| Metric | 11385583:btcusd:triple_med_gx:lsma55_85 | 11385583:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -10.77% | 61.52% |
| Max Drawdown | -16.25% | -29.51% |
| Sharpe | -0.25 | 0.59 |
| Sortino | -0.37 | 0.86 |
| Payoff Ratio | 1.16 | 1.16 |
| Profit Factor | 0.9 | 1.1 |
| Common Sense Ratio | 0.82 | 1.07 |
| CPC Index | 0.43 | 0.66 |
| Tail Ratio | 0.92 | 0.97 |
| Outlier Win Ratio | 43.12 | 2.98 |
| Outlier Loss Ratio | 3.85 | 3.0 |
| Volatility (ann.) | 9.48% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.65 | 2.02 |
| Skew | 3.83 | 0.21 |
| Kurtosis | 106.61 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.87% | 3.76% |
| Expected Yearly % | -5.54% | 27.09% |
| Kelly Criterion | -9.35% | 10.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.13% |
| Expected Shortfall (cVaR) | -0.82% | -2.13% |
| Year | 11385583:BTCUSD | 11385583:btcusd:triple_med_gx:lsma55_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.55 | -0.22 | - |
| 2025 | 17.02 | -2.42 | -0.14 | - |
| Metric | 11385583:btcusd:triple_med_gx:lsma55_85 | 11385583:BTCUSD |
|---|---|---|
| MTD | -1.11% | 4.4% |
| 3M | -6.29% | 31.76% |
| 6M | -4.87% | 12.25% |
| YTD | -2.42% | 17.02% |
| 1Y | -12.83% | 57.19% |
| 3Y (ann.) | -10.5% | 59.47% |
| 5Y (ann.) | -10.5% | 59.47% |
| Metric | 11385583:btcusd:triple_med_gx:lsma55_85 | 11385583:BTCUSD |
|---|---|---|
| Max Drawdown | -16.25% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -5.7% | -4.82% |
| Avg. Drawdown Days | 124.0 | 14.0 |
| Recovery Factor | -0.66 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-04 | 2025-06-11 | -16.25 | 371 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11385583:btcusd:triple_med_gx:lsma55_85 | 11385583:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.11% | 18.93% |
| Worst Week | -9.15% | -12.33% |
| Best Month | 9.11% | 37.42% |
| Worst Month | -9.59% | -17.69% |
| Best Year | -2.42% | 38.02% |
| Worst Year | -8.55% | 17.02% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 1.98% | 5.65% |
| Avg. Down Week | -2.83% | -3.93% |
| Avg. Up Month | 4.82% | 11.11% |
| Avg. Down Month | -3.07% | -12.52% |
| Win Days % | 41.2% | 51.9% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 45.16% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |