| Metric | 11392941:btcusd:triple_med_gx:lsma55_110 | 11392941:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -4.88% | 61.16% |
| Max Drawdown | -20.65% | -29.51% |
| Sharpe | -0.07 | 0.59 |
| Sortino | -0.11 | 0.85 |
| Payoff Ratio | 1.2 | 1.14 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | 1.09 | 1.07 |
| CPC Index | 0.5 | 0.65 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 34.81 | 3.03 |
| Outlier Loss Ratio | 4.1 | 3.09 |
| Volatility (ann.) | 10.0% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.23 | 2.0 |
| Skew | 3.58 | 0.21 |
| Kurtosis | 85.58 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.38% | 3.74% |
| Expected Yearly % | -2.47% | 26.95% |
| Kelly Criterion | -5.35% | 9.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.13% |
| Expected Shortfall (cVaR) | -0.86% | -2.13% |
| Year | 11392941:BTCUSD | 11392941:btcusd:triple_med_gx:lsma55_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.02 | -0.34 | - |
| 2025 | 16.76 | 9.36 | 0.56 | - |
| Metric | 11392941:btcusd:triple_med_gx:lsma55_110 | 11392941:BTCUSD |
|---|---|---|
| MTD | -1.17% | 4.16% |
| 3M | 1.11% | 31.46% |
| 6M | 2.12% | 12.77% |
| YTD | 9.36% | 16.76% |
| 1Y | -8.1% | 56.84% |
| 3Y (ann.) | -4.76% | 59.12% |
| 5Y (ann.) | -4.76% | 59.12% |
| Metric | 11392941:btcusd:triple_med_gx:lsma55_110 | 11392941:BTCUSD |
|---|---|---|
| Max Drawdown | -20.65% | -29.51% |
| Longest DD Days | 368.0 | 144.0 |
| Avg. Drawdown | -4.33% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.24 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -20.65 | 368 |
| 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 | 11392941:btcusd:triple_med_gx:lsma55_110 | 11392941:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 11.93% | 18.93% |
| Worst Week | -8.87% | -12.33% |
| Best Month | 11.93% | 37.42% |
| Worst Month | -6.41% | -17.69% |
| Best Year | 9.36% | 38.02% |
| Worst Year | -13.02% | 16.76% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.72% | -0.78% |
| Avg. Up Week | 2.9% | 4.93% |
| Avg. Down Week | -3.36% | -4.38% |
| Avg. Up Month | 3.79% | 7.1% |
| Avg. Down Month | -4.39% | -9.42% |
| Win Days % | 42.55% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 45.16% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |