| Metric | 11393931:btcusd:triple_med_gx:lsma280_110 | 11393931:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -5.17% | 61.16% |
| Max Drawdown | -26.21% | -29.51% |
| Sharpe | -0.03 | 0.59 |
| Sortino | -0.05 | 0.85 |
| Payoff Ratio | 0.97 | 0.96 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | 0.95 | 1.07 |
| CPC Index | 0.48 | 0.55 |
| Tail Ratio | 0.96 | 0.98 |
| Outlier Win Ratio | 27.21 | 3.45 |
| Outlier Loss Ratio | 3.41 | 3.47 |
| Volatility (ann.) | 13.22% | 25.19% |
| R^2 | 0.28 | 0.28 |
| Calmar | -0.19 | 2.0 |
| Skew | 0.53 | 0.21 |
| Kurtosis | 56.78 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.41% | 3.74% |
| Expected Yearly % | -2.62% | 26.95% |
| Kelly Criterion | -1.78% | 1.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.13% |
| Expected Shortfall (cVaR) | -1.14% | -2.13% |
| Year | 11393931:BTCUSD | 11393931:btcusd:triple_med_gx:lsma280_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.90 | 0.08 | - |
| 2025 | 16.76 | -7.84 | -0.47 | - |
| Metric | 11393931:btcusd:triple_med_gx:lsma280_110 | 11393931:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.1% | 31.46% |
| 6M | -7.84% | 12.77% |
| YTD | -7.84% | 16.76% |
| 1Y | -5.96% | 56.84% |
| 3Y (ann.) | -5.03% | 59.12% |
| 5Y (ann.) | -5.03% | 59.12% |
| Metric | 11393931:btcusd:triple_med_gx:lsma280_110 | 11393931:BTCUSD |
|---|---|---|
| Max Drawdown | -26.21% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -6.67% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.2 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -26.21 | 180 |
| 2024-12-05 | 2025-06-11 | -18.94 | 188 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11393931:btcusd:triple_med_gx:lsma280_110 | 11393931:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.19% | 18.93% |
| Worst Week | -6.83% | -12.33% |
| Best Month | 16.78% | 37.42% |
| Worst Month | -11.49% | -17.69% |
| Best Year | 2.9% | 38.02% |
| Worst Year | -7.84% | 16.76% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.9% | -0.92% |
| Avg. Up Week | 2.46% | 5.26% |
| Avg. Down Week | -3.25% | -4.84% |
| Avg. Up Month | 6.6% | 20.81% |
| Avg. Down Month | -5.84% | -11.25% |
| Win Days % | 49.85% | 51.86% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 52.0% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |