| Metric | 11392327:btcusd:triple_med_gx:lsma20_105 | 11392327:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | -6.31% | 61.16% |
| Max Drawdown | -37.82% | -29.51% |
| Sharpe | -0.01 | 0.59 |
| Sortino | -0.02 | 0.85 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 0.92 | 1.07 |
| CPC Index | 0.5 | 0.6 |
| Tail Ratio | 0.92 | 0.98 |
| Outlier Win Ratio | 17.94 | 3.79 |
| Outlier Loss Ratio | 3.71 | 3.6 |
| Volatility (ann.) | 16.5% | 25.19% |
| R^2 | 0.43 | 0.43 |
| Calmar | -0.16 | 2.0 |
| Skew | 0.83 | 0.21 |
| Kurtosis | 36.44 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.5% | 3.74% |
| Expected Yearly % | -3.2% | 26.95% |
| Kelly Criterion | -2.69% | 5.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.13% |
| Expected Shortfall (cVaR) | -1.42% | -2.13% |
| Year | 11392327:BTCUSD | 11392327:btcusd:triple_med_gx:lsma20_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.93 | -0.34 | - |
| 2025 | 16.76 | 7.61 | 0.45 | - |
| Metric | 11392327:btcusd:triple_med_gx:lsma20_105 | 11392327:BTCUSD |
|---|---|---|
| MTD | 2.77% | 4.16% |
| 3M | -7.49% | 31.46% |
| 6M | 6.58% | 12.77% |
| YTD | 7.61% | 16.76% |
| 1Y | -9.79% | 56.84% |
| 3Y (ann.) | -6.14% | 59.12% |
| 5Y (ann.) | -6.14% | 59.12% |
| Metric | 11392327:btcusd:triple_med_gx:lsma20_105 | 11392327:BTCUSD |
|---|---|---|
| Max Drawdown | -37.82% | -29.51% |
| Longest DD Days | 365.0 | 144.0 |
| Avg. Drawdown | -5.64% | -4.82% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | -0.17 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-06-11 | -37.82 | 365 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-08 | 2024-06-09 | -0.39 | 1 |
| 2024-06-09 | 2024-06-10 | -0.30 | 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 | 11392327:btcusd:triple_med_gx:lsma20_105 | 11392327:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.49% | 18.93% |
| Worst Week | -8.62% | -12.33% |
| Best Month | 9.14% | 37.42% |
| Worst Month | -10.14% | -17.69% |
| Best Year | 7.61% | 38.02% |
| Worst Year | -12.93% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 3.18% | 4.73% |
| Avg. Down Week | -3.24% | -4.49% |
| Avg. Up Month | 5.77% | 17.49% |
| Avg. Down Month | -9.54% | -8.04% |
| Win Days % | 46.89% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 48.65% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |