| Metric | 11405567:btcusd:triple_med_gx:lsma265_145 | 11405567:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -1.06% | 75.42% |
| Max Drawdown | -23.58% | -29.51% |
| Sharpe | 0.03 | 0.63 |
| Sortino | 0.04 | 0.92 |
| Payoff Ratio | 0.9 | 0.9 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 1.37 | 1.06 |
| CPC Index | 0.47 | 0.51 |
| Tail Ratio | 1.35 | 0.96 |
| Outlier Win Ratio | 39.25 | 3.07 |
| Outlier Loss Ratio | 3.03 | 3.01 |
| Volatility (ann.) | 10.5% | 24.55% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.04 | 2.19 |
| Skew | -0.55 | 0.2 |
| Kurtosis | 102.73 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.08% | 4.1% |
| Expected Yearly % | -0.53% | 32.45% |
| Kelly Criterion | -2.86% | -1.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.07% |
| Expected Shortfall (cVaR) | -0.9% | -2.07% |
| Year | 11405567:BTCUSD | 11405567:btcusd:triple_med_gx:lsma265_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.39 | -0.19 | - |
| 2025 | 27.10 | 6.84 | 0.25 | - |
| Metric | 11405567:btcusd:triple_med_gx:lsma265_145 | 11405567:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 1.74% | 41.88% |
| 6M | 6.84% | 22.91% |
| YTD | 6.84% | 27.1% |
| 1Y | 3.31% | 82.29% |
| 3Y (ann.) | -0.94% | 64.73% |
| 5Y (ann.) | -0.94% | 64.73% |
| Metric | 11405567:btcusd:triple_med_gx:lsma265_145 | 11405567:BTCUSD |
|---|---|---|
| Max Drawdown | -23.58% | -29.51% |
| Longest DD Days | 348.0 | 144.0 |
| Avg. Drawdown | -4.67% | -4.71% |
| Avg. Drawdown Days | 58.0 | 14.0 |
| Recovery Factor | -0.04 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-05-22 | -23.58 | 348 |
| 2025-05-23 | 2025-07-17 | -6.89 | 55 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 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 | 11405567:btcusd:triple_med_gx:lsma265_145 | 11405567:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 5.19% | 18.93% |
| Worst Week | -8.64% | -12.33% |
| Best Month | 6.97% | 37.42% |
| Worst Month | -8.64% | -17.69% |
| Best Year | 6.84% | 38.02% |
| Worst Year | -7.39% | 27.1% |
| Avg. Up Day | 0.81% | 0.81% |
| Avg. Down Day | -0.89% | -0.9% |
| Avg. Up Week | 2.37% | 5.28% |
| Avg. Down Week | -3.09% | -3.82% |
| Avg. Up Month | 2.69% | 16.18% |
| Avg. Down Month | -3.43% | -9.25% |
| Win Days % | 51.21% | 51.89% |
| Win Month % | 55.56% | 64.29% |
| Win Week % | 44.44% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |