| Metric | 11396317:btcusd:triple_med_gx:lsma55_120 | 11396317:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -11.57% | 61.16% |
| Max Drawdown | -24.97% | -29.51% |
| Sharpe | -0.28 | 0.59 |
| Sortino | -0.37 | 0.85 |
| Payoff Ratio | 1.03 | 0.98 |
| Profit Factor | 0.91 | 1.1 |
| Common Sense Ratio | 1.09 | 1.07 |
| CPC Index | 0.42 | 0.56 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 35.94 | 3.06 |
| Outlier Loss Ratio | 3.8 | 3.11 |
| Volatility (ann.) | 9.17% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.45 | 2.0 |
| Skew | -0.96 | 0.21 |
| Kurtosis | 27.57 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.94% | 3.74% |
| Expected Yearly % | -5.96% | 26.95% |
| Kelly Criterion | -7.62% | 2.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.13% |
| Expected Shortfall (cVaR) | -0.8% | -2.13% |
| Year | 11396317:BTCUSD | 11396317:btcusd:triple_med_gx:lsma55_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.72 | -0.12 | - |
| 2025 | 16.76 | -7.19 | -0.43 | - |
| Metric | 11396317:btcusd:triple_med_gx:lsma55_120 | 11396317:BTCUSD |
|---|---|---|
| MTD | 3.82% | 4.16% |
| 3M | 3.71% | 31.46% |
| 6M | -11.58% | 12.77% |
| YTD | -7.19% | 16.76% |
| 1Y | -15.15% | 56.84% |
| 3Y (ann.) | -11.28% | 59.12% |
| 5Y (ann.) | -11.28% | 59.12% |
| Metric | 11396317:btcusd:triple_med_gx:lsma55_120 | 11396317:BTCUSD |
|---|---|---|
| Max Drawdown | -24.97% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -6.36% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.46 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -24.97 | 188 |
| 2024-06-09 | 2024-12-05 | -17.35 | 178 |
| 2024-06-05 | 2024-06-09 | -1.21 | 3 |
| 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 | 11396317:btcusd:triple_med_gx:lsma55_120 | 11396317:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.48% | 18.93% |
| Worst Week | -6.38% | -12.33% |
| Best Month | 6.88% | 37.42% |
| Worst Month | -6.38% | -17.69% |
| Best Year | -4.72% | 38.02% |
| Worst Year | -7.19% | 16.76% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.75% | -0.81% |
| Avg. Up Week | 3.34% | 4.61% |
| Avg. Down Week | -2.46% | -3.89% |
| Avg. Up Month | 4.51% | 8.72% |
| Avg. Down Month | -2.77% | -7.82% |
| Win Days % | 45.49% | 51.86% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |