| Metric | 11388518:btcusd:triple_med_gx:lsma55_95 | 11388518:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -33.35% | 61.52% |
| Max Drawdown | -41.05% | -29.51% |
| Sharpe | -1.08 | 0.59 |
| Sortino | -1.35 | 0.86 |
| Payoff Ratio | 0.89 | 0.91 |
| Profit Factor | 0.67 | 1.1 |
| Common Sense Ratio | 0.42 | 1.07 |
| CPC Index | 0.24 | 0.52 |
| Tail Ratio | 0.63 | 0.97 |
| Outlier Win Ratio | 44.58 | 2.89 |
| Outlier Loss Ratio | 3.55 | 3.12 |
| Volatility (ann.) | 8.81% | 25.2% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.79 | 2.02 |
| Skew | -1.4 | 0.21 |
| Kurtosis | 29.07 | 7.01 |
| Expected Daily % | -0.03% | 0.03% |
| Expected Monthly % | -3.07% | 3.76% |
| Expected Yearly % | -18.36% | 27.09% |
| Kelly Criterion | -26.86% | -0.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11388518:BTCUSD | 11388518:btcusd:triple_med_gx:lsma55_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -24.11 | -0.63 | - |
| 2025 | 17.02 | -12.17 | -0.72 | - |
| Metric | 11388518:btcusd:triple_med_gx:lsma55_95 | 11388518:BTCUSD |
|---|---|---|
| MTD | 2.43% | 4.4% |
| 3M | -1.5% | 31.76% |
| 6M | -17.83% | 12.25% |
| YTD | -12.17% | 17.02% |
| 1Y | -35.42% | 57.19% |
| 3Y (ann.) | -32.63% | 59.47% |
| 5Y (ann.) | -32.63% | 59.47% |
| Metric | 11388518:btcusd:triple_med_gx:lsma55_95 | 11388518:BTCUSD |
|---|---|---|
| Max Drawdown | -41.05% | -29.51% |
| Longest DD Days | 358.0 | 144.0 |
| Avg. Drawdown | -7.19% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.81 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -41.05 | 358 |
| 2024-06-05 | 2024-06-17 | -1.09 | 11 |
| 2024-06-03 | 2024-06-04 | -0.68 | 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 | 11388518:btcusd:triple_med_gx:lsma55_95 | 11388518: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 | 5.65% | 37.42% |
| Worst Month | -8.98% | -17.69% |
| Best Year | -12.17% | 38.02% |
| Worst Year | -24.11% | 17.02% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.85% | -0.84% |
| Avg. Up Week | 2.64% | 4.31% |
| Avg. Down Week | -4.34% | -3.83% |
| Avg. Up Month | 4.1% | 8.8% |
| Avg. Down Month | -3.79% | -7.82% |
| Win Days % | 40.16% | 51.9% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 36.67% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |