| Metric | 11392375:btcusd:triple_med_gx:lsma260_105 | 11392375:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -13.16% | 61.16% |
| Max Drawdown | -28.73% | -29.51% |
| Sharpe | -0.2 | 0.59 |
| Sortino | -0.29 | 0.85 |
| Payoff Ratio | 1.01 | 1.0 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | 0.78 | 1.07 |
| CPC Index | 0.44 | 0.57 |
| Tail Ratio | 0.83 | 0.98 |
| Outlier Win Ratio | 27.06 | 3.34 |
| Outlier Loss Ratio | 3.58 | 3.42 |
| Volatility (ann.) | 13.0% | 25.19% |
| R^2 | 0.26 | 0.26 |
| Calmar | -0.45 | 2.0 |
| Skew | 0.75 | 0.21 |
| Kurtosis | 60.14 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.08% | 3.74% |
| Expected Yearly % | -6.81% | 26.95% |
| Kelly Criterion | -6.23% | 3.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.13% |
| Expected Shortfall (cVaR) | -1.13% | -2.13% |
| Year | 11392375:BTCUSD | 11392375:btcusd:triple_med_gx:lsma260_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.79 | -0.07 | - |
| 2025 | 16.76 | -10.66 | -0.64 | - |
| Metric | 11392375:btcusd:triple_med_gx:lsma260_105 | 11392375:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -7.11% | 31.46% |
| 6M | -10.66% | 12.77% |
| YTD | -10.66% | 16.76% |
| 1Y | -14.04% | 56.84% |
| 3Y (ann.) | -12.83% | 59.12% |
| 5Y (ann.) | -12.83% | 59.12% |
| Metric | 11392375:btcusd:triple_med_gx:lsma260_105 | 11392375:BTCUSD |
|---|---|---|
| Max Drawdown | -28.73% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.15% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.46 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -28.73 | 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 | 11392375:btcusd:triple_med_gx:lsma260_105 | 11392375:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.85% | 18.93% |
| Worst Week | -8.62% | -12.33% |
| Best Month | 11.62% | 37.42% |
| Worst Month | -13.83% | -17.69% |
| Best Year | -2.79% | 38.02% |
| Worst Year | -10.66% | 16.76% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.88% | -0.89% |
| Avg. Up Week | 3.16% | 3.62% |
| Avg. Down Week | -3.92% | -4.27% |
| Avg. Up Month | 8.31% | 24.15% |
| Avg. Down Month | -5.67% | -6.06% |
| Win Days % | 46.7% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 41.67% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |