| Metric | 11393971:btcusd:triple_med_gx:lsma205_110 | 11393971:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -0.04% | 75.42% |
| Max Drawdown | -24.64% | -29.51% |
| Sharpe | 0.06 | 0.63 |
| Sortino | 0.09 | 0.92 |
| Payoff Ratio | 0.94 | 0.94 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.49 | 0.54 |
| Tail Ratio | 1.23 | 0.96 |
| Outlier Win Ratio | 30.59 | 3.32 |
| Outlier Loss Ratio | 3.26 | 3.48 |
| Volatility (ann.) | 12.08% | 24.55% |
| R^2 | 0.24 | 0.24 |
| Calmar | -0.0 | 2.19 |
| Skew | 0.59 | 0.2 |
| Kurtosis | 72.25 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.0% | 4.1% |
| Expected Yearly % | -0.02% | 32.45% |
| Kelly Criterion | -1.03% | 0.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.07% |
| Expected Shortfall (cVaR) | -1.04% | -2.07% |
| Year | 11393971:BTCUSD | 11393971:btcusd:triple_med_gx:lsma205_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.82 | 0.15 | - |
| 2025 | 27.10 | -5.54 | -0.20 | - |
| Metric | 11393971:btcusd:triple_med_gx:lsma205_110 | 11393971:BTCUSD |
|---|---|---|
| MTD | -1.7% | 10.71% |
| 3M | 4.87% | 41.88% |
| 6M | -5.54% | 22.91% |
| YTD | -5.54% | 27.1% |
| 1Y | 1.9% | 82.29% |
| 3Y (ann.) | -0.04% | 64.73% |
| 5Y (ann.) | -0.04% | 64.73% |
| Metric | 11393971:btcusd:triple_med_gx:lsma205_110 | 11393971:BTCUSD |
|---|---|---|
| Max Drawdown | -24.64% | -29.51% |
| Longest DD Days | 229.0 | 144.0 |
| Avg. Drawdown | -5.72% | -4.71% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | -0.0 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-10 | -24.64 | 155 |
| 2024-11-30 | 2025-07-17 | -19.11 | 229 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-11-29 | 2024-11-29 | -0.29 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-11-28 | 2024-11-29 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393971:btcusd:triple_med_gx:lsma205_110 | 11393971:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.19% | 18.93% |
| Worst Week | -7.63% | -12.33% |
| Best Month | 17.36% | 37.42% |
| Worst Month | -12.09% | -17.69% |
| Best Year | 5.82% | 38.02% |
| Worst Year | -5.54% | 27.1% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.94% | -0.94% |
| Avg. Up Week | 3.82% | 6.89% |
| Avg. Down Week | -3.45% | -4.67% |
| Avg. Up Month | 7.37% | 16.69% |
| Avg. Down Month | -4.16% | -7.82% |
| Win Days % | 51.13% | 51.89% |
| Win Month % | 33.33% | 64.29% |
| Win Week % | 45.45% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |