| Metric | 11395442:btcusd:triple_med_gx:lsma200_115 | 11395442:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -4.62% | 61.16% |
| Max Drawdown | -24.96% | -29.51% |
| Sharpe | -0.04 | 0.59 |
| Sortino | -0.06 | 0.85 |
| Payoff Ratio | 0.93 | 0.9 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.46 | 0.51 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 34.01 | 3.02 |
| Outlier Loss Ratio | 3.28 | 3.32 |
| Volatility (ann.) | 11.7% | 25.19% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.18 | 2.0 |
| Skew | 0.49 | 0.21 |
| Kurtosis | 88.58 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.36% | 3.74% |
| Expected Yearly % | -2.34% | 26.95% |
| Kelly Criterion | -2.26% | -1.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.13% |
| Expected Shortfall (cVaR) | -1.01% | -2.13% |
| Year | 11395442:BTCUSD | 11395442:btcusd:triple_med_gx:lsma200_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.65 | -0.20 | - |
| 2025 | 16.76 | 3.29 | 0.20 | - |
| Metric | 11395442:btcusd:triple_med_gx:lsma200_115 | 11395442:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.53% | 31.46% |
| 6M | 3.29% | 12.77% |
| YTD | 3.29% | 16.76% |
| 1Y | -5.25% | 56.84% |
| 3Y (ann.) | -4.5% | 59.12% |
| 5Y (ann.) | -4.5% | 59.12% |
| Metric | 11395442:btcusd:triple_med_gx:lsma200_115 | 11395442:BTCUSD |
|---|---|---|
| Max Drawdown | -24.96% | -29.51% |
| Longest DD Days | 313.0 | 144.0 |
| Avg. Drawdown | -4.98% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.19 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -24.96 | 313 |
| 2024-06-07 | 2024-08-01 | -3.38 | 55 |
| 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 | 11395442:btcusd:triple_med_gx:lsma200_115 | 11395442:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.73% | 18.93% |
| Worst Week | -12.19% | -12.33% |
| Best Month | 17.34% | 37.42% |
| Worst Month | -15.25% | -17.69% |
| Best Year | 3.29% | 38.02% |
| Worst Year | -7.65% | 16.76% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.9% | -0.94% |
| Avg. Up Week | 3.61% | 7.75% |
| Avg. Down Week | -5.31% | -5.1% |
| Avg. Up Month | 11.5% | 24.26% |
| Avg. Down Month | -5.95% | -9.88% |
| Win Days % | 50.79% | 51.86% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 52.63% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |