| Metric | 11398019:btcusd:triple_med_gx:lsma55_125 | 11398019:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -3.38% | 61.16% |
| Max Drawdown | -16.92% | -29.51% |
| Sharpe | -0.04 | 0.59 |
| Sortino | -0.06 | 0.85 |
| Payoff Ratio | 1.02 | 0.99 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.47 | 0.56 |
| Tail Ratio | 1.34 | 0.98 |
| Outlier Win Ratio | 34.56 | 3.12 |
| Outlier Loss Ratio | 3.72 | 3.12 |
| Volatility (ann.) | 9.39% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.19 | 2.0 |
| Skew | -0.86 | 0.21 |
| Kurtosis | 27.28 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.26% | 3.74% |
| Expected Yearly % | -1.7% | 26.95% |
| Kelly Criterion | -4.65% | 3.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.13% |
| Expected Shortfall (cVaR) | -0.81% | -2.13% |
| Year | 11398019:BTCUSD | 11398019:btcusd:triple_med_gx:lsma55_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.31 | -0.14 | - |
| 2025 | 16.76 | 2.04 | 0.12 | - |
| Metric | 11398019:btcusd:triple_med_gx:lsma55_125 | 11398019:BTCUSD |
|---|---|---|
| MTD | 4.27% | 4.16% |
| 3M | 0.3% | 31.46% |
| 6M | -0.61% | 12.77% |
| YTD | 2.04% | 16.76% |
| 1Y | -4.37% | 56.84% |
| 3Y (ann.) | -3.29% | 59.12% |
| 5Y (ann.) | -3.29% | 59.12% |
| Metric | 11398019:btcusd:triple_med_gx:lsma55_125 | 11398019:BTCUSD |
|---|---|---|
| Max Drawdown | -16.92% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -3.19% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.2 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -16.92 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 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 | 11398019:btcusd:triple_med_gx:lsma55_125 | 11398019:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.76% | 18.93% |
| Worst Week | -7.95% | -12.33% |
| Best Month | 6.34% | 37.42% |
| Worst Month | -7.17% | -17.69% |
| Best Year | 2.04% | 38.02% |
| Worst Year | -5.31% | 16.76% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 1.81% | 4.64% |
| Avg. Down Week | -3.39% | -3.41% |
| Avg. Up Month | 2.82% | 12.73% |
| Avg. Down Month | -2.58% | -6.43% |
| Win Days % | 47.18% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |