| Metric | 11395433:btcusd:triple_med_gx:lsma155_115 | 11395433:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -14.58% | 61.16% |
| Max Drawdown | -23.07% | -29.51% |
| Sharpe | -0.53 | 0.59 |
| Sortino | -0.65 | 0.85 |
| Payoff Ratio | 0.79 | 0.75 |
| Profit Factor | 0.75 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.28 | 0.43 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 74.36 | 2.64 |
| Outlier Loss Ratio | 2.81 | 2.88 |
| Volatility (ann.) | 6.83% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.62 | 2.0 |
| Skew | -3.48 | 0.21 |
| Kurtosis | 69.74 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.21% | 3.74% |
| Expected Yearly % | -7.58% | 26.95% |
| Kelly Criterion | -18.89% | -12.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11395433:BTCUSD | 11395433:btcusd:triple_med_gx:lsma155_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.04 | -0.34 | - |
| 2025 | 16.76 | -1.77 | -0.11 | - |
| Metric | 11395433:btcusd:triple_med_gx:lsma155_115 | 11395433:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.46% | 31.46% |
| 6M | -1.77% | 12.77% |
| YTD | -1.77% | 16.76% |
| 1Y | -16.71% | 56.84% |
| 3Y (ann.) | -14.22% | 59.12% |
| 5Y (ann.) | -14.22% | 59.12% |
| Metric | 11395433:btcusd:triple_med_gx:lsma155_115 | 11395433:BTCUSD |
|---|---|---|
| Max Drawdown | -23.07% | -29.51% |
| Longest DD Days | 313.0 | 144.0 |
| Avg. Drawdown | -5.93% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.63 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -23.07 | 313 |
| 2024-06-05 | 2024-08-01 | -0.42 | 57 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395433:btcusd:triple_med_gx:lsma155_115 | 11395433:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -5.18% | -9.32% |
| Best Week | 4.38% | 18.93% |
| Worst Week | -9.33% | -12.33% |
| Best Month | 4.18% | 37.42% |
| Worst Month | -9.29% | -17.69% |
| Best Year | -1.77% | 38.02% |
| Worst Year | -13.04% | 16.76% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.94% | -1.0% |
| Avg. Up Week | 2.31% | 4.86% |
| Avg. Down Week | -6.49% | -4.94% |
| Avg. Up Month | 2.22% | 19.81% |
| Avg. Down Month | -9.29% | -8.73% |
| Win Days % | 47.66% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |