| Metric | 11392349:btcusd:triple_med_gx:lsma125_105 | 11392349:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -29.95% | 61.16% |
| Max Drawdown | -32.61% | -29.51% |
| Sharpe | -1.12 | 0.59 |
| Sortino | -1.37 | 0.85 |
| Payoff Ratio | 0.82 | 0.81 |
| Profit Factor | 0.58 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.18 | 0.46 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 67.5 | 2.64 |
| Outlier Loss Ratio | 3.39 | 3.04 |
| Volatility (ann.) | 7.44% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.9 | 2.0 |
| Skew | -2.55 | 0.21 |
| Kurtosis | 64.57 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.7% | 3.74% |
| Expected Yearly % | -16.3% | 26.95% |
| Kelly Criterion | -37.67% | -7.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.13% |
| Expected Shortfall (cVaR) | -0.66% | -2.13% |
| Year | 11392349:BTCUSD | 11392349:btcusd:triple_med_gx:lsma125_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -14.30 | -0.38 | - |
| 2025 | 16.76 | -18.25 | -1.09 | - |
| Metric | 11392349:btcusd:triple_med_gx:lsma125_105 | 11392349:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -15.78% | 31.46% |
| 6M | -22.14% | 12.77% |
| YTD | -18.25% | 16.76% |
| 1Y | -32.61% | 56.84% |
| 3Y (ann.) | -29.28% | 59.12% |
| 5Y (ann.) | -29.28% | 59.12% |
| Metric | 11392349:btcusd:triple_med_gx:lsma125_105 | 11392349:BTCUSD |
|---|---|---|
| Max Drawdown | -32.61% | -29.51% |
| Longest DD Days | 339.0 | 144.0 |
| Avg. Drawdown | -6.72% | -4.82% |
| Avg. Drawdown Days | 68.0 | 14.0 |
| Recovery Factor | -0.92 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-06 | 2025-06-11 | -32.61 | 339 |
| 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 | 11392349:btcusd:triple_med_gx:lsma125_105 | 11392349:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 3.96% | 18.93% |
| Worst Week | -8.62% | -12.33% |
| Best Month | 3.96% | 37.42% |
| Worst Month | -9.25% | -17.69% |
| Best Year | -14.3% | 38.02% |
| Worst Year | -18.25% | 16.76% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.91% | -0.95% |
| Avg. Up Week | 1.77% | 4.16% |
| Avg. Down Week | -3.35% | -5.06% |
| Avg. Up Month | 1.91% | 24.15% |
| Avg. Down Month | -5.77% | -5.98% |
| Win Days % | 38.01% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 32.0% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |