| Metric | 11401371:btcusd:triple_med_gx:lsma55_135 | 11401371:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -11.82% | 61.16% |
| Max Drawdown | -23.65% | -29.51% |
| Sharpe | -0.29 | 0.59 |
| Sortino | -0.39 | 0.85 |
| Payoff Ratio | 0.99 | 0.95 |
| Profit Factor | 0.9 | 1.1 |
| Common Sense Ratio | 0.99 | 1.07 |
| CPC Index | 0.41 | 0.54 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 37.31 | 3.11 |
| Outlier Loss Ratio | 3.67 | 3.03 |
| Volatility (ann.) | 9.09% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.49 | 2.0 |
| Skew | -0.95 | 0.21 |
| Kurtosis | 28.3 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.96% | 3.74% |
| Expected Yearly % | -6.1% | 26.95% |
| Kelly Criterion | -8.77% | 1.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.13% |
| Expected Shortfall (cVaR) | -0.79% | -2.13% |
| Year | 11401371:BTCUSD | 11401371:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.01 | -0.24 | - |
| 2025 | 16.76 | -3.09 | -0.18 | - |
| Metric | 11401371:btcusd:triple_med_gx:lsma55_135 | 11401371:BTCUSD |
|---|---|---|
| MTD | 3.05% | 4.16% |
| 3M | 6.31% | 31.46% |
| 6M | -7.1% | 12.77% |
| YTD | -3.09% | 16.76% |
| 1Y | -14.51% | 56.84% |
| 3Y (ann.) | -11.52% | 59.12% |
| 5Y (ann.) | -11.52% | 59.12% |
| Metric | 11401371:btcusd:triple_med_gx:lsma55_135 | 11401371:BTCUSD |
|---|---|---|
| Max Drawdown | -23.65% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -4.93% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.5 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -23.65 | 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 | 11401371:btcusd:triple_med_gx:lsma55_135 | 11401371:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.82% | 18.93% |
| Worst Week | -6.38% | -12.33% |
| Best Month | 3.47% | 37.42% |
| Worst Month | -6.89% | -17.69% |
| Best Year | -3.09% | 38.02% |
| Worst Year | -9.01% | 16.76% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 2.48% | 4.28% |
| Avg. Down Week | -2.51% | -3.53% |
| Avg. Up Month | 1.94% | 10.0% |
| Avg. Down Month | -3.55% | -7.82% |
| Win Days % | 45.96% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 41.94% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |