| Metric | 11395514:btcusd:triple_med_gx:lsma290_115 | 11395514:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -0.99% | 61.16% |
| Max Drawdown | -28.13% | -29.51% |
| Sharpe | 0.05 | 0.59 |
| Sortino | 0.07 | 0.85 |
| Payoff Ratio | 0.97 | 0.95 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 1.02 | 1.07 |
| CPC Index | 0.49 | 0.54 |
| Tail Ratio | 1.0 | 0.98 |
| Outlier Win Ratio | 28.11 | 3.4 |
| Outlier Loss Ratio | 3.54 | 3.47 |
| Volatility (ann.) | 12.86% | 25.19% |
| R^2 | 0.26 | 0.26 |
| Calmar | -0.03 | 2.0 |
| Skew | 0.58 | 0.21 |
| Kurtosis | 62.94 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.08% | 3.74% |
| Expected Yearly % | -0.5% | 26.95% |
| Kelly Criterion | -1.4% | 1.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.13% |
| Expected Shortfall (cVaR) | -1.11% | -2.13% |
| Year | 11395514:BTCUSD | 11395514:btcusd:triple_med_gx:lsma290_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.94 | -0.05 | - |
| 2025 | 16.76 | 0.97 | 0.06 | - |
| Metric | 11395514:btcusd:triple_med_gx:lsma290_115 | 11395514:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.16% |
| 3M | 2.99% | 31.46% |
| 6M | 0.97% | 12.77% |
| YTD | 0.97% | 16.76% |
| 1Y | 0.73% | 56.84% |
| 3Y (ann.) | -0.97% | 59.12% |
| 5Y (ann.) | -0.97% | 59.12% |
| Metric | 11395514:btcusd:triple_med_gx:lsma290_115 | 11395514:BTCUSD |
|---|---|---|
| Max Drawdown | -28.13% | -29.51% |
| Longest DD Days | 345.0 | 144.0 |
| Avg. Drawdown | -6.75% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.04 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-05-18 | -28.13 | 345 |
| 2025-05-19 | 2025-06-11 | -4.12 | 23 |
| 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 | 11395514:btcusd:triple_med_gx:lsma290_115 | 11395514:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.15% | 18.93% |
| Worst Week | -6.83% | -12.33% |
| Best Month | 17.31% | 37.42% |
| Worst Month | -12.71% | -17.69% |
| Best Year | 0.97% | 38.02% |
| Worst Year | -1.94% | 16.76% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 2.89% | 5.39% |
| Avg. Down Week | -3.71% | -5.12% |
| Avg. Up Month | 5.48% | 16.65% |
| Avg. Down Month | -6.34% | -8.96% |
| Win Days % | 50.15% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |