| Metric | 11384344:btcusd:triple_med_gx:lsma55_80 | 11384344:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -26.16% | 61.52% |
| Max Drawdown | -32.28% | -29.51% |
| Sharpe | -0.88 | 0.59 |
| Sortino | -1.12 | 0.86 |
| Payoff Ratio | 0.97 | 0.96 |
| Profit Factor | 0.69 | 1.1 |
| Common Sense Ratio | 0.19 | 1.07 |
| CPC Index | 0.26 | 0.55 |
| Tail Ratio | 0.28 | 0.97 |
| Outlier Win Ratio | 53.38 | 2.88 |
| Outlier Loss Ratio | 3.58 | 2.98 |
| Volatility (ann.) | 8.04% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.79 | 2.02 |
| Skew | -1.45 | 0.21 |
| Kurtosis | 37.33 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.31% | 3.76% |
| Expected Yearly % | -14.07% | 27.09% |
| Kelly Criterion | -24.23% | 1.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.13% |
| Expected Shortfall (cVaR) | -0.71% | -2.13% |
| Year | 11384344:BTCUSD | 11384344:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -18.00 | -0.47 | - |
| 2025 | 17.02 | -9.95 | -0.58 | - |
| Metric | 11384344:btcusd:triple_med_gx:lsma55_80 | 11384344:BTCUSD |
|---|---|---|
| MTD | -0.31% | 4.4% |
| 3M | -3.27% | 31.76% |
| 6M | -15.75% | 12.25% |
| YTD | -9.95% | 17.02% |
| 1Y | -27.86% | 57.19% |
| 3Y (ann.) | -25.56% | 59.47% |
| 5Y (ann.) | -25.56% | 59.47% |
| Metric | 11384344:btcusd:triple_med_gx:lsma55_80 | 11384344:BTCUSD |
|---|---|---|
| Max Drawdown | -32.28% | -29.51% |
| Longest DD Days | 358.0 | 144.0 |
| Avg. Drawdown | -8.39% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.81 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -32.28 | 358 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-04 | 2024-06-17 | -0.41 | 12 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11384344:btcusd:triple_med_gx:lsma55_80 | 11384344:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.5% | 18.93% |
| Worst Week | -8.75% | -12.33% |
| Best Month | 8.66% | 37.42% |
| Worst Month | -8.07% | -17.69% |
| Best Year | -9.95% | 38.02% |
| Worst Year | -18.0% | 17.02% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 1.77% | 5.21% |
| Avg. Down Week | -4.73% | -3.68% |
| Avg. Up Month | 7.1% | 11.0% |
| Avg. Down Month | -3.88% | -7.93% |
| Win Days % | 38.97% | 51.9% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 53.57% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |