| Metric | 11390045:btcusd:triple_med_gx:lsma55_100 | 11390045:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -22.37% | 61.52% |
| Max Drawdown | -32.95% | -29.51% |
| Sharpe | -0.64 | 0.59 |
| Sortino | -0.83 | 0.86 |
| Payoff Ratio | 0.98 | 0.95 |
| Profit Factor | 0.78 | 1.1 |
| Common Sense Ratio | 0.6 | 1.07 |
| CPC Index | 0.33 | 0.54 |
| Tail Ratio | 0.77 | 0.97 |
| Outlier Win Ratio | 43.38 | 3.06 |
| Outlier Loss Ratio | 3.62 | 3.15 |
| Volatility (ann.) | 8.98% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.66 | 2.02 |
| Skew | -1.26 | 0.21 |
| Kurtosis | 30.91 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.93% | 3.76% |
| Expected Yearly % | -11.89% | 27.09% |
| Kelly Criterion | -15.81% | 1.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.13% |
| Expected Shortfall (cVaR) | -0.79% | -2.13% |
| Year | 11390045:BTCUSD | 11390045:btcusd:triple_med_gx:lsma55_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -15.01 | -0.39 | - |
| 2025 | 17.02 | -8.66 | -0.51 | - |
| Metric | 11390045:btcusd:triple_med_gx:lsma55_100 | 11390045:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.4% |
| 3M | 2.91% | 31.76% |
| 6M | -12.98% | 12.25% |
| YTD | -8.66% | 17.02% |
| 1Y | -24.78% | 57.19% |
| 3Y (ann.) | -21.84% | 59.47% |
| 5Y (ann.) | -21.84% | 59.47% |
| Metric | 11390045:btcusd:triple_med_gx:lsma55_100 | 11390045:BTCUSD |
|---|---|---|
| Max Drawdown | -32.95% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -6.79% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.68 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -32.95 | 370 |
| 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 | 11390045:btcusd:triple_med_gx:lsma55_100 | 11390045:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.46% | 18.93% |
| Worst Week | -8.2% | -12.33% |
| Best Month | 4.52% | 37.42% |
| Worst Month | -8.2% | -17.69% |
| Best Year | -8.66% | 38.02% |
| Worst Year | -15.01% | 17.02% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 2.93% | 5.05% |
| Avg. Down Week | -2.8% | -4.14% |
| Avg. Up Month | 2.62% | 9.02% |
| Avg. Down Month | -3.68% | -7.82% |
| Win Days % | 42.57% | 51.9% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 32.26% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |