| Metric | 11393795:btcusd:triple_med_gx:lsma160_110 | 11393795:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -17.49% | 61.16% |
| Max Drawdown | -22.24% | -29.51% |
| Sharpe | -0.56 | 0.59 |
| Sortino | -0.72 | 0.85 |
| Payoff Ratio | 0.89 | 0.88 |
| Profit Factor | 0.76 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.3 | 0.5 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 59.71 | 2.74 |
| Outlier Loss Ratio | 3.18 | 3.02 |
| Volatility (ann.) | 7.76% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.77 | 2.0 |
| Skew | -2.33 | 0.21 |
| Kurtosis | 62.34 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.47% | 3.74% |
| Expected Yearly % | -9.16% | 26.95% |
| Kelly Criterion | -19.53% | -2.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.13% |
| Expected Shortfall (cVaR) | -0.68% | -2.13% |
| Year | 11393795:BTCUSD | 11393795:btcusd:triple_med_gx:lsma160_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.36 | -0.25 | - |
| 2025 | 16.76 | -8.97 | -0.53 | - |
| Metric | 11393795:btcusd:triple_med_gx:lsma160_110 | 11393795:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.46% | 31.46% |
| 6M | -8.97% | 12.77% |
| YTD | -8.97% | 16.76% |
| 1Y | -21.0% | 56.84% |
| 3Y (ann.) | -17.06% | 59.12% |
| 5Y (ann.) | -17.06% | 59.12% |
| Metric | 11393795:btcusd:triple_med_gx:lsma160_110 | 11393795:BTCUSD |
|---|---|---|
| Max Drawdown | -22.24% | -29.51% |
| Longest DD Days | 315.0 | 144.0 |
| Avg. Drawdown | -5.79% | -4.82% |
| Avg. Drawdown Days | 79.0 | 14.0 |
| Recovery Factor | -0.79 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-31 | 2025-06-11 | -22.24 | 315 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393795:btcusd:triple_med_gx:lsma160_110 | 11393795:BTCUSD |
|---|---|---|
| Best Day | 4.23% | 9.33% |
| Worst Day | -5.82% | -9.32% |
| Best Week | 4.45% | 18.93% |
| Worst Week | -8.73% | -12.33% |
| Best Month | 4.45% | 37.42% |
| Worst Month | -7.98% | -17.69% |
| Best Year | -8.97% | 38.02% |
| Worst Year | -9.36% | 16.76% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.91% | -0.94% |
| Avg. Up Week | 2.03% | 3.93% |
| Avg. Down Week | -5.95% | -6.42% |
| Avg. Up Month | 1.74% | 24.15% |
| Avg. Down Month | -5.27% | -13.21% |
| Win Days % | 43.83% | 51.86% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |