| Metric | 11392253:btcusd:triple_med_gx:lsma210_105 | 11392253:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -18.29% | 61.16% |
| Max Drawdown | -31.66% | -29.51% |
| Sharpe | -0.33 | 0.59 |
| Sortino | -0.47 | 0.85 |
| Payoff Ratio | 0.99 | 0.97 |
| Profit Factor | 0.88 | 1.1 |
| Common Sense Ratio | 0.79 | 1.07 |
| CPC Index | 0.4 | 0.55 |
| Tail Ratio | 0.9 | 0.98 |
| Outlier Win Ratio | 29.39 | 3.06 |
| Outlier Loss Ratio | 3.59 | 3.46 |
| Volatility (ann.) | 12.41% | 25.19% |
| R^2 | 0.24 | 0.24 |
| Calmar | -0.56 | 2.0 |
| Skew | 0.45 | 0.21 |
| Kurtosis | 71.62 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.54% | 3.74% |
| Expected Yearly % | -9.61% | 26.95% |
| Kelly Criterion | -9.14% | 2.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.13% |
| Expected Shortfall (cVaR) | -1.08% | -2.13% |
| Year | 11392253:BTCUSD | 11392253:btcusd:triple_med_gx:lsma210_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -16.65 | -0.44 | - |
| 2025 | 16.76 | -1.97 | -0.12 | - |
| Metric | 11392253:btcusd:triple_med_gx:lsma210_105 | 11392253:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.39% | 31.46% |
| 6M | -1.97% | 12.77% |
| YTD | -1.97% | 16.76% |
| 1Y | -20.02% | 56.84% |
| 3Y (ann.) | -17.85% | 59.12% |
| 5Y (ann.) | -17.85% | 59.12% |
| Metric | 11392253:btcusd:triple_med_gx:lsma210_105 | 11392253:BTCUSD |
|---|---|---|
| Max Drawdown | -31.66% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.67% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.58 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -31.66 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.34 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392253:btcusd:triple_med_gx:lsma210_105 | 11392253:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.5% | 18.93% |
| Worst Week | -12.19% | -12.33% |
| Best Month | 14.69% | 37.42% |
| Worst Month | -18.22% | -17.69% |
| Best Year | -1.97% | 38.02% |
| Worst Year | -16.65% | 16.76% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 3.41% | 5.18% |
| Avg. Down Week | -4.43% | -5.56% |
| Avg. Up Month | 14.69% | 37.42% |
| Avg. Down Month | -7.3% | -9.88% |
| Win Days % | 45.78% | 51.86% |
| Win Month % | 27.27% | 61.54% |
| Win Week % | 38.1% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |