| Metric | 11392358:btcusd:triple_med_gx:lsma175_105 | 11392358:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -24.68% | 61.16% |
| Max Drawdown | -29.14% | -29.51% |
| Sharpe | -0.59 | 0.59 |
| Sortino | -0.77 | 0.85 |
| Payoff Ratio | 0.82 | 0.82 |
| Profit Factor | 0.77 | 1.1 |
| Common Sense Ratio | 0.72 | 1.07 |
| CPC Index | 0.29 | 0.46 |
| Tail Ratio | 0.93 | 0.98 |
| Outlier Win Ratio | 38.81 | 2.78 |
| Outlier Loss Ratio | 3.42 | 3.33 |
| Volatility (ann.) | 10.74% | 25.19% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.83 | 2.0 |
| Skew | -1.27 | 0.21 |
| Kurtosis | 98.57 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.16% | 3.74% |
| Expected Yearly % | -13.22% | 26.95% |
| Kelly Criterion | -18.69% | -7.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.13% |
| Expected Shortfall (cVaR) | -0.94% | -2.13% |
| Year | 11392358:BTCUSD | 11392358:btcusd:triple_med_gx:lsma175_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.59 | -0.33 | - |
| 2025 | 16.76 | -13.84 | -0.83 | - |
| Metric | 11392358:btcusd:triple_med_gx:lsma175_105 | 11392358:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -11.97% | 31.46% |
| 6M | -13.84% | 12.77% |
| YTD | -13.84% | 16.76% |
| 1Y | -25.06% | 56.84% |
| 3Y (ann.) | -24.11% | 59.12% |
| 5Y (ann.) | -24.11% | 59.12% |
| Metric | 11392358:btcusd:triple_med_gx:lsma175_105 | 11392358:BTCUSD |
|---|---|---|
| Max Drawdown | -29.14% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.22% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.85 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -29.14 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 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 | 11392358:btcusd:triple_med_gx:lsma175_105 | 11392358:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.85% | 18.93% |
| Worst Week | -11.02% | -12.33% |
| Best Month | 11.62% | 37.42% |
| Worst Month | -17.2% | -17.69% |
| Best Year | -12.59% | 38.02% |
| Worst Year | -13.84% | 16.76% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.91% | -0.93% |
| Avg. Up Week | 3.53% | 6.02% |
| Avg. Down Week | -5.39% | -4.42% |
| Avg. Up Month | 7.98% | 24.15% |
| Avg. Down Month | -6.38% | -4.68% |
| Win Days % | 46.59% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |