| Metric | 11395275:btcusd:triple_med_gx:lsma195_115 | 11395275:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 3.39% | 61.16% |
| Max Drawdown | -26.58% | -29.51% |
| Sharpe | 0.13 | 0.59 |
| Sortino | 0.2 | 0.85 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 36.19 | 3.04 |
| Outlier Loss Ratio | 3.46 | 3.16 |
| Volatility (ann.) | 10.35% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.12 | 2.0 |
| Skew | 3.11 | 0.21 |
| Kurtosis | 72.98 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.26% | 3.74% |
| Expected Yearly % | 1.68% | 26.95% |
| Kelly Criterion | 1.27% | 7.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.13% |
| Expected Shortfall (cVaR) | -0.89% | -2.13% |
| Year | 11395275:BTCUSD | 11395275:btcusd:triple_med_gx:lsma195_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.55 | -0.22 | - |
| 2025 | 16.76 | 13.06 | 0.78 | - |
| Metric | 11395275:btcusd:triple_med_gx:lsma195_115 | 11395275:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.09% | 31.46% |
| 6M | 13.06% | 12.77% |
| YTD | 13.06% | 16.76% |
| 1Y | 1.34% | 56.84% |
| 3Y (ann.) | 3.3% | 59.12% |
| 5Y (ann.) | 3.3% | 59.12% |
| Metric | 11395275:btcusd:triple_med_gx:lsma195_115 | 11395275:BTCUSD |
|---|---|---|
| Max Drawdown | -26.58% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.22% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | 0.13 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -26.58 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395275:btcusd:triple_med_gx:lsma195_115 | 11395275:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -5.01% | -9.32% |
| Best Week | 10.02% | 18.93% |
| Worst Week | -8.9% | -12.33% |
| Best Month | 13.84% | 37.42% |
| Worst Month | -10.57% | -17.69% |
| Best Year | 13.06% | 38.02% |
| Worst Year | -8.55% | 16.76% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 3.68% | 5.17% |
| Avg. Down Week | -4.97% | -4.93% |
| Avg. Up Month | 13.48% | 24.26% |
| Avg. Down Month | -10.57% | -8.73% |
| Win Days % | 48.09% | 51.86% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 61.11% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |