| Metric | 11396955:btcusd:triple_med_gx:lsma215_120 | 11396955:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 3.38% | 61.16% |
| Max Drawdown | -24.76% | -29.51% |
| Sharpe | 0.13 | 0.59 |
| Sortino | 0.18 | 0.85 |
| Payoff Ratio | 0.99 | 0.97 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.53 | 0.55 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 31.28 | 3.13 |
| Outlier Loss Ratio | 3.5 | 3.41 |
| Volatility (ann.) | 12.11% | 25.19% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.13 | 2.0 |
| Skew | 0.57 | 0.21 |
| Kurtosis | 78.16 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.26% | 3.74% |
| Expected Yearly % | 1.67% | 26.95% |
| Kelly Criterion | 0.84% | 2.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.13% |
| Expected Shortfall (cVaR) | -1.04% | -2.13% |
| Year | 11396955:BTCUSD | 11396955:btcusd:triple_med_gx:lsma215_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.07 | -0.21 | - |
| 2025 | 16.76 | 12.45 | 0.74 | - |
| Metric | 11396955:btcusd:triple_med_gx:lsma215_120 | 11396955:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.19% | 31.46% |
| 6M | 12.45% | 12.77% |
| YTD | 12.45% | 16.76% |
| 1Y | 0.9% | 56.84% |
| 3Y (ann.) | 3.29% | 59.12% |
| 5Y (ann.) | 3.29% | 59.12% |
| Metric | 11396955:btcusd:triple_med_gx:lsma215_120 | 11396955:BTCUSD |
|---|---|---|
| Max Drawdown | -24.76% | -29.51% |
| Longest DD Days | 313.0 | 144.0 |
| Avg. Drawdown | -4.33% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | 0.14 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -24.76 | 313 |
| 2024-06-07 | 2024-08-01 | -3.38 | 55 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 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 | 11396955:btcusd:triple_med_gx:lsma215_120 | 11396955:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.22% | 18.93% |
| Worst Week | -11.02% | -12.33% |
| Best Month | 12.06% | 37.42% |
| Worst Month | -13.61% | -17.69% |
| Best Year | 12.45% | 38.02% |
| Worst Year | -8.07% | 16.76% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 3.17% | 4.69% |
| Avg. Down Week | -5.32% | -4.94% |
| Avg. Up Month | 6.3% | 18.38% |
| Avg. Down Month | -6.92% | -5.98% |
| Win Days % | 50.55% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |