| Metric | 11391610:btcusd:triple_med_gx:lsma55_105 | 11391610:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -8.86% | 61.16% |
| Max Drawdown | -21.04% | -29.51% |
| Sharpe | -0.2 | 0.59 |
| Sortino | -0.27 | 0.85 |
| Payoff Ratio | 0.94 | 0.93 |
| Profit Factor | 0.92 | 1.1 |
| Common Sense Ratio | 1.0 | 1.07 |
| CPC Index | 0.42 | 0.53 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 40.93 | 3.13 |
| Outlier Loss Ratio | 3.52 | 3.12 |
| Volatility (ann.) | 9.03% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.41 | 2.0 |
| Skew | -1.07 | 0.21 |
| Kurtosis | 31.95 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.71% | 3.74% |
| Expected Yearly % | -4.53% | 26.95% |
| Kelly Criterion | -7.58% | -0.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11391610:BTCUSD | 11391610:btcusd:triple_med_gx:lsma55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.23 | -0.22 | - |
| 2025 | 16.76 | -0.69 | -0.04 | - |
| Metric | 11391610:btcusd:triple_med_gx:lsma55_105 | 11391610:BTCUSD |
|---|---|---|
| MTD | 4.07% | 4.16% |
| 3M | 1.02% | 31.46% |
| 6M | -3.27% | 12.77% |
| YTD | -0.69% | 16.76% |
| 1Y | -11.88% | 56.84% |
| 3Y (ann.) | -8.64% | 59.12% |
| 5Y (ann.) | -8.64% | 59.12% |
| Metric | 11391610:btcusd:triple_med_gx:lsma55_105 | 11391610:BTCUSD |
|---|---|---|
| Max Drawdown | -21.04% | -29.51% |
| Longest DD Days | 356.0 | 144.0 |
| Avg. Drawdown | -3.92% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.42 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -21.04 | 356 |
| 2024-06-05 | 2024-06-20 | -1.48 | 14 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11391610:btcusd:triple_med_gx:lsma55_105 | 11391610:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.56% | 18.93% |
| Worst Week | -7.95% | -12.33% |
| Best Month | 4.07% | 37.42% |
| Worst Month | -6.34% | -17.69% |
| Best Year | -0.69% | 38.02% |
| Worst Year | -8.23% | 16.76% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 2.01% | 4.48% |
| Avg. Down Week | -3.26% | -3.39% |
| Avg. Up Month | 3.51% | 8.72% |
| Avg. Down Month | -1.29% | -6.06% |
| Win Days % | 47.79% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 48.28% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |