| Metric | 11391386:btcusd:triple_med_gx:lsma50_105 | 11391386:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -6.85% | 61.16% |
| Max Drawdown | -20.44% | -29.51% |
| Sharpe | -0.11 | 0.59 |
| Sortino | -0.17 | 0.85 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | 1.08 | 1.07 |
| CPC Index | 0.47 | 0.66 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 33.98 | 3.0 |
| Outlier Loss Ratio | 3.84 | 3.12 |
| Volatility (ann.) | 10.43% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.33 | 2.0 |
| Skew | 2.52 | 0.21 |
| Kurtosis | 77.61 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.54% | 3.74% |
| Expected Yearly % | -3.49% | 26.95% |
| Kelly Criterion | -7.34% | 10.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.13% |
| Expected Shortfall (cVaR) | -0.9% | -2.13% |
| Year | 11391386:BTCUSD | 11391386:btcusd:triple_med_gx:lsma50_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.03 | -0.21 | - |
| 2025 | 16.76 | 1.28 | 0.08 | - |
| Metric | 11391386:btcusd:triple_med_gx:lsma50_105 | 11391386:BTCUSD |
|---|---|---|
| MTD | -1.21% | 4.16% |
| 3M | -4.98% | 31.46% |
| 6M | -3.73% | 12.77% |
| YTD | 1.28% | 16.76% |
| 1Y | -11.64% | 56.84% |
| 3Y (ann.) | -6.68% | 59.12% |
| 5Y (ann.) | -6.68% | 59.12% |
| Metric | 11391386:btcusd:triple_med_gx:lsma50_105 | 11391386:BTCUSD |
|---|---|---|
| Max Drawdown | -20.44% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -4.49% | -4.82% |
| Avg. Drawdown Days | 51.0 | 14.0 |
| Recovery Factor | -0.34 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -20.44 | 306 |
| 2024-06-16 | 2024-08-08 | -9.24 | 53 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11391386:btcusd:triple_med_gx:lsma50_105 | 11391386:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 9.62% | 18.93% |
| Worst Week | -9.29% | -12.33% |
| Best Month | 9.62% | 37.42% |
| Worst Month | -10.19% | -17.69% |
| Best Year | 1.28% | 38.02% |
| Worst Year | -8.03% | 16.76% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 2.67% | 5.13% |
| Avg. Down Week | -3.8% | -3.86% |
| Avg. Up Month | 3.75% | 11.0% |
| Avg. Down Month | -1.21% | -10.46% |
| Win Days % | 42.44% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |