| Metric | 11395404:btcusd:triple_med_gx:lsma290_115 | 11395404:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -7.64% | 61.16% |
| Max Drawdown | -26.01% | -29.51% |
| Sharpe | -0.08 | 0.59 |
| Sortino | -0.12 | 0.85 |
| Payoff Ratio | 1.01 | 0.97 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | 0.91 | 1.07 |
| CPC Index | 0.47 | 0.55 |
| Tail Ratio | 0.94 | 0.98 |
| Outlier Win Ratio | 28.54 | 3.34 |
| Outlier Loss Ratio | 3.57 | 3.46 |
| Volatility (ann.) | 12.92% | 25.19% |
| R^2 | 0.26 | 0.26 |
| Calmar | -0.29 | 2.0 |
| Skew | 0.65 | 0.21 |
| Kurtosis | 62.66 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.61% | 3.74% |
| Expected Yearly % | -3.9% | 26.95% |
| Kelly Criterion | -2.59% | 2.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.13% |
| Expected Shortfall (cVaR) | -1.12% | -2.13% |
| Year | 11395404:BTCUSD | 11395404:btcusd:triple_med_gx:lsma290_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.27 | -0.22 | - |
| 2025 | 16.76 | 0.68 | 0.04 | - |
| Metric | 11395404:btcusd:triple_med_gx:lsma290_115 | 11395404:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -2.65% | 31.46% |
| 6M | 0.68% | 12.77% |
| YTD | 0.68% | 16.76% |
| 1Y | -8.06% | 56.84% |
| 3Y (ann.) | -7.44% | 59.12% |
| 5Y (ann.) | -7.44% | 59.12% |
| Metric | 11395404:btcusd:triple_med_gx:lsma290_115 | 11395404:BTCUSD |
|---|---|---|
| Max Drawdown | -26.01% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.7% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.29 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -26.01 | 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 | 11395404:btcusd:triple_med_gx:lsma290_115 | 11395404:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.84% | 18.93% |
| Worst Week | -7.63% | -12.33% |
| Best Month | 9.81% | 37.42% |
| Worst Month | -12.25% | -17.69% |
| Best Year | 0.68% | 38.02% |
| Worst Year | -8.27% | 16.76% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.86% | -0.91% |
| Avg. Up Week | 1.87% | 5.77% |
| Avg. Down Week | -3.68% | -5.07% |
| Avg. Up Month | 5.16% | 25.77% |
| Avg. Down Month | -8.06% | -8.04% |
| Win Days % | 48.48% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 54.17% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |