| Metric | 11395405:btcusd:triple_med_gx:lsma295_115 | 11395405:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -5.08% | 61.16% |
| Max Drawdown | -26.36% | -29.51% |
| Sharpe | -0.03 | 0.59 |
| Sortino | -0.05 | 0.85 |
| Payoff Ratio | 0.99 | 0.96 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | 0.95 | 1.07 |
| CPC Index | 0.48 | 0.54 |
| Tail Ratio | 0.96 | 0.98 |
| Outlier Win Ratio | 28.21 | 3.34 |
| Outlier Loss Ratio | 3.55 | 3.46 |
| Volatility (ann.) | 12.92% | 25.19% |
| R^2 | 0.26 | 0.26 |
| Calmar | -0.19 | 2.0 |
| Skew | 0.65 | 0.21 |
| Kurtosis | 62.53 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.4% | 3.74% |
| Expected Yearly % | -2.57% | 26.95% |
| Kelly Criterion | -1.36% | 1.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.13% |
| Expected Shortfall (cVaR) | -1.11% | -2.13% |
| Year | 11395405:BTCUSD | 11395405:btcusd:triple_med_gx:lsma295_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.87 | -0.18 | - |
| 2025 | 16.76 | 1.92 | 0.11 | - |
| Metric | 11395405:btcusd:triple_med_gx:lsma295_115 | 11395405:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.45% | 31.46% |
| 6M | 1.92% | 12.77% |
| YTD | 1.92% | 16.76% |
| 1Y | -5.51% | 56.84% |
| 3Y (ann.) | -4.95% | 59.12% |
| 5Y (ann.) | -4.95% | 59.12% |
| Metric | 11395405:btcusd:triple_med_gx:lsma295_115 | 11395405:BTCUSD |
|---|---|---|
| Max Drawdown | -26.36% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.76% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.19 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -26.36 | 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 | 11395405:btcusd:triple_med_gx:lsma295_115 | 11395405:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.84% | 18.93% |
| Worst Week | -7.37% | -12.33% |
| Best Month | 9.81% | 37.42% |
| Worst Month | -12.01% | -17.69% |
| Best Year | 1.92% | 38.02% |
| Worst Year | -6.87% | 16.76% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.86% | -0.9% |
| Avg. Up Week | 2.22% | 5.31% |
| Avg. Down Week | -3.53% | -5.07% |
| Avg. Up Month | 5.16% | 25.77% |
| Avg. Down Month | -8.17% | -8.04% |
| Win Days % | 49.55% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 52.17% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |