| Metric | 11390801:btcusd:triple_med_gx:lsma245_100 | 11390801:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -16.01% | 61.52% |
| Max Drawdown | -24.52% | -29.51% |
| Sharpe | -0.29 | 0.59 |
| Sortino | -0.39 | 0.86 |
| Payoff Ratio | 0.94 | 0.91 |
| Profit Factor | 0.9 | 1.1 |
| Common Sense Ratio | 0.92 | 1.07 |
| CPC Index | 0.41 | 0.52 |
| Tail Ratio | 1.02 | 0.97 |
| Outlier Win Ratio | 27.15 | 3.06 |
| Outlier Loss Ratio | 3.55 | 3.46 |
| Volatility (ann.) | 12.18% | 25.2% |
| R^2 | 0.23 | 0.23 |
| Calmar | -0.64 | 2.02 |
| Skew | -0.52 | 0.21 |
| Kurtosis | 62.86 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.33% | 3.76% |
| Expected Yearly % | -8.35% | 27.09% |
| Kelly Criterion | -7.05% | -0.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.13% |
| Expected Shortfall (cVaR) | -1.06% | -2.13% |
| Year | 11390801:BTCUSD | 11390801:btcusd:triple_med_gx:lsma245_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.36 | -0.32 | - |
| 2025 | 17.02 | -4.16 | -0.24 | - |
| Metric | 11390801:btcusd:triple_med_gx:lsma245_100 | 11390801:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.88% | 31.76% |
| 6M | -4.16% | 12.25% |
| YTD | -4.16% | 17.02% |
| 1Y | -18.07% | 57.19% |
| 3Y (ann.) | -15.62% | 59.47% |
| 5Y (ann.) | -15.62% | 59.47% |
| Metric | 11390801:btcusd:triple_med_gx:lsma245_100 | 11390801:BTCUSD |
|---|---|---|
| Max Drawdown | -24.52% | -29.51% |
| Longest DD Days | 368.0 | 144.0 |
| Avg. Drawdown | -3.91% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.65 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -24.52 | 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 | 11390801:btcusd:triple_med_gx:lsma245_100 | 11390801:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 4.93% | 18.93% |
| Worst Week | -7.63% | -12.33% |
| Best Month | 6.1% | 37.42% |
| Worst Month | -13.97% | -17.69% |
| Best Year | -4.16% | 38.02% |
| Worst Year | -12.36% | 17.02% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 1.53% | 2.87% |
| Avg. Down Week | -3.33% | -5.25% |
| Avg. Up Month | 2.68% | 20.41% |
| Avg. Down Month | -6.13% | -9.88% |
| Win Days % | 48.05% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 45.83% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |