| Metric | 11396202:btcusd:triple_med_gx:lsma55_120 | 11396202:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -12.25% | 61.16% |
| Max Drawdown | -22.63% | -29.51% |
| Sharpe | -0.32 | 0.59 |
| Sortino | -0.44 | 0.85 |
| Payoff Ratio | 1.04 | 1.05 |
| Profit Factor | 0.89 | 1.1 |
| Common Sense Ratio | 0.98 | 1.07 |
| CPC Index | 0.41 | 0.6 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 36.39 | 2.98 |
| Outlier Loss Ratio | 3.87 | 3.0 |
| Volatility (ann.) | 8.69% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.53 | 2.0 |
| Skew | -0.47 | 0.21 |
| Kurtosis | 27.36 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.0% | 3.74% |
| Expected Yearly % | -6.32% | 26.95% |
| Kelly Criterion | -10.11% | 6.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.13% |
| Expected Shortfall (cVaR) | -0.76% | -2.13% |
| Year | 11396202:BTCUSD | 11396202:btcusd:triple_med_gx:lsma55_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.45 | -0.14 | - |
| 2025 | 16.76 | -7.19 | -0.43 | - |
| Metric | 11396202:btcusd:triple_med_gx:lsma55_120 | 11396202:BTCUSD |
|---|---|---|
| MTD | 1.88% | 4.16% |
| 3M | -0.61% | 31.46% |
| 6M | -12.23% | 12.77% |
| YTD | -7.19% | 16.76% |
| 1Y | -15.71% | 56.84% |
| 3Y (ann.) | -11.94% | 59.12% |
| 5Y (ann.) | -11.94% | 59.12% |
| Metric | 11396202:btcusd:triple_med_gx:lsma55_120 | 11396202:BTCUSD |
|---|---|---|
| Max Drawdown | -22.63% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -4.72% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.54 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -22.63 | 370 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11396202:btcusd:triple_med_gx:lsma55_120 | 11396202:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.91% | 18.93% |
| Worst Week | -5.84% | -12.33% |
| Best Month | 4.43% | 37.42% |
| Worst Month | -5.75% | -17.69% |
| Best Year | -5.45% | 38.02% |
| Worst Year | -7.19% | 16.76% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 2.52% | 5.1% |
| Avg. Down Week | -2.87% | -3.81% |
| Avg. Up Month | 2.28% | 15.89% |
| Avg. Down Month | -2.92% | -7.59% |
| Win Days % | 43.9% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |