| Metric | 11397118:btcusd:triple_med_gx:lsma215_120 | 11397118:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -0.35% | 61.16% |
| Max Drawdown | -26.18% | -29.51% |
| Sharpe | 0.05 | 0.59 |
| Sortino | 0.08 | 0.85 |
| Payoff Ratio | 0.94 | 0.94 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.49 | 0.53 |
| Tail Ratio | 1.4 | 0.98 |
| Outlier Win Ratio | 30.75 | 3.11 |
| Outlier Loss Ratio | 3.41 | 3.41 |
| Volatility (ann.) | 12.05% | 25.19% |
| R^2 | 0.23 | 0.23 |
| Calmar | -0.01 | 2.0 |
| Skew | 0.45 | 0.21 |
| Kurtosis | 79.08 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.03% | 3.74% |
| Expected Yearly % | -0.18% | 26.95% |
| Kelly Criterion | -2.03% | 0.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.13% |
| Expected Shortfall (cVaR) | -1.04% | -2.13% |
| Year | 11397118:BTCUSD | 11397118:btcusd:triple_med_gx:lsma215_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.60 | -0.25 | - |
| 2025 | 16.76 | 10.23 | 0.61 | - |
| Metric | 11397118:btcusd:triple_med_gx:lsma215_120 | 11397118:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.73% | 31.46% |
| 6M | 10.23% | 12.77% |
| YTD | 10.23% | 16.76% |
| 1Y | 1.99% | 56.84% |
| 3Y (ann.) | -0.34% | 59.12% |
| 5Y (ann.) | -0.34% | 59.12% |
| Metric | 11397118:btcusd:triple_med_gx:lsma215_120 | 11397118:BTCUSD |
|---|---|---|
| Max Drawdown | -26.18% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -9.21% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | -0.01 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -26.18 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11397118:btcusd:triple_med_gx:lsma215_120 | 11397118:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.15% | 18.93% |
| Worst Week | -8.91% | -12.33% |
| Best Month | 15.37% | 37.42% |
| Worst Month | -13.56% | -17.69% |
| Best Year | 10.23% | 38.02% |
| Worst Year | -9.6% | 16.76% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.93% | -0.93% |
| Avg. Up Week | 5.84% | 8.77% |
| Avg. Down Week | -5.52% | -5.97% |
| Avg. Up Month | 9.65% | 20.88% |
| Avg. Down Month | -4.73% | -7.82% |
| Win Days % | 50.54% | 51.86% |
| Win Month % | 30.0% | 61.54% |
| Win Week % | 47.37% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |