| Metric | 11391501:btcusd:triple_med_gx:lsma65_105 | 11391501:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -18.25% | 61.16% |
| Max Drawdown | -27.99% | -29.51% |
| Sharpe | -0.66 | 0.59 |
| Sortino | -0.83 | 0.85 |
| Payoff Ratio | 0.97 | 0.95 |
| Profit Factor | 0.76 | 1.1 |
| Common Sense Ratio | 0.64 | 1.07 |
| CPC Index | 0.31 | 0.54 |
| Tail Ratio | 0.84 | 0.98 |
| Outlier Win Ratio | 55.96 | 2.75 |
| Outlier Loss Ratio | 3.79 | 2.99 |
| Volatility (ann.) | 7.05% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.64 | 2.0 |
| Skew | -2.11 | 0.21 |
| Kurtosis | 38.46 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.54% | 3.74% |
| Expected Yearly % | -9.58% | 26.95% |
| Kelly Criterion | -16.6% | 1.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11391501:BTCUSD | 11391501:btcusd:triple_med_gx:lsma65_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.30 | -0.35 | - |
| 2025 | 16.76 | -5.70 | -0.34 | - |
| Metric | 11391501:btcusd:triple_med_gx:lsma65_105 | 11391501:BTCUSD |
|---|---|---|
| MTD | 4.92% | 4.16% |
| 3M | 0.55% | 31.46% |
| 6M | -8.07% | 12.77% |
| YTD | -5.7% | 16.76% |
| 1Y | -20.78% | 56.84% |
| 3Y (ann.) | -17.81% | 59.12% |
| 5Y (ann.) | -17.81% | 59.12% |
| Metric | 11391501:btcusd:triple_med_gx:lsma65_105 | 11391501:BTCUSD |
|---|---|---|
| Max Drawdown | -27.99% | -29.51% |
| Longest DD Days | 356.0 | 144.0 |
| Avg. Drawdown | -4.9% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.65 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -27.99 | 356 |
| 2024-06-05 | 2024-06-20 | -1.08 | 14 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11391501:btcusd:triple_med_gx:lsma65_105 | 11391501:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.46% | 18.93% |
| Worst Week | -6.19% | -12.33% |
| Best Month | 4.92% | 37.42% |
| Worst Month | -7.14% | -17.69% |
| Best Year | -5.7% | 38.02% |
| Worst Year | -13.3% | 16.76% |
| Avg. Up Day | 0.7% | 0.72% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 2.4% | 6.36% |
| Avg. Down Week | -2.46% | -3.32% |
| Avg. Up Month | 2.12% | 8.64% |
| Avg. Down Month | -4.53% | -7.82% |
| Win Days % | 42.57% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |