| Metric | 11396257:btcusd:triple_med_gx:lsma55_120 | 11396257:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -32.47% | 61.16% |
| Max Drawdown | -39.67% | -29.51% |
| Sharpe | -0.99 | 0.59 |
| Sortino | -1.25 | 0.85 |
| Payoff Ratio | 0.91 | 0.93 |
| Profit Factor | 0.7 | 1.1 |
| Common Sense Ratio | 0.46 | 1.07 |
| CPC Index | 0.27 | 0.53 |
| Tail Ratio | 0.65 | 0.98 |
| Outlier Win Ratio | 38.76 | 2.95 |
| Outlier Loss Ratio | 3.76 | 3.16 |
| Volatility (ann.) | 9.18% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.8 | 2.0 |
| Skew | -1.54 | 0.21 |
| Kurtosis | 27.84 | 7.02 |
| Expected Daily % | -0.03% | 0.03% |
| Expected Monthly % | -2.97% | 3.74% |
| Expected Yearly % | -17.82% | 26.95% |
| Kelly Criterion | -22.86% | -0.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.13% |
| Expected Shortfall (cVaR) | -0.82% | -2.13% |
| Year | 11396257:BTCUSD | 11396257:btcusd:triple_med_gx:lsma55_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -17.41 | -0.46 | - |
| 2025 | 16.76 | -18.23 | -1.09 | - |
| Metric | 11396257:btcusd:triple_med_gx:lsma55_120 | 11396257:BTCUSD |
|---|---|---|
| MTD | 3.33% | 4.16% |
| 3M | -2.61% | 31.46% |
| 6M | -23.89% | 12.77% |
| YTD | -18.23% | 16.76% |
| 1Y | -34.43% | 56.84% |
| 3Y (ann.) | -31.76% | 59.12% |
| 5Y (ann.) | -31.76% | 59.12% |
| Metric | 11396257:btcusd:triple_med_gx:lsma55_120 | 11396257:BTCUSD |
|---|---|---|
| Max Drawdown | -39.67% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -8.13% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.82 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -39.67 | 370 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 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 | 11396257:btcusd:triple_med_gx:lsma55_120 | 11396257:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 4.75% | 18.93% |
| Worst Week | -9.5% | -12.33% |
| Best Month | 6.86% | 37.42% |
| Worst Month | -8.93% | -17.69% |
| Best Year | -17.41% | 38.02% |
| Worst Year | -18.23% | 16.76% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.8% | -0.8% |
| Avg. Up Week | 2.39% | 4.87% |
| Avg. Down Week | -3.3% | -3.89% |
| Avg. Up Month | 3.7% | 7.31% |
| Avg. Down Month | -5.27% | -7.82% |
| Win Days % | 41.41% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 36.36% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |