| Metric | 11395381:btcusd:triple_med_gx:lsma175_115 | 11395381:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -4.35% | 61.16% |
| Max Drawdown | -19.47% | -29.51% |
| Sharpe | -0.08 | 0.59 |
| Sortino | -0.12 | 0.85 |
| Payoff Ratio | 1.0 | 0.94 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | 0.81 | 1.07 |
| CPC Index | 0.46 | 0.53 |
| Tail Ratio | 0.84 | 0.98 |
| Outlier Win Ratio | 47.53 | 2.77 |
| Outlier Loss Ratio | 3.5 | 3.02 |
| Volatility (ann.) | 8.57% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.22 | 2.0 |
| Skew | 2.4 | 0.21 |
| Kurtosis | 93.25 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.34% | 3.74% |
| Expected Yearly % | -2.2% | 26.95% |
| Kelly Criterion | -4.17% | 0.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.13% |
| Expected Shortfall (cVaR) | -0.74% | -2.13% |
| Year | 11395381:BTCUSD | 11395381:btcusd:triple_med_gx:lsma175_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.40 | -0.14 | - |
| 2025 | 16.76 | 1.11 | 0.07 | - |
| Metric | 11395381:btcusd:triple_med_gx:lsma175_115 | 11395381:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -5.7% | 31.46% |
| 6M | 1.11% | 12.77% |
| YTD | 1.11% | 16.76% |
| 1Y | -6.79% | 56.84% |
| 3Y (ann.) | -4.23% | 59.12% |
| 5Y (ann.) | -4.23% | 59.12% |
| Metric | 11395381:btcusd:triple_med_gx:lsma175_115 | 11395381:BTCUSD |
|---|---|---|
| Max Drawdown | -19.47% | -29.51% |
| Longest DD Days | 313.0 | 144.0 |
| Avg. Drawdown | -3.87% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.22 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -19.47 | 313 |
| 2024-06-05 | 2024-08-01 | -2.80 | 57 |
| 2024-06-03 | 2024-06-04 | -0.68 | 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 | 11395381:btcusd:triple_med_gx:lsma175_115 | 11395381:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -5.01% | -9.32% |
| Best Week | 9.84% | 18.93% |
| Worst Week | -8.73% | -12.33% |
| Best Month | 9.81% | 37.42% |
| Worst Month | -10.25% | -17.69% |
| Best Year | 1.11% | 38.02% |
| Worst Year | -5.4% | 16.76% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.78% | -0.85% |
| Avg. Up Week | 2.34% | 7.32% |
| Avg. Down Week | -5.4% | -5.51% |
| Avg. Up Month | 4.7% | 19.81% |
| Avg. Down Month | -5.27% | -5.98% |
| Win Days % | 47.92% | 51.86% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 58.82% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |