| Metric | 11393277:btcusd:triple_med_gx:lsma55_110 | 11393277:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -0.51% | 61.16% |
| Max Drawdown | -20.31% | -29.51% |
| Sharpe | 0.04 | 0.59 |
| Sortino | 0.05 | 0.85 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 1.5 | 1.07 |
| CPC Index | 0.51 | 0.61 |
| Tail Ratio | 1.48 | 0.98 |
| Outlier Win Ratio | 34.35 | 3.09 |
| Outlier Loss Ratio | 3.89 | 3.18 |
| Volatility (ann.) | 9.89% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.02 | 2.0 |
| Skew | 1.71 | 0.21 |
| Kurtosis | 54.12 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.04% | 3.74% |
| Expected Yearly % | -0.25% | 26.95% |
| Kelly Criterion | -3.49% | 7.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.13% |
| Expected Shortfall (cVaR) | -0.85% | -2.13% |
| Year | 11393277:BTCUSD | 11393277:btcusd:triple_med_gx:lsma55_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.98 | -0.31 | - |
| 2025 | 16.76 | 13.03 | 0.78 | - |
| Metric | 11393277:btcusd:triple_med_gx:lsma55_110 | 11393277:BTCUSD |
|---|---|---|
| MTD | 3.0% | 4.16% |
| 3M | 5.19% | 31.46% |
| 6M | 11.86% | 12.77% |
| YTD | 13.03% | 16.76% |
| 1Y | -2.85% | 56.84% |
| 3Y (ann.) | -0.49% | 59.12% |
| 5Y (ann.) | -0.49% | 59.12% |
| Metric | 11393277:btcusd:triple_med_gx:lsma55_110 | 11393277:BTCUSD |
|---|---|---|
| Max Drawdown | -20.31% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -3.75% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.02 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -20.31 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 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 | 11393277:btcusd:triple_med_gx:lsma55_110 | 11393277:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.98% | 18.93% |
| Worst Week | -6.72% | -12.33% |
| Best Month | 6.19% | 37.42% |
| Worst Month | -8.49% | -17.69% |
| Best Year | 13.03% | 38.02% |
| Worst Year | -11.98% | 16.76% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 2.62% | 5.25% |
| Avg. Down Week | -2.83% | -3.26% |
| Avg. Up Month | 2.62% | 7.72% |
| Avg. Down Month | -4.26% | -11.25% |
| Win Days % | 46.01% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |