| Metric | 11395388:btcusd:triple_med_gx:lsma210_115 | 11395388:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -13.75% | 61.16% |
| Max Drawdown | -28.44% | -29.51% |
| Sharpe | -0.24 | 0.59 |
| Sortino | -0.34 | 0.85 |
| Payoff Ratio | 0.94 | 0.91 |
| Profit Factor | 0.9 | 1.1 |
| Common Sense Ratio | 0.91 | 1.07 |
| CPC Index | 0.41 | 0.52 |
| Tail Ratio | 1.01 | 0.98 |
| Outlier Win Ratio | 32.93 | 3.0 |
| Outlier Loss Ratio | 3.47 | 3.4 |
| Volatility (ann.) | 11.89% | 25.19% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.47 | 2.0 |
| Skew | 0.56 | 0.21 |
| Kurtosis | 84.19 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.13% | 3.74% |
| Expected Yearly % | -7.13% | 26.95% |
| Kelly Criterion | -6.17% | -1.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.13% |
| Expected Shortfall (cVaR) | -1.03% | -2.13% |
| Year | 11395388:BTCUSD | 11395388:btcusd:triple_med_gx:lsma210_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -18.03 | -0.47 | - |
| 2025 | 16.76 | 5.22 | 0.31 | - |
| Metric | 11395388:btcusd:triple_med_gx:lsma210_115 | 11395388:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.02% | 31.46% |
| 6M | 5.22% | 12.77% |
| YTD | 5.22% | 16.76% |
| 1Y | -14.05% | 56.84% |
| 3Y (ann.) | -13.41% | 59.12% |
| 5Y (ann.) | -13.41% | 59.12% |
| Metric | 11395388:btcusd:triple_med_gx:lsma210_115 | 11395388:BTCUSD |
|---|---|---|
| Max Drawdown | -28.44% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.11% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.48 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -28.44 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 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 | 11395388:btcusd:triple_med_gx:lsma210_115 | 11395388:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.84% | 18.93% |
| Worst Week | -12.19% | -12.33% |
| Best Month | 9.81% | 37.42% |
| Worst Month | -16.59% | -17.69% |
| Best Year | 5.22% | 38.02% |
| Worst Year | -18.03% | 16.76% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.86% | -0.9% |
| Avg. Up Week | 2.11% | 7.41% |
| Avg. Down Week | -5.24% | -5.51% |
| Avg. Up Month | 3.9% | 20.88% |
| Avg. Down Month | -9.34% | -5.98% |
| Win Days % | 48.56% | 51.86% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 55.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |