| Metric | 11395509:btcusd:triple_med_gx:lsma260_115 | 11395509:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -1.62% | 61.16% |
| Max Drawdown | -26.77% | -29.51% |
| Sharpe | 0.03 | 0.59 |
| Sortino | 0.04 | 0.85 |
| Payoff Ratio | 1.02 | 0.99 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 1.03 | 1.07 |
| CPC Index | 0.5 | 0.56 |
| Tail Ratio | 1.02 | 0.98 |
| Outlier Win Ratio | 29.84 | 3.34 |
| Outlier Loss Ratio | 3.43 | 3.36 |
| Volatility (ann.) | 12.49% | 25.19% |
| R^2 | 0.24 | 0.24 |
| Calmar | -0.06 | 2.0 |
| Skew | 0.78 | 0.21 |
| Kurtosis | 69.34 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.13% | 3.74% |
| Expected Yearly % | -0.82% | 26.95% |
| Kelly Criterion | -1.5% | 3.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.13% |
| Expected Shortfall (cVaR) | -1.07% | -2.13% |
| Year | 11395509:BTCUSD | 11395509:btcusd:triple_med_gx:lsma260_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.11 | -0.03 | - |
| 2025 | 16.76 | -0.52 | -0.03 | - |
| Metric | 11395509:btcusd:triple_med_gx:lsma260_115 | 11395509:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.44% | 31.46% |
| 6M | -0.52% | 12.77% |
| YTD | -0.52% | 16.76% |
| 1Y | 0.09% | 56.84% |
| 3Y (ann.) | -1.58% | 59.12% |
| 5Y (ann.) | -1.58% | 59.12% |
| Metric | 11395509:btcusd:triple_med_gx:lsma260_115 | 11395509:BTCUSD |
|---|---|---|
| Max Drawdown | -26.77% | -29.51% |
| Longest DD Days | 345.0 | 144.0 |
| Avg. Drawdown | -6.42% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.06 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-05-18 | -26.77 | 345 |
| 2025-05-19 | 2025-06-11 | -3.84 | 23 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395509:btcusd:triple_med_gx:lsma260_115 | 11395509:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.15% | 18.93% |
| Worst Week | -7.4% | -12.33% |
| Best Month | 17.31% | 37.42% |
| Worst Month | -13.25% | -17.69% |
| Best Year | -0.52% | 38.02% |
| Worst Year | -1.11% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 3.56% | 5.51% |
| Avg. Down Week | -4.3% | -5.48% |
| Avg. Up Month | 5.05% | 16.65% |
| Avg. Down Month | -6.26% | -8.96% |
| Win Days % | 48.84% | 51.86% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |