| Metric | 11401320:btcusd:triple_med_gx:lsma55_135 | 11401320:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -22.84% | 61.16% |
| Max Drawdown | -32.63% | -29.51% |
| Sharpe | -0.64 | 0.59 |
| Sortino | -0.85 | 0.85 |
| Payoff Ratio | 0.91 | 0.92 |
| Profit Factor | 0.8 | 1.1 |
| Common Sense Ratio | 0.62 | 1.07 |
| CPC Index | 0.33 | 0.53 |
| Tail Ratio | 0.78 | 0.98 |
| Outlier Win Ratio | 35.93 | 3.0 |
| Outlier Loss Ratio | 3.74 | 3.12 |
| Volatility (ann.) | 9.18% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.68 | 2.0 |
| Skew | -0.55 | 0.21 |
| Kurtosis | 25.98 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.97% | 3.74% |
| Expected Yearly % | -12.16% | 26.95% |
| Kelly Criterion | -16.41% | -0.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.13% |
| Expected Shortfall (cVaR) | -0.81% | -2.13% |
| Year | 11401320:BTCUSD | 11401320:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -14.31 | -0.38 | - |
| 2025 | 16.76 | -9.96 | -0.59 | - |
| Metric | 11401320:btcusd:triple_med_gx:lsma55_135 | 11401320:BTCUSD |
|---|---|---|
| MTD | 3.53% | 4.16% |
| 3M | 0.53% | 31.46% |
| 6M | -15.74% | 12.77% |
| YTD | -9.96% | 16.76% |
| 1Y | -24.76% | 56.84% |
| 3Y (ann.) | -22.3% | 59.12% |
| 5Y (ann.) | -22.3% | 59.12% |
| Metric | 11401320:btcusd:triple_med_gx:lsma55_135 | 11401320:BTCUSD |
|---|---|---|
| Max Drawdown | -32.63% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -6.72% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.7 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -32.63 | 370 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11401320:btcusd:triple_med_gx:lsma55_135 | 11401320:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.48% | 18.93% |
| Worst Week | -8.52% | -12.33% |
| Best Month | 4.63% | 37.42% |
| Worst Month | -7.19% | -17.69% |
| Best Year | -9.96% | 38.02% |
| Worst Year | -14.31% | 16.76% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.8% | -0.8% |
| Avg. Up Week | 2.43% | 4.85% |
| Avg. Down Week | -3.31% | -3.43% |
| Avg. Up Month | 4.01% | 8.72% |
| Avg. Down Month | -4.0% | -7.82% |
| Win Days % | 44.41% | 51.86% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 41.38% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |