| Metric | 11392350:btcusd:triple_med_gx:lsma135_105 | 11392350:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -22.97% | 61.16% |
| Max Drawdown | -26.04% | -29.51% |
| Sharpe | -0.76 | 0.59 |
| Sortino | -0.96 | 0.85 |
| Payoff Ratio | 0.83 | 0.81 |
| Profit Factor | 0.72 | 1.1 |
| Common Sense Ratio | 0.63 | 1.07 |
| CPC Index | 0.26 | 0.46 |
| Tail Ratio | 0.88 | 0.98 |
| Outlier Win Ratio | 51.27 | 2.69 |
| Outlier Loss Ratio | 3.45 | 3.08 |
| Volatility (ann.) | 7.93% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.86 | 2.0 |
| Skew | -1.66 | 0.21 |
| Kurtosis | 52.23 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.99% | 3.74% |
| Expected Yearly % | -12.23% | 26.95% |
| Kelly Criterion | -24.96% | -7.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.13% |
| Expected Shortfall (cVaR) | -0.7% | -2.13% |
| Year | 11392350:BTCUSD | 11392350:btcusd:triple_med_gx:lsma135_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.43 | -0.27 | - |
| 2025 | 16.76 | -14.00 | -0.84 | - |
| Metric | 11392350:btcusd:triple_med_gx:lsma135_105 | 11392350:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -10.84% | 31.46% |
| 6M | -15.85% | 12.77% |
| YTD | -14.0% | 16.76% |
| 1Y | -25.38% | 56.84% |
| 3Y (ann.) | -22.43% | 59.12% |
| 5Y (ann.) | -22.43% | 59.12% |
| Metric | 11392350:btcusd:triple_med_gx:lsma135_105 | 11392350:BTCUSD |
|---|---|---|
| Max Drawdown | -26.04% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -5.4% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.88 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -26.04 | 370 |
| 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 | 11392350:btcusd:triple_med_gx:lsma135_105 | 11392350:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 3.75% | 18.93% |
| Worst Week | -8.62% | -12.33% |
| Best Month | 4.29% | 37.42% |
| Worst Month | -8.12% | -17.69% |
| Best Year | -10.43% | 38.02% |
| Worst Year | -14.0% | 16.76% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 1.81% | 4.47% |
| Avg. Down Week | -2.86% | -4.63% |
| Avg. Up Month | 2.7% | 24.15% |
| Avg. Down Month | -3.55% | -4.68% |
| Win Days % | 43.35% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 28.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |