| Metric | 11389934:btcusd:triple_med_gx:lsma55_100 | 11389934:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -17.52% | 61.52% |
| Max Drawdown | -27.16% | -29.51% |
| Sharpe | -0.48 | 0.59 |
| Sortino | -0.63 | 0.86 |
| Payoff Ratio | 1.02 | 1.03 |
| Profit Factor | 0.83 | 1.1 |
| Common Sense Ratio | 0.75 | 1.07 |
| CPC Index | 0.36 | 0.59 |
| Tail Ratio | 0.9 | 0.97 |
| Outlier Win Ratio | 41.31 | 3.06 |
| Outlier Loss Ratio | 3.67 | 3.0 |
| Volatility (ann.) | 8.89% | 25.2% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.63 | 2.02 |
| Skew | -1.28 | 0.21 |
| Kurtosis | 33.4 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.47% | 3.76% |
| Expected Yearly % | -9.18% | 27.09% |
| Kelly Criterion | -14.16% | 5.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11389934:BTCUSD | 11389934:btcusd:triple_med_gx:lsma55_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.39 | -0.19 | - |
| 2025 | 17.02 | -10.94 | -0.64 | - |
| Metric | 11389934:btcusd:triple_med_gx:lsma55_100 | 11389934:BTCUSD |
|---|---|---|
| MTD | 1.26% | 4.4% |
| 3M | -5.12% | 31.76% |
| 6M | -15.17% | 12.25% |
| YTD | -10.94% | 17.02% |
| 1Y | -21.3% | 57.19% |
| 3Y (ann.) | -17.1% | 59.47% |
| 5Y (ann.) | -17.1% | 59.47% |
| Metric | 11389934:btcusd:triple_med_gx:lsma55_100 | 11389934:BTCUSD |
|---|---|---|
| Max Drawdown | -27.16% | -29.51% |
| Longest DD Days | 367.0 | 144.0 |
| Avg. Drawdown | -5.63% | -4.82% |
| Avg. Drawdown Days | 73.0 | 14.0 |
| Recovery Factor | -0.65 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-06-11 | -27.16 | 367 |
| 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 | 11389934:btcusd:triple_med_gx:lsma55_100 | 11389934:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.62% | 18.93% |
| Worst Week | -5.24% | -12.33% |
| Best Month | 4.54% | 37.42% |
| Worst Month | -8.41% | -17.69% |
| Best Year | -7.39% | 38.02% |
| Worst Year | -10.94% | 17.02% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 2.95% | 4.83% |
| Avg. Down Week | -3.07% | -4.07% |
| Avg. Up Month | 2.05% | 15.95% |
| Avg. Down Month | -2.47% | -7.59% |
| Win Days % | 42.47% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |