| Metric | 11393801:btcusd:triple_med_gx:lsma190_110 | 11393801:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -15.93% | 61.16% |
| Max Drawdown | -32.11% | -29.51% |
| Sharpe | -0.31 | 0.59 |
| Sortino | -0.43 | 0.85 |
| Payoff Ratio | 0.91 | 0.9 |
| Profit Factor | 0.87 | 1.1 |
| Common Sense Ratio | 0.81 | 1.07 |
| CPC Index | 0.37 | 0.51 |
| Tail Ratio | 0.93 | 0.98 |
| Outlier Win Ratio | 35.65 | 2.92 |
| Outlier Loss Ratio | 3.48 | 3.4 |
| Volatility (ann.) | 11.34% | 25.19% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.48 | 2.0 |
| Skew | -0.22 | 0.21 |
| Kurtosis | 92.39 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.33% | 3.74% |
| Expected Yearly % | -8.31% | 26.95% |
| Kelly Criterion | -10.69% | -1.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.13% |
| Expected Shortfall (cVaR) | -0.99% | -2.13% |
| Year | 11393801:BTCUSD | 11393801:btcusd:triple_med_gx:lsma190_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -16.84 | -0.44 | - |
| 2025 | 16.76 | 1.09 | 0.07 | - |
| Metric | 11393801:btcusd:triple_med_gx:lsma190_110 | 11393801:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.13% | 31.46% |
| 6M | 1.09% | 12.77% |
| YTD | 1.09% | 16.76% |
| 1Y | -17.7% | 56.84% |
| 3Y (ann.) | -15.54% | 59.12% |
| 5Y (ann.) | -15.54% | 59.12% |
| Metric | 11393801:btcusd:triple_med_gx:lsma190_110 | 11393801:BTCUSD |
|---|---|---|
| Max Drawdown | -32.11% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.72% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.5 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -32.11 | 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 | 11393801:btcusd:triple_med_gx:lsma190_110 | 11393801:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.69% | 18.93% |
| Worst Week | -16.55% | -12.33% |
| Best Month | 12.87% | 37.42% |
| Worst Month | -20.57% | -17.69% |
| Best Year | 1.09% | 38.02% |
| Worst Year | -16.84% | 16.76% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.91% | -0.92% |
| Avg. Up Week | 3.33% | 5.82% |
| Avg. Down Week | -7.13% | -4.93% |
| Avg. Up Month | 7.37% | 24.15% |
| Avg. Down Month | -10.4% | -5.98% |
| Win Days % | 47.24% | 51.86% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |