| Metric | 11395440:btcusd:triple_med_gx:lsma190_115 | 11395440:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -12.9% | 61.16% |
| Max Drawdown | -25.36% | -29.51% |
| Sharpe | -0.24 | 0.59 |
| Sortino | -0.33 | 0.85 |
| Payoff Ratio | 0.88 | 0.86 |
| Profit Factor | 0.9 | 1.1 |
| Common Sense Ratio | 0.79 | 1.07 |
| CPC Index | 0.39 | 0.49 |
| Tail Ratio | 0.88 | 0.98 |
| Outlier Win Ratio | 38.19 | 3.0 |
| Outlier Loss Ratio | 3.17 | 3.32 |
| Volatility (ann.) | 11.45% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.5 | 2.0 |
| Skew | 0.36 | 0.21 |
| Kurtosis | 95.32 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.06% | 3.74% |
| Expected Yearly % | -6.67% | 26.95% |
| Kelly Criterion | -7.31% | -4.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.13% |
| Expected Shortfall (cVaR) | -0.99% | -2.13% |
| Year | 11395440:BTCUSD | 11395440:btcusd:triple_med_gx:lsma190_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.03 | -0.26 | - |
| 2025 | 16.76 | -3.19 | -0.19 | - |
| Metric | 11395440:btcusd:triple_med_gx:lsma190_115 | 11395440:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.67% | 31.46% |
| 6M | -3.19% | 12.77% |
| YTD | -3.19% | 16.76% |
| 1Y | -13.04% | 56.84% |
| 3Y (ann.) | -12.58% | 59.12% |
| 5Y (ann.) | -12.58% | 59.12% |
| Metric | 11395440:btcusd:triple_med_gx:lsma190_115 | 11395440:BTCUSD |
|---|---|---|
| Max Drawdown | -25.36% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.38% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.51 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -25.36 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395440:btcusd:triple_med_gx:lsma190_115 | 11395440:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.73% | 18.93% |
| Worst Week | -11.02% | -12.33% |
| Best Month | 17.34% | 37.42% |
| Worst Month | -14.12% | -17.69% |
| Best Year | -3.19% | 38.02% |
| Worst Year | -10.03% | 16.76% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.93% | -0.97% |
| Avg. Up Week | 3.71% | 8.43% |
| Avg. Down Week | -4.97% | -5.07% |
| Avg. Up Month | 10.22% | 24.26% |
| Avg. Down Month | -5.92% | -9.88% |
| Win Days % | 49.79% | 51.86% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |