| Metric | 11389878:btcusd:triple_med_gx:lsma55_100 | 11389878:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -12.48% | 61.52% |
| Max Drawdown | -19.39% | -29.51% |
| Sharpe | -0.28 | 0.59 |
| Sortino | -0.42 | 0.86 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 0.89 | 1.1 |
| Common Sense Ratio | 0.91 | 1.07 |
| CPC Index | 0.41 | 0.62 |
| Tail Ratio | 1.02 | 0.97 |
| Outlier Win Ratio | 39.4 | 2.98 |
| Outlier Loss Ratio | 3.84 | 3.08 |
| Volatility (ann.) | 9.83% | 25.2% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.63 | 2.02 |
| Skew | 3.23 | 0.21 |
| Kurtosis | 93.51 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.02% | 3.76% |
| Expected Yearly % | -6.45% | 27.09% |
| Kelly Criterion | -10.19% | 7.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.13% |
| Expected Shortfall (cVaR) | -0.85% | -2.13% |
| Year | 11389878:BTCUSD | 11389878:btcusd:triple_med_gx:lsma55_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.37 | -0.30 | - |
| 2025 | 17.02 | -1.26 | -0.07 | - |
| Metric | 11389878:btcusd:triple_med_gx:lsma55_100 | 11389878:BTCUSD |
|---|---|---|
| MTD | -0.84% | 4.4% |
| 3M | -7.72% | 31.76% |
| 6M | -5.95% | 12.25% |
| YTD | -1.26% | 17.02% |
| 1Y | -14.79% | 57.19% |
| 3Y (ann.) | -12.17% | 59.47% |
| 5Y (ann.) | -12.17% | 59.47% |
| Metric | 11389878:btcusd:triple_med_gx:lsma55_100 | 11389878:BTCUSD |
|---|---|---|
| Max Drawdown | -19.39% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -5.08% | -4.82% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.64 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -19.39 | 371 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11389878:btcusd:triple_med_gx:lsma55_100 | 11389878:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.11% | 18.93% |
| Worst Week | -11.68% | -12.33% |
| Best Month | 9.11% | 37.42% |
| Worst Month | -12.11% | -17.69% |
| Best Year | -1.26% | 38.02% |
| Worst Year | -11.37% | 17.02% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 2.46% | 5.27% |
| Avg. Down Week | -3.12% | -3.88% |
| Avg. Up Month | 5.88% | 11.11% |
| Avg. Down Month | -3.01% | -9.42% |
| Win Days % | 42.29% | 51.9% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 43.33% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |