| Metric | 11395499:btcusd:triple_med_gx:lsma210_115 | 11395499:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -7.38% | 75.42% |
| Max Drawdown | -25.82% | -29.51% |
| Sharpe | -0.09 | 0.63 |
| Sortino | -0.13 | 0.92 |
| Payoff Ratio | 0.91 | 0.9 |
| Profit Factor | 0.96 | 1.11 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.44 | 0.52 |
| Tail Ratio | 1.34 | 0.96 |
| Outlier Win Ratio | 32.51 | 3.08 |
| Outlier Loss Ratio | 3.32 | 3.43 |
| Volatility (ann.) | 11.56% | 24.55% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.26 | 2.19 |
| Skew | 0.4 | 0.2 |
| Kurtosis | 85.47 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.55% | 4.1% |
| Expected Yearly % | -3.76% | 32.45% |
| Kelly Criterion | -5.0% | -1.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.07% |
| Expected Shortfall (cVaR) | -1.0% | -2.07% |
| Year | 11395499:BTCUSD | 11395499:btcusd:triple_med_gx:lsma210_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.60 | -0.20 | - |
| 2025 | 27.10 | 0.24 | 0.01 | - |
| Metric | 11395499:btcusd:triple_med_gx:lsma210_115 | 11395499:BTCUSD |
|---|---|---|
| MTD | -1.3% | 10.71% |
| 3M | 6.09% | 41.88% |
| 6M | 0.24% | 22.91% |
| YTD | 0.24% | 27.1% |
| 1Y | -3.33% | 82.29% |
| 3Y (ann.) | -6.58% | 64.73% |
| 5Y (ann.) | -6.58% | 64.73% |
| Metric | 11395499:btcusd:triple_med_gx:lsma210_115 | 11395499:BTCUSD |
|---|---|---|
| Max Drawdown | -25.82% | -29.51% |
| Longest DD Days | 404.0 | 144.0 |
| Avg. Drawdown | -6.83% | -4.71% |
| Avg. Drawdown Days | 101.0 | 14.0 |
| Recovery Factor | -0.29 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-17 | -25.82 | 404 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395499:btcusd:triple_med_gx:lsma210_115 | 11395499:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.15% | 18.93% |
| Worst Week | -8.73% | -12.33% |
| Best Month | 17.31% | 37.42% |
| Worst Month | -13.95% | -17.69% |
| Best Year | 0.24% | 38.02% |
| Worst Year | -7.6% | 27.1% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.92% | -0.94% |
| Avg. Up Week | 4.33% | 7.59% |
| Avg. Down Week | -5.65% | -5.97% |
| Avg. Up Month | 6.39% | 18.09% |
| Avg. Down Month | -5.05% | -7.82% |
| Win Days % | 50.0% | 51.89% |
| Win Month % | 33.33% | 64.29% |
| Win Week % | 52.38% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |