| Metric | 11393804:btcusd:triple_med_gx:lsma205_110 | 11393804:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -11.39% | 61.16% |
| Max Drawdown | -28.8% | -29.51% |
| Sharpe | -0.18 | 0.59 |
| Sortino | -0.26 | 0.85 |
| Payoff Ratio | 0.96 | 0.95 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | 1.05 | 1.07 |
| CPC Index | 0.43 | 0.54 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 31.53 | 3.03 |
| Outlier Loss Ratio | 3.48 | 3.42 |
| Volatility (ann.) | 12.1% | 25.19% |
| R^2 | 0.23 | 0.23 |
| Calmar | -0.39 | 2.0 |
| Skew | 0.46 | 0.21 |
| Kurtosis | 78.24 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.93% | 3.74% |
| Expected Yearly % | -5.87% | 26.95% |
| Kelly Criterion | -6.54% | 1.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.13% |
| Expected Shortfall (cVaR) | -1.05% | -2.13% |
| Year | 11393804:BTCUSD | 11393804:btcusd:triple_med_gx:lsma205_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.95 | -0.37 | - |
| 2025 | 16.76 | 2.98 | 0.18 | - |
| Metric | 11393804:btcusd:triple_med_gx:lsma205_110 | 11393804:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.73% | 31.46% |
| 6M | 2.98% | 12.77% |
| YTD | 2.98% | 16.76% |
| 1Y | -13.52% | 56.84% |
| 3Y (ann.) | -11.11% | 59.12% |
| 5Y (ann.) | -11.11% | 59.12% |
| Metric | 11393804:btcusd:triple_med_gx:lsma205_110 | 11393804:BTCUSD |
|---|---|---|
| Max Drawdown | -28.8% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.17% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.4 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -28.80 | 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 | 11393804:btcusd:triple_med_gx:lsma205_110 | 11393804:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.69% | 18.93% |
| Worst Week | -11.02% | -12.33% |
| Best Month | 12.87% | 37.42% |
| Worst Month | -15.3% | -17.69% |
| Best Year | 2.98% | 38.02% |
| Worst Year | -13.95% | 16.76% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.9% | -0.91% |
| Avg. Up Week | 3.07% | 5.07% |
| Avg. Down Week | -7.09% | -4.94% |
| Avg. Up Month | 7.05% | 25.77% |
| Avg. Down Month | -8.43% | -5.98% |
| Win Days % | 47.86% | 51.86% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |