| Metric | 11395394:btcusd:triple_med_gx:lsma245_115 | 11395394:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -13.68% | 61.16% |
| Max Drawdown | -24.74% | -29.51% |
| Sharpe | -0.26 | 0.59 |
| Sortino | -0.36 | 0.85 |
| Payoff Ratio | 0.95 | 0.91 |
| Profit Factor | 0.89 | 1.1 |
| Common Sense Ratio | 0.99 | 1.07 |
| CPC Index | 0.41 | 0.52 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 35.07 | 3.0 |
| Outlier Loss Ratio | 3.53 | 3.32 |
| Volatility (ann.) | 11.15% | 25.19% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.54 | 2.0 |
| Skew | -0.59 | 0.21 |
| Kurtosis | 88.08 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.13% | 3.74% |
| Expected Yearly % | -7.09% | 26.95% |
| Kelly Criterion | -7.17% | -0.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.13% |
| Expected Shortfall (cVaR) | -0.97% | -2.13% |
| Year | 11395394:BTCUSD | 11395394:btcusd:triple_med_gx:lsma245_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -17.81 | -0.47 | - |
| 2025 | 16.76 | 5.03 | 0.30 | - |
| Metric | 11395394:btcusd:triple_med_gx:lsma245_115 | 11395394:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.46% | 31.46% |
| 6M | 5.03% | 12.77% |
| YTD | 5.03% | 16.76% |
| 1Y | -14.07% | 56.84% |
| 3Y (ann.) | -13.34% | 59.12% |
| 5Y (ann.) | -13.34% | 59.12% |
| Metric | 11395394:btcusd:triple_med_gx:lsma245_115 | 11395394:BTCUSD |
|---|---|---|
| Max Drawdown | -24.74% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.49% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.55 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -24.74 | 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 | 11395394:btcusd:triple_med_gx:lsma245_115 | 11395394:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 4.55% | 18.93% |
| Worst Week | -8.15% | -12.33% |
| Best Month | 4.55% | 37.42% |
| Worst Month | -12.75% | -17.69% |
| Best Year | 5.03% | 38.02% |
| Worst Year | -17.81% | 16.76% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 0.82% | 5.89% |
| Avg. Down Week | -2.8% | -5.07% |
| Avg. Up Month | 0.51% | 14.11% |
| Avg. Down Month | -5.25% | -6.43% |
| Win Days % | 47.78% | 51.86% |
| Win Month % | 30.0% | 61.54% |
| Win Week % | 38.1% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |