| Metric | 11395291:btcusd:triple_med_gx:lsma275_115 | 11395291:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -9.53% | 61.16% |
| Max Drawdown | -29.44% | -29.51% |
| Sharpe | -0.14 | 0.59 |
| Sortino | -0.19 | 0.85 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 0.95 | 1.1 |
| Common Sense Ratio | 1.0 | 1.07 |
| CPC Index | 0.47 | 0.58 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 30.0 | 3.34 |
| Outlier Loss Ratio | 3.58 | 3.42 |
| Volatility (ann.) | 12.26% | 25.19% |
| R^2 | 0.24 | 0.24 |
| Calmar | -0.32 | 2.0 |
| Skew | -0.24 | 0.21 |
| Kurtosis | 62.41 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.77% | 3.74% |
| Expected Yearly % | -4.88% | 26.95% |
| Kelly Criterion | -3.73% | 4.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.13% |
| Expected Shortfall (cVaR) | -1.06% | -2.13% |
| Year | 11395291:BTCUSD | 11395291:btcusd:triple_med_gx:lsma275_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -14.16 | -0.37 | - |
| 2025 | 16.76 | 5.39 | 0.32 | - |
| Metric | 11395291:btcusd:triple_med_gx:lsma275_115 | 11395291:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 8.41% | 31.46% |
| 6M | 5.39% | 12.77% |
| YTD | 5.39% | 16.76% |
| 1Y | -11.68% | 56.84% |
| 3Y (ann.) | -9.28% | 59.12% |
| 5Y (ann.) | -9.28% | 59.12% |
| Metric | 11395291:btcusd:triple_med_gx:lsma275_115 | 11395291:BTCUSD |
|---|---|---|
| Max Drawdown | -29.44% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.63% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.32 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -29.44 | 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 | 11395291:btcusd:triple_med_gx:lsma275_115 | 11395291:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.59% | 18.93% |
| Worst Week | -10.24% | -12.33% |
| Best Month | 7.54% | 37.42% |
| Worst Month | -15.03% | -17.69% |
| Best Year | 5.39% | 38.02% |
| Worst Year | -14.16% | 16.76% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 3.04% | 3.86% |
| Avg. Down Week | -4.78% | -4.78% |
| Avg. Up Month | 4.38% | 20.88% |
| Avg. Down Month | -6.81% | -11.25% |
| Win Days % | 47.15% | 51.86% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 52.38% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |