| Metric | 11395456:btcusd:triple_med_gx:lsma265_115 | 11395456:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 1.01% | 61.16% |
| Max Drawdown | -25.41% | -29.51% |
| Sharpe | 0.08 | 0.59 |
| Sortino | 0.12 | 0.85 |
| Payoff Ratio | 1.0 | 0.97 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.52 | 0.55 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 29.77 | 3.34 |
| Outlier Loss Ratio | 3.4 | 3.46 |
| Volatility (ann.) | 12.59% | 25.19% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.04 | 2.0 |
| Skew | 0.68 | 0.21 |
| Kurtosis | 67.44 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.08% | 3.74% |
| Expected Yearly % | 0.5% | 26.95% |
| Kelly Criterion | 0.5% | 2.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.13% |
| Expected Shortfall (cVaR) | -1.08% | -2.13% |
| Year | 11395456:BTCUSD | 11395456:btcusd:triple_med_gx:lsma265_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.71 | 0.02 | - |
| 2025 | 16.76 | 0.30 | 0.02 | - |
| Metric | 11395456:btcusd:triple_med_gx:lsma265_115 | 11395456:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.57% | 31.46% |
| 6M | 0.3% | 12.77% |
| YTD | 0.3% | 16.76% |
| 1Y | 0.38% | 56.84% |
| 3Y (ann.) | 0.98% | 59.12% |
| 5Y (ann.) | 0.98% | 59.12% |
| Metric | 11395456:btcusd:triple_med_gx:lsma265_115 | 11395456:BTCUSD |
|---|---|---|
| Max Drawdown | -25.41% | -29.51% |
| Longest DD Days | 340.0 | 144.0 |
| Avg. Drawdown | -4.78% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | 0.04 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-05-13 | -25.41 | 340 |
| 2025-05-19 | 2025-06-11 | -4.72 | 23 |
| 2025-05-13 | 2025-05-18 | -1.83 | 4 |
| 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 | 11395456:btcusd:triple_med_gx:lsma265_115 | 11395456:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.73% | 18.93% |
| Worst Week | -9.68% | -12.33% |
| Best Month | 17.34% | 37.42% |
| Worst Month | -12.98% | -17.69% |
| Best Year | 0.71% | 38.02% |
| Worst Year | 0.3% | 16.76% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.91% | -0.94% |
| Avg. Up Week | 3.71% | 5.73% |
| Avg. Down Week | -3.66% | -4.78% |
| Avg. Up Month | 6.83% | 20.88% |
| Avg. Down Month | -6.91% | -11.25% |
| Win Days % | 50.17% | 51.86% |
| Win Month % | 55.56% | 61.54% |
| Win Week % | 52.63% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |