| Metric | 11390794:btcusd:triple_med_gx:lsma210_100 | 11390794:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -11.45% | 61.52% |
| Max Drawdown | -28.77% | -29.51% |
| Sharpe | -0.17 | 0.59 |
| Sortino | -0.24 | 0.86 |
| Payoff Ratio | 0.97 | 0.94 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 0.92 | 1.07 |
| CPC Index | 0.44 | 0.54 |
| Tail Ratio | 0.98 | 0.97 |
| Outlier Win Ratio | 26.38 | 3.09 |
| Outlier Loss Ratio | 3.58 | 3.46 |
| Volatility (ann.) | 12.67% | 25.2% |
| R^2 | 0.25 | 0.25 |
| Calmar | -0.39 | 2.02 |
| Skew | 0.47 | 0.21 |
| Kurtosis | 66.07 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.93% | 3.76% |
| Expected Yearly % | -5.9% | 27.09% |
| Kelly Criterion | -5.37% | 0.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.13% |
| Expected Shortfall (cVaR) | -1.1% | -2.13% |
| Year | 11390794:BTCUSD | 11390794:btcusd:triple_med_gx:lsma210_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.33 | -0.35 | - |
| 2025 | 17.02 | 2.17 | 0.13 | - |
| Metric | 11390794:btcusd:triple_med_gx:lsma210_100 | 11390794:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.68% | 31.76% |
| 6M | 2.17% | 12.25% |
| YTD | 2.17% | 17.02% |
| 1Y | -14.12% | 57.19% |
| 3Y (ann.) | -11.16% | 59.47% |
| 5Y (ann.) | -11.16% | 59.47% |
| Metric | 11390794:btcusd:triple_med_gx:lsma210_100 | 11390794:BTCUSD |
|---|---|---|
| Max Drawdown | -28.77% | -29.51% |
| Longest DD Days | 368.0 | 144.0 |
| Avg. Drawdown | -4.52% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.4 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -28.77 | 368 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11390794:btcusd:triple_med_gx:lsma210_100 | 11390794:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.65% | 18.93% |
| Worst Week | -9.03% | -12.33% |
| Best Month | 13.85% | 37.42% |
| Worst Month | -15.28% | -17.69% |
| Best Year | 2.17% | 38.02% |
| Worst Year | -13.33% | 17.02% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 2.73% | 5.12% |
| Avg. Down Week | -4.17% | -5.56% |
| Avg. Up Month | 8.52% | 23.56% |
| Avg. Down Month | -6.21% | -9.88% |
| Win Days % | 48.21% | 51.9% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 48.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |