| Metric | 11380543:btcusd:triple_med_gx:lsma280_65 | 11380543:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -0.91% | 79.62% |
| Max Drawdown | -19.21% | -29.51% |
| Sharpe | 0.03 | 0.65 |
| Sortino | 0.04 | 0.96 |
| Payoff Ratio | 0.92 | 0.91 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.48 | 0.52 |
| Tail Ratio | 1.28 | 0.98 |
| Outlier Win Ratio | 25.87 | 3.15 |
| Outlier Loss Ratio | 3.73 | 3.48 |
| Volatility (ann.) | 10.27% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.04 | 2.33 |
| Skew | -0.44 | 0.2 |
| Kurtosis | 18.35 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.07% | 4.27% |
| Expected Yearly % | -0.46% | 34.02% |
| Kelly Criterion | -1.47% | -0.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.07% |
| Expected Shortfall (cVaR) | -0.88% | -2.07% |
| Year | 11380543:BTCUSD | 11380543:btcusd:triple_med_gx:lsma280_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.63 | -0.12 | - |
| 2025 | 30.14 | 3.90 | 0.13 | - |
| Metric | 11380543:btcusd:triple_med_gx:lsma280_65 | 11380543:BTCUSD |
|---|---|---|
| MTD | -0.49% | 13.36% |
| 3M | 17.9% | 45.08% |
| 6M | 3.9% | 28.47% |
| YTD | 3.9% | 30.14% |
| 1Y | 0.95% | 105.13% |
| 3Y (ann.) | -0.82% | 68.87% |
| 5Y (ann.) | -0.82% | 68.87% |
| Metric | 11380543:btcusd:triple_med_gx:lsma280_65 | 11380543:BTCUSD |
|---|---|---|
| Max Drawdown | -19.21% | -29.51% |
| Longest DD Days | 300.0 | 144.0 |
| Avg. Drawdown | -4.23% | -4.58% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | -0.05 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-05-26 | -19.21 | 300 |
| 2024-06-10 | 2024-07-29 | -7.73 | 48 |
| 2025-05-27 | 2025-07-14 | -4.22 | 47 |
| 2024-06-03 | 2024-06-10 | -1.04 | 6 |
| 2025-05-26 | 2025-05-27 | -0.82 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11380543:btcusd:triple_med_gx:lsma280_65 | 11380543:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.42% | 18.93% |
| Worst Week | -8.05% | -12.33% |
| Best Month | 10.84% | 37.42% |
| Worst Month | -7.83% | -17.69% |
| Best Year | 3.9% | 38.02% |
| Worst Year | -4.63% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 4.01% | 4.31% |
| Avg. Down Week | -2.97% | -3.78% |
| Avg. Up Month | 3.29% | 13.26% |
| Avg. Down Month | -3.62% | -7.82% |
| Win Days % | 51.28% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 39.29% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |