| Metric | 11394863:btcusd:triple_med_gx:lsma55_115 | 11394863:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -3.49% | 61.16% |
| Max Drawdown | -21.21% | -29.51% |
| Sharpe | -0.04 | 0.59 |
| Sortino | -0.05 | 0.85 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.49 | 0.62 |
| Tail Ratio | 1.37 | 0.98 |
| Outlier Win Ratio | 33.33 | 3.09 |
| Outlier Loss Ratio | 3.95 | 3.18 |
| Volatility (ann.) | 10.01% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.16 | 2.0 |
| Skew | 1.67 | 0.21 |
| Kurtosis | 51.64 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.27% | 3.74% |
| Expected Yearly % | -1.76% | 26.95% |
| Kelly Criterion | -5.07% | 7.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.13% |
| Expected Shortfall (cVaR) | -0.86% | -2.13% |
| Year | 11394863:BTCUSD | 11394863:btcusd:triple_med_gx:lsma55_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.00 | -0.34 | - |
| 2025 | 16.76 | 10.93 | 0.65 | - |
| Metric | 11394863:btcusd:triple_med_gx:lsma55_115 | 11394863:BTCUSD |
|---|---|---|
| MTD | 2.23% | 4.16% |
| 3M | 3.11% | 31.46% |
| 6M | 9.73% | 12.77% |
| YTD | 10.93% | 16.76% |
| 1Y | -5.77% | 56.84% |
| 3Y (ann.) | -3.4% | 59.12% |
| 5Y (ann.) | -3.4% | 59.12% |
| Metric | 11394863:btcusd:triple_med_gx:lsma55_115 | 11394863:BTCUSD |
|---|---|---|
| Max Drawdown | -21.21% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -3.9% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.16 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -21.21 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11394863:btcusd:triple_med_gx:lsma55_115 | 11394863:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.86% | 18.93% |
| Worst Week | -6.72% | -12.33% |
| Best Month | 6.37% | 37.42% |
| Worst Month | -9.9% | -17.69% |
| Best Year | 10.93% | 38.02% |
| Worst Year | -13.0% | 16.76% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 2.43% | 5.14% |
| Avg. Down Week | -3.01% | -3.26% |
| Avg. Up Month | 2.62% | 7.72% |
| Avg. Down Month | -4.8% | -11.25% |
| Win Days % | 44.6% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 53.12% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |