| Metric | 11392312:btcusd:triple_med_gx:lsma220_105 | 11392312:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -11.28% | 61.16% |
| Max Drawdown | -29.26% | -29.51% |
| Sharpe | -0.17 | 0.59 |
| Sortino | -0.24 | 0.85 |
| Payoff Ratio | 0.96 | 0.91 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 0.89 | 1.07 |
| CPC Index | 0.44 | 0.52 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 27.61 | 3.11 |
| Outlier Loss Ratio | 3.51 | 3.46 |
| Volatility (ann.) | 12.61% | 25.19% |
| R^2 | 0.25 | 0.25 |
| Calmar | -0.38 | 2.0 |
| Skew | 0.52 | 0.21 |
| Kurtosis | 67.68 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.92% | 3.74% |
| Expected Yearly % | -5.81% | 26.95% |
| Kelly Criterion | -4.22% | -0.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.13% |
| Expected Shortfall (cVaR) | -1.09% | -2.13% |
| Year | 11392312:BTCUSD | 11392312:btcusd:triple_med_gx:lsma220_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -14.63 | -0.38 | - |
| 2025 | 16.76 | 3.92 | 0.23 | - |
| Metric | 11392312:btcusd:triple_med_gx:lsma220_105 | 11392312:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.84% | 31.46% |
| 6M | 3.92% | 12.77% |
| YTD | 3.92% | 16.76% |
| 1Y | -13.38% | 56.84% |
| 3Y (ann.) | -11.0% | 59.12% |
| 5Y (ann.) | -11.0% | 59.12% |
| Metric | 11392312:btcusd:triple_med_gx:lsma220_105 | 11392312:BTCUSD |
|---|---|---|
| Max Drawdown | -29.26% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.24% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.39 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -29.26 | 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 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392312:btcusd:triple_med_gx:lsma220_105 | 11392312:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.19% | 18.93% |
| Worst Week | -10.24% | -12.33% |
| Best Month | 13.39% | 37.42% |
| Worst Month | -15.42% | -17.69% |
| Best Year | 3.92% | 38.02% |
| Worst Year | -14.63% | 16.76% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.88% | -0.93% |
| Avg. Up Week | 2.62% | 5.31% |
| Avg. Down Week | -3.26% | -5.47% |
| Avg. Up Month | 5.53% | 20.41% |
| Avg. Down Month | -4.52% | -9.25% |
| Win Days % | 48.92% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 41.67% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |