| Metric | 11395451:btcusd:triple_med_gx:lsma245_115 | 11395451:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -0.76% | 61.16% |
| Max Drawdown | -21.36% | -29.51% |
| Sharpe | 0.04 | 0.59 |
| Sortino | 0.06 | 0.85 |
| Payoff Ratio | 0.95 | 0.92 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.49 | 0.52 |
| Tail Ratio | 1.44 | 0.98 |
| Outlier Win Ratio | 31.16 | 3.06 |
| Outlier Loss Ratio | 3.44 | 3.42 |
| Volatility (ann.) | 11.54% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.03 | 2.0 |
| Skew | -0.61 | 0.21 |
| Kurtosis | 76.46 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.06% | 3.74% |
| Expected Yearly % | -0.38% | 26.95% |
| Kelly Criterion | -0.67% | -0.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.13% |
| Expected Shortfall (cVaR) | -0.99% | -2.13% |
| Year | 11395451:BTCUSD | 11395451:btcusd:triple_med_gx:lsma245_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.21 | -0.08 | - |
| 2025 | 16.76 | 2.53 | 0.15 | - |
| Metric | 11395451:btcusd:triple_med_gx:lsma245_115 | 11395451:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.88% | 31.46% |
| 6M | 2.53% | 12.77% |
| YTD | 2.53% | 16.76% |
| 1Y | -1.38% | 56.84% |
| 3Y (ann.) | -0.74% | 59.12% |
| 5Y (ann.) | -0.74% | 59.12% |
| Metric | 11395451:btcusd:triple_med_gx:lsma245_115 | 11395451:BTCUSD |
|---|---|---|
| Max Drawdown | -21.36% | -29.51% |
| Longest DD Days | 313.0 | 144.0 |
| Avg. Drawdown | -4.96% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.04 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -21.36 | 313 |
| 2024-06-07 | 2024-08-01 | -6.89 | 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 | 11395451:btcusd:triple_med_gx:lsma245_115 | 11395451:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 4.38% | 18.93% |
| Worst Week | -7.63% | -12.33% |
| Best Month | 9.36% | 37.42% |
| Worst Month | -10.84% | -17.69% |
| Best Year | 2.53% | 38.02% |
| Worst Year | -3.21% | 16.76% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.89% | -0.94% |
| Avg. Up Week | 2.55% | 5.97% |
| Avg. Down Week | -3.0% | -4.76% |
| Avg. Up Month | 4.04% | 17.5% |
| Avg. Down Month | -4.8% | -9.88% |
| Win Days % | 50.91% | 51.86% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 55.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |