| Metric | 11384291:btcusd:triple_med_gx:lsma55_80 | 11384291:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -13.84% | 61.52% |
| Max Drawdown | -22.08% | -29.51% |
| Sharpe | -0.4 | 0.59 |
| Sortino | -0.54 | 0.86 |
| Payoff Ratio | 1.06 | 1.09 |
| Profit Factor | 0.85 | 1.1 |
| Common Sense Ratio | 0.59 | 1.07 |
| CPC Index | 0.38 | 0.62 |
| Tail Ratio | 0.7 | 0.97 |
| Outlier Win Ratio | 47.61 | 2.98 |
| Outlier Loss Ratio | 3.73 | 2.95 |
| Volatility (ann.) | 8.18% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.61 | 2.02 |
| Skew | -0.91 | 0.21 |
| Kurtosis | 39.13 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.14% | 3.76% |
| Expected Yearly % | -7.18% | 27.09% |
| Kelly Criterion | -12.67% | 7.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.13% |
| Expected Shortfall (cVaR) | -0.71% | -2.13% |
| Year | 11384291:BTCUSD | 11384291:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.06 | -0.00 | - |
| 2025 | 17.02 | -13.79 | -0.81 | - |
| Metric | 11384291:btcusd:triple_med_gx:lsma55_80 | 11384291:BTCUSD |
|---|---|---|
| MTD | -0.85% | 4.4% |
| 3M | -8.42% | 31.76% |
| 6M | -18.04% | 12.25% |
| YTD | -13.79% | 17.02% |
| 1Y | -16.97% | 57.19% |
| 3Y (ann.) | -13.5% | 59.47% |
| 5Y (ann.) | -13.5% | 59.47% |
| Metric | 11384291:btcusd:triple_med_gx:lsma55_80 | 11384291:BTCUSD |
|---|---|---|
| Max Drawdown | -22.08% | -29.51% |
| Longest DD Days | 187.0 | 144.0 |
| Avg. Drawdown | -8.32% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.63 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -22.08 | 187 |
| 2024-06-04 | 2024-12-05 | -10.32 | 183 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| Metric | 11384291:btcusd:triple_med_gx:lsma55_80 | 11384291:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.81% | 18.93% |
| Worst Week | -8.47% | -12.33% |
| Best Month | 8.86% | 37.42% |
| Worst Month | -11.53% | -17.69% |
| Best Year | -0.06% | 38.02% |
| Worst Year | -13.79% | 17.02% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.76% | -0.76% |
| Avg. Up Week | 2.46% | 5.63% |
| Avg. Down Week | -3.09% | -3.77% |
| Avg. Up Month | 6.63% | 11.0% |
| Avg. Down Month | -2.13% | -7.67% |
| Win Days % | 41.96% | 51.9% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 41.38% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |