| Metric | 11387084:btcusd:triple_med_gx:lsma55_90 | 11387084:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -30.03% | 61.52% |
| Max Drawdown | -36.83% | -29.51% |
| Sharpe | -0.98 | 0.59 |
| Sortino | -1.25 | 0.86 |
| Payoff Ratio | 0.93 | 0.94 |
| Profit Factor | 0.68 | 1.1 |
| Common Sense Ratio | 0.42 | 1.07 |
| CPC Index | 0.25 | 0.53 |
| Tail Ratio | 0.62 | 0.97 |
| Outlier Win Ratio | 46.6 | 2.88 |
| Outlier Loss Ratio | 3.62 | 3.01 |
| Volatility (ann.) | 8.45% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.8 | 2.02 |
| Skew | -1.34 | 0.21 |
| Kurtosis | 32.38 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.71% | 3.76% |
| Expected Yearly % | -16.35% | 27.09% |
| Kelly Criterion | -24.65% | 0.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.13% |
| Expected Shortfall (cVaR) | -0.75% | -2.13% |
| Year | 11387084:BTCUSD | 11387084:btcusd:triple_med_gx:lsma55_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -19.71 | -0.52 | - |
| 2025 | 17.02 | -12.85 | -0.76 | - |
| Metric | 11387084:btcusd:triple_med_gx:lsma55_90 | 11387084:BTCUSD |
|---|---|---|
| MTD | -0.37% | 4.4% |
| 3M | -4.2% | 31.76% |
| 6M | -18.46% | 12.25% |
| YTD | -12.85% | 17.02% |
| 1Y | -32.69% | 57.19% |
| 3Y (ann.) | -29.36% | 59.47% |
| 5Y (ann.) | -29.36% | 59.47% |
| Metric | 11387084:btcusd:triple_med_gx:lsma55_90 | 11387084:BTCUSD |
|---|---|---|
| Max Drawdown | -36.83% | -29.51% |
| Longest DD Days | 358.0 | 144.0 |
| Avg. Drawdown | -6.33% | -4.82% |
| Avg. Drawdown Days | 60.0 | 14.0 |
| Recovery Factor | -0.82 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -36.83 | 358 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-17 | 2024-06-17 | -0.18 | 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 | 11387084:btcusd:triple_med_gx:lsma55_90 | 11387084:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.5% | 18.93% |
| Worst Week | -9.66% | -12.33% |
| Best Month | 6.37% | 37.42% |
| Worst Month | -8.98% | -17.69% |
| Best Year | -12.85% | 38.02% |
| Worst Year | -19.71% | 17.02% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 2.17% | 5.19% |
| Avg. Down Week | -4.71% | -3.88% |
| Avg. Up Month | 6.01% | 11.0% |
| Avg. Down Month | -3.17% | -7.82% |
| Win Days % | 39.92% | 51.9% |
| Win Month % | 15.38% | 61.54% |
| Win Week % | 41.38% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |