| Metric | 11393969:btcusd:triple_med_gx:lsma195_110 | 11393969:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -2.0% | 61.16% |
| Max Drawdown | -22.88% | -29.51% |
| Sharpe | 0.02 | 0.59 |
| Sortino | 0.03 | 0.85 |
| Payoff Ratio | 0.93 | 0.93 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.48 | 0.53 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 30.55 | 3.13 |
| Outlier Loss Ratio | 3.25 | 3.4 |
| Volatility (ann.) | 12.22% | 25.19% |
| R^2 | 0.23 | 0.23 |
| Calmar | -0.09 | 2.0 |
| Skew | 0.59 | 0.21 |
| Kurtosis | 74.88 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.16% | 3.74% |
| Expected Yearly % | -1.01% | 26.95% |
| Kelly Criterion | -2.46% | 0.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.13% |
| Expected Shortfall (cVaR) | -1.05% | -2.13% |
| Year | 11393969:BTCUSD | 11393969:btcusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.63 | 0.02 | - |
| 2025 | 16.76 | -2.61 | -0.16 | - |
| Metric | 11393969:btcusd:triple_med_gx:lsma195_110 | 11393969:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.68% | 31.46% |
| 6M | -2.61% | 12.77% |
| YTD | -2.61% | 16.76% |
| 1Y | -2.37% | 56.84% |
| 3Y (ann.) | -1.95% | 59.12% |
| 5Y (ann.) | -1.95% | 59.12% |
| Metric | 11393969:btcusd:triple_med_gx:lsma195_110 | 11393969:BTCUSD |
|---|---|---|
| Max Drawdown | -22.88% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.88% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.09 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -22.88 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 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 | 11393969:btcusd:triple_med_gx:lsma195_110 | 11393969:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.19% | 18.93% |
| Worst Week | -8.15% | -12.33% |
| Best Month | 17.36% | 37.42% |
| Worst Month | -12.58% | -17.69% |
| Best Year | 0.63% | 38.02% |
| Worst Year | -2.61% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.96% | -0.97% |
| Avg. Up Week | 3.85% | 7.43% |
| Avg. Down Week | -2.98% | -4.67% |
| Avg. Up Month | 7.89% | 20.88% |
| Avg. Down Month | -4.54% | -7.93% |
| Win Days % | 50.55% | 51.86% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 45.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |