| Metric | 11392383:btcusd:triple_med_gx:lsma285_105 | 11392383:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -12.29% | 61.16% |
| Max Drawdown | -29.58% | -29.51% |
| Sharpe | -0.17 | 0.59 |
| Sortino | -0.25 | 0.85 |
| Payoff Ratio | 0.99 | 0.98 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 0.87 | 1.07 |
| CPC Index | 0.44 | 0.56 |
| Tail Ratio | 0.93 | 0.98 |
| Outlier Win Ratio | 25.66 | 3.4 |
| Outlier Loss Ratio | 3.62 | 3.47 |
| Volatility (ann.) | 13.35% | 25.19% |
| R^2 | 0.28 | 0.28 |
| Calmar | -0.41 | 2.0 |
| Skew | 0.57 | 0.21 |
| Kurtosis | 55.15 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.0% | 3.74% |
| Expected Yearly % | -6.35% | 26.95% |
| Kelly Criterion | -5.6% | 2.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.13% |
| Expected Shortfall (cVaR) | -1.16% | -2.13% |
| Year | 11392383:BTCUSD | 11392383:btcusd:triple_med_gx:lsma285_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.27 | -0.09 | - |
| 2025 | 16.76 | -9.33 | -0.56 | - |
| Metric | 11392383:btcusd:triple_med_gx:lsma285_105 | 11392383:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.16% |
| 3M | -6.61% | 31.46% |
| 6M | -9.33% | 12.77% |
| YTD | -9.33% | 16.76% |
| 1Y | -13.18% | 56.84% |
| 3Y (ann.) | -11.98% | 59.12% |
| 5Y (ann.) | -11.98% | 59.12% |
| Metric | 11392383:btcusd:triple_med_gx:lsma285_105 | 11392383:BTCUSD |
|---|---|---|
| Max Drawdown | -29.58% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.3% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.42 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -29.58 | 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 | 11392383:btcusd:triple_med_gx:lsma285_105 | 11392383: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 | -13.3% | -17.69% |
| Best Year | -3.27% | 38.02% |
| Worst Year | -9.33% | 16.76% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.88% | -0.89% |
| Avg. Up Week | 2.55% | 3.9% |
| Avg. Down Week | -3.97% | -4.27% |
| Avg. Up Month | 9.22% | 24.15% |
| Avg. Down Month | -5.87% | -6.06% |
| Win Days % | 47.58% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 46.43% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |