| Metric | 11390797:btcusd:triple_med_gx:lsma225_100 | 11390797:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -18.07% | 61.52% |
| Max Drawdown | -32.31% | -29.51% |
| Sharpe | -0.31 | 0.59 |
| Sortino | -0.44 | 0.86 |
| Payoff Ratio | 0.95 | 0.93 |
| Profit Factor | 0.89 | 1.1 |
| Common Sense Ratio | 0.82 | 1.07 |
| CPC Index | 0.4 | 0.53 |
| Tail Ratio | 0.91 | 0.97 |
| Outlier Win Ratio | 26.0 | 3.11 |
| Outlier Loss Ratio | 3.52 | 3.46 |
| Volatility (ann.) | 12.88% | 25.2% |
| R^2 | 0.26 | 0.26 |
| Calmar | -0.55 | 2.02 |
| Skew | 0.44 | 0.21 |
| Kurtosis | 62.06 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.52% | 3.76% |
| Expected Yearly % | -9.49% | 27.09% |
| Kelly Criterion | -7.85% | 0.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.13% |
| Expected Shortfall (cVaR) | -1.12% | -2.13% |
| Year | 11390797:BTCUSD | 11390797:btcusd:triple_med_gx:lsma225_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -16.88 | -0.44 | - |
| 2025 | 17.02 | -1.44 | -0.08 | - |
| Metric | 11390797:btcusd:triple_med_gx:lsma225_100 | 11390797:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.39% | 31.76% |
| 6M | -1.44% | 12.25% |
| YTD | -1.44% | 17.02% |
| 1Y | -20.08% | 57.19% |
| 3Y (ann.) | -17.64% | 59.47% |
| 5Y (ann.) | -17.64% | 59.47% |
| Metric | 11390797:btcusd:triple_med_gx:lsma225_100 | 11390797:BTCUSD |
|---|---|---|
| Max Drawdown | -32.31% | -29.51% |
| Longest DD Days | 368.0 | 144.0 |
| Avg. Drawdown | -5.03% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.56 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -32.31 | 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 | 11390797:btcusd:triple_med_gx:lsma225_100 | 11390797:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.65% | 18.93% |
| Worst Week | -8.36% | -12.33% |
| Best Month | 13.85% | 37.42% |
| Worst Month | -14.45% | -17.69% |
| Best Year | -1.44% | 38.02% |
| Worst Year | -16.88% | 17.02% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 2.28% | 4.69% |
| Avg. Down Week | -4.01% | -5.21% |
| Avg. Up Month | 5.78% | 20.41% |
| Avg. Down Month | -5.21% | -9.25% |
| Win Days % | 47.4% | 51.9% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 46.15% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |