| Metric | 11390158:btcusd:triple_med_gx:lsma55_100 | 11390158:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 0.66% | 61.52% |
| Max Drawdown | -19.59% | -29.51% |
| Sharpe | 0.06 | 0.59 |
| Sortino | 0.09 | 0.86 |
| Payoff Ratio | 1.1 | 1.01 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | 1.51 | 1.07 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | 1.48 | 0.97 |
| Outlier Win Ratio | 41.19 | 3.16 |
| Outlier Loss Ratio | 3.88 | 3.11 |
| Volatility (ann.) | 8.91% | 25.2% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.03 | 2.02 |
| Skew | 0.18 | 0.21 |
| Kurtosis | 34.4 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.05% | 3.76% |
| Expected Yearly % | 0.33% | 27.09% |
| Kelly Criterion | -3.53% | 4.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.13% |
| Expected Shortfall (cVaR) | -0.77% | -2.13% |
| Year | 11390158:BTCUSD | 11390158:btcusd:triple_med_gx:lsma55_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.36 | -0.22 | - |
| 2025 | 17.02 | 9.85 | 0.58 | - |
| Metric | 11390158:btcusd:triple_med_gx:lsma55_100 | 11390158:BTCUSD |
|---|---|---|
| MTD | 4.65% | 4.4% |
| 3M | 0.31% | 31.76% |
| 6M | 12.41% | 12.25% |
| YTD | 9.85% | 17.02% |
| 1Y | -3.87% | 57.19% |
| 3Y (ann.) | 0.64% | 59.47% |
| 5Y (ann.) | 0.64% | 59.47% |
| Metric | 11390158:btcusd:triple_med_gx:lsma55_100 | 11390158:BTCUSD |
|---|---|---|
| Max Drawdown | -19.59% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -4.15% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | 0.03 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -19.59 | 370 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.34 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11390158:btcusd:triple_med_gx:lsma55_100 | 11390158:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.14% | 18.93% |
| Worst Week | -7.77% | -12.33% |
| Best Month | 10.14% | 37.42% |
| Worst Month | -7.53% | -17.69% |
| Best Year | 9.85% | 38.02% |
| Worst Year | -8.36% | 17.02% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.77% | -0.86% |
| Avg. Up Week | 2.4% | 4.73% |
| Avg. Down Week | -3.25% | -3.66% |
| Avg. Up Month | 2.98% | 9.02% |
| Avg. Down Month | -3.02% | -11.25% |
| Win Days % | 45.83% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |