| Metric | 11395379:btcusd:triple_med_gx:lsma165_115 | 11395379:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -4.93% | 61.16% |
| Max Drawdown | -15.68% | -29.51% |
| Sharpe | -0.15 | 0.59 |
| Sortino | -0.21 | 0.85 |
| Payoff Ratio | 0.99 | 0.92 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.43 | 0.52 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 62.13 | 2.64 |
| Outlier Loss Ratio | 3.64 | 2.86 |
| Volatility (ann.) | 6.59% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.31 | 2.0 |
| Skew | 0.32 | 0.21 |
| Kurtosis | 57.59 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.39% | 3.74% |
| Expected Yearly % | -2.5% | 26.95% |
| Kelly Criterion | -6.7% | -0.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11395379:BTCUSD | 11395379:btcusd:triple_med_gx:lsma165_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.18 | -0.22 | - |
| 2025 | 16.76 | 3.54 | 0.21 | - |
| Metric | 11395379:btcusd:triple_med_gx:lsma165_115 | 11395379:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.43% | 31.46% |
| 6M | 3.54% | 12.77% |
| YTD | 3.54% | 16.76% |
| 1Y | -8.03% | 56.84% |
| 3Y (ann.) | -4.81% | 59.12% |
| 5Y (ann.) | -4.81% | 59.12% |
| Metric | 11395379:btcusd:triple_med_gx:lsma165_115 | 11395379:BTCUSD |
|---|---|---|
| Max Drawdown | -15.68% | -29.51% |
| Longest DD Days | 313.0 | 144.0 |
| Avg. Drawdown | -2.74% | -4.82% |
| Avg. Drawdown Days | 45.0 | 14.0 |
| Recovery Factor | -0.31 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -15.68 | 313 |
| 2024-08-01 | 2024-08-01 | -2.31 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-08-01 | 2024-08-01 | -0.18 | 0 |
| 2024-06-03 | 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 | 11395379:btcusd:triple_med_gx:lsma165_115 | 11395379:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 7.22% | 18.93% |
| Worst Week | -8.73% | -12.33% |
| Best Month | 7.22% | 37.42% |
| Worst Month | -8.04% | -17.69% |
| Best Year | 3.54% | 38.02% |
| Worst Year | -8.18% | 16.76% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.72% | -0.81% |
| Avg. Up Week | 1.12% | 7.32% |
| Avg. Down Week | -4.07% | -5.51% |
| Avg. Up Month | 1.69% | 19.81% |
| Avg. Down Month | -6.02% | -8.73% |
| Win Days % | 46.84% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 58.82% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |