| Metric | 11395277:btcusd:triple_med_gx:lsma205_115 | 11395277:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -13.17% | 61.16% |
| Max Drawdown | -33.45% | -29.51% |
| Sharpe | -0.24 | 0.59 |
| Sortino | -0.33 | 0.85 |
| Payoff Ratio | 0.98 | 0.96 |
| Profit Factor | 0.9 | 1.1 |
| Common Sense Ratio | 0.88 | 1.07 |
| CPC Index | 0.42 | 0.54 |
| Tail Ratio | 0.97 | 0.98 |
| Outlier Win Ratio | 35.1 | 3.04 |
| Outlier Loss Ratio | 3.36 | 3.4 |
| Volatility (ann.) | 11.62% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.38 | 2.0 |
| Skew | -0.32 | 0.21 |
| Kurtosis | 86.68 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.08% | 3.74% |
| Expected Yearly % | -6.82% | 26.95% |
| Kelly Criterion | -6.51% | 1.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.13% |
| Expected Shortfall (cVaR) | -1.01% | -2.13% |
| Year | 11395277:BTCUSD | 11395277:btcusd:triple_med_gx:lsma205_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -17.19 | -0.45 | - |
| 2025 | 16.76 | 4.86 | 0.29 | - |
| Metric | 11395277:btcusd:triple_med_gx:lsma205_115 | 11395277:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.48% | 31.46% |
| 6M | 4.86% | 12.77% |
| YTD | 4.86% | 16.76% |
| 1Y | -14.85% | 56.84% |
| 3Y (ann.) | -12.84% | 59.12% |
| 5Y (ann.) | -12.84% | 59.12% |
| Metric | 11395277:btcusd:triple_med_gx:lsma205_115 | 11395277:BTCUSD |
|---|---|---|
| Max Drawdown | -33.45% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.2% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.39 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -33.45 | 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 | 11395277:btcusd:triple_med_gx:lsma205_115 | 11395277:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 10.02% | 18.93% |
| Worst Week | -14.32% | -12.33% |
| Best Month | 14.04% | 37.42% |
| Worst Month | -18.9% | -17.69% |
| Best Year | 4.86% | 38.02% |
| Worst Year | -17.19% | 16.76% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 3.68% | 5.17% |
| Avg. Down Week | -6.45% | -5.07% |
| Avg. Up Month | 13.58% | 24.26% |
| Avg. Down Month | -6.9% | -9.88% |
| Win Days % | 47.2% | 51.86% |
| Win Month % | 30.0% | 61.54% |
| Win Week % | 52.63% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |