| Metric | 11387307:btcusd:triple_med_gx:lsma55_90 | 11387307:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -9.31% | 61.52% |
| Max Drawdown | -22.36% | -29.51% |
| Sharpe | -0.21 | 0.59 |
| Sortino | -0.3 | 0.86 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 0.92 | 1.1 |
| Common Sense Ratio | 0.89 | 1.07 |
| CPC Index | 0.43 | 0.6 |
| Tail Ratio | 0.97 | 0.97 |
| Outlier Win Ratio | 41.93 | 3.03 |
| Outlier Loss Ratio | 3.61 | 3.13 |
| Volatility (ann.) | 9.36% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.41 | 2.02 |
| Skew | 2.18 | 0.21 |
| Kurtosis | 65.97 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.75% | 3.76% |
| Expected Yearly % | -4.77% | 27.09% |
| Kelly Criterion | -9.28% | 6.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.13% |
| Expected Shortfall (cVaR) | -0.81% | -2.13% |
| Year | 11387307:BTCUSD | 11387307:btcusd:triple_med_gx:lsma55_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -15.87 | -0.42 | - |
| 2025 | 17.02 | 7.80 | 0.46 | - |
| Metric | 11387307:btcusd:triple_med_gx:lsma55_90 | 11387307:BTCUSD |
|---|---|---|
| MTD | 1.91% | 4.4% |
| 3M | 0.78% | 31.76% |
| 6M | 6.45% | 12.25% |
| YTD | 7.8% | 17.02% |
| 1Y | -13.32% | 57.19% |
| 3Y (ann.) | -9.07% | 59.47% |
| 5Y (ann.) | -9.07% | 59.47% |
| Metric | 11387307:btcusd:triple_med_gx:lsma55_90 | 11387307:BTCUSD |
|---|---|---|
| Max Drawdown | -22.36% | -29.51% |
| Longest DD Days | 355.0 | 144.0 |
| Avg. Drawdown | -4.26% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.42 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -22.36 | 355 |
| 2024-06-05 | 2024-06-20 | -2.25 | 14 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 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 | 11387307:btcusd:triple_med_gx:lsma55_90 | 11387307:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.63% | 18.93% |
| Worst Week | -6.72% | -12.33% |
| Best Month | 4.92% | 37.42% |
| Worst Month | -7.23% | -17.69% |
| Best Year | 7.8% | 38.02% |
| Worst Year | -15.87% | 17.02% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 2.64% | 5.16% |
| Avg. Down Week | -2.98% | -3.14% |
| Avg. Up Month | 1.57% | 7.13% |
| Avg. Down Month | -3.41% | -11.25% |
| Win Days % | 43.81% | 51.9% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |