| Metric | 11393960:btcusd:triple_med_gx:lsma150_110 | 11393960:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -23.51% | 61.16% |
| Max Drawdown | -29.81% | -29.51% |
| Sharpe | -0.63 | 0.59 |
| Sortino | -0.8 | 0.85 |
| Payoff Ratio | 0.78 | 0.79 |
| Profit Factor | 0.72 | 1.1 |
| Common Sense Ratio | 0.24 | 1.07 |
| CPC Index | 0.26 | 0.45 |
| Tail Ratio | 0.33 | 0.98 |
| Outlier Win Ratio | 53.68 | 2.78 |
| Outlier Loss Ratio | 2.75 | 3.04 |
| Volatility (ann.) | 9.54% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.77 | 2.0 |
| Skew | -3.14 | 0.21 |
| Kurtosis | 136.97 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.04% | 3.74% |
| Expected Yearly % | -12.54% | 26.95% |
| Kelly Criterion | -24.51% | -9.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.13% |
| Expected Shortfall (cVaR) | -0.84% | -2.13% |
| Year | 11393960:BTCUSD | 11393960:btcusd:triple_med_gx:lsma150_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.66 | -0.25 | - |
| 2025 | 16.76 | -15.33 | -0.91 | - |
| Metric | 11393960:btcusd:triple_med_gx:lsma150_110 | 11393960:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -11.27% | 31.46% |
| 6M | -15.33% | 12.77% |
| YTD | -15.33% | 16.76% |
| 1Y | -25.62% | 56.84% |
| 3Y (ann.) | -22.96% | 59.12% |
| 5Y (ann.) | -22.96% | 59.12% |
| Metric | 11393960:btcusd:triple_med_gx:lsma150_110 | 11393960:BTCUSD |
|---|---|---|
| Max Drawdown | -29.81% | -29.51% |
| Longest DD Days | 335.0 | 144.0 |
| Avg. Drawdown | -6.23% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.79 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-06-11 | -29.81 | 335 |
| 2024-06-05 | 2024-07-11 | -1.06 | 35 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393960:btcusd:triple_med_gx:lsma150_110 | 11393960:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 8.41% | 18.93% |
| Worst Week | -14.32% | -12.33% |
| Best Month | 9.12% | 37.42% |
| Worst Month | -18.46% | -17.69% |
| Best Year | -9.66% | 38.02% |
| Worst Year | -15.33% | 16.76% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -1.07% | -1.08% |
| Avg. Up Week | 3.03% | 3.86% |
| Avg. Down Week | -5.01% | -5.41% |
| Avg. Up Month | 4.38% | 19.81% |
| Avg. Down Month | -7.9% | -9.5% |
| Win Days % | 45.61% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 42.11% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |