| Metric | 11395502:btcusd:triple_med_gx:lsma225_115 | 11395502:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -5.66% | 61.16% |
| Max Drawdown | -27.04% | -29.51% |
| Sharpe | -0.06 | 0.59 |
| Sortino | -0.08 | 0.85 |
| Payoff Ratio | 0.91 | 0.9 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | 1.2 | 1.07 |
| CPC Index | 0.45 | 0.51 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 29.02 | 3.06 |
| Outlier Loss Ratio | 3.43 | 3.41 |
| Volatility (ann.) | 12.15% | 25.19% |
| R^2 | 0.23 | 0.23 |
| Calmar | -0.2 | 2.0 |
| Skew | 0.39 | 0.21 |
| Kurtosis | 76.33 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.45% | 3.74% |
| Expected Yearly % | -2.87% | 26.95% |
| Kelly Criterion | -3.46% | -1.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.13% |
| Expected Shortfall (cVaR) | -1.05% | -2.13% |
| Year | 11395502:BTCUSD | 11395502:btcusd:triple_med_gx:lsma225_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.74 | -0.23 | - |
| 2025 | 16.76 | 3.37 | 0.20 | - |
| Metric | 11395502:btcusd:triple_med_gx:lsma225_115 | 11395502:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.1% | 31.46% |
| 6M | 3.37% | 12.77% |
| YTD | 3.37% | 16.76% |
| 1Y | -4.02% | 56.84% |
| 3Y (ann.) | -5.51% | 59.12% |
| 5Y (ann.) | -5.51% | 59.12% |
| Metric | 11395502:btcusd:triple_med_gx:lsma225_115 | 11395502:BTCUSD |
|---|---|---|
| Max Drawdown | -27.04% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -7.14% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.21 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -27.04 | 369 |
| 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 | 11395502:btcusd:triple_med_gx:lsma225_115 | 11395502: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 | -13.47% | -17.69% |
| Best Year | 3.37% | 38.02% |
| Worst Year | -8.74% | 16.76% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.9% | -0.92% |
| Avg. Up Week | 4.25% | 7.59% |
| Avg. Down Week | -5.62% | -5.97% |
| Avg. Up Month | 6.52% | 18.09% |
| Avg. Down Month | -4.89% | -7.82% |
| Win Days % | 50.83% | 51.86% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 52.38% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |