.52 |
| Tail Ratio | 1.46 | 0.98 |
| Outlier Win Ratio | 31.18 | 3.02 |
| Outlier Loss Ratio | 3.41 | 3.34 |
| Volatility (ann.) | 11.39% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.05 | 2.0 |
| Skew | -0.64 | 0.21 |
| Kurtosis | 80.14 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.09% | 3.74% |
| Expected Yearly % | 0.58% | 26.95% |
| Kelly Criterion | -0.17% | -0.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.13% |
| Expected Shortfall (cVaR) | -0.98% | -2.13% |
| Year | 11395450:BTCUSD | 11395450:btcusd:triple_med_gx:lsma240_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.57 | -0.09 | - |
| 2025 | 16.76 | 4.91 | 0.29 | - |
| Metric | 11395450:btcusd:triple_med_gx:lsma240_115 | 11395450:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 8.33% | 31.46% |
| 6M | 4.91% | 12.77% |
| YTD | 4.91% | 16.76% |
| 1Y | 0.54% | 56.84% |
| 3Y (ann.) | 1.14% | 59.12% |
| 5Y (ann.) | 1.14% | 59.12% |
| Metric | 11395450:btcusd:triple_med_gx:lsma240_115 | 11395450:BTCUSD |
|---|---|---|
| Max Drawdown | -24.01% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.11% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | 0.05 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -24.01 | 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 | 11395450:btcusd:triple_med_gx:lsma240_115 | 11395450:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 4.53% | 18.93% |
| Worst Week | -7.63% | -12.33% |
| Best Month | 9.78% | 37.42% |
| Worst Month | -11.01% | -17.69% |
| Best Year | 4.91% | 38.02% |
| Worst Year | -3.57% | 16.76% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 2.73% | 5.97% |
| Avg. Down Week | -3.0% | -5.07% |
| Avg. Up Month | 5.49% | 17.5% |
| Avg. Down Month | -4.27% | -9.25% |
| Win Days % | 51.28% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 55.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |