| Metric | 11393866:btcusd:triple_med_gx:lsma240_110 | 11393866:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -10.07% | 61.16% |
| Max Drawdown | -25.73% | -29.51% |
| Sharpe | -0.17 | 0.59 |
| Sortino | -0.23 | 0.85 |
| Payoff Ratio | 0.92 | 0.9 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.42 | 0.51 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 31.16 | 3.0 |
| Outlier Loss Ratio | 3.49 | 3.4 |
| Volatility (ann.) | 11.51% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.38 | 2.0 |
| Skew | -0.6 | 0.21 |
| Kurtosis | 77.98 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.81% | 3.74% |
| Expected Yearly % | -5.17% | 26.95% |
| Kelly Criterion | -5.76% | -1.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.13% |
| Expected Shortfall (cVaR) | -1.0% | -2.13% |
| Year | 11393866:BTCUSD | 11393866:btcusd:triple_med_gx:lsma240_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.67 | -0.33 | - |
| 2025 | 16.76 | 2.97 | 0.18 | - |
| Metric | 11393866:btcusd:triple_med_gx:lsma240_110 | 11393866:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.83% | 31.46% |
| 6M | 2.97% | 12.77% |
| YTD | 2.97% | 16.76% |
| 1Y | -10.21% | 56.84% |
| 3Y (ann.) | -9.82% | 59.12% |
| 5Y (ann.) | -9.82% | 59.12% |
| Metric | 11393866:btcusd:triple_med_gx:lsma240_110 | 11393866:BTCUSD |
|---|---|---|
| Max Drawdown | -25.73% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.59% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.39 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -25.73 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393866:btcusd:triple_med_gx:lsma240_110 | 11393866:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 4.53% | 18.93% |
| Worst Week | -7.63% | -12.33% |
| Best Month | 4.93% | 37.42% |
| Worst Month | -13.14% | -17.69% |
| Best Year | 2.97% | 38.02% |
| Worst Year | -12.67% | 16.76% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 1.17% | 6.3% |
| Avg. Down Week | -2.95% | -5.4% |
| Avg. Up Month | 2.83% | 19.63% |
| Avg. Down Month | -5.5% | -6.43% |
| Win Days % | 49.31% | 51.86% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |