| Metric | 11399594:btcusd:triple_med_gx:lsma55_130 | 11399594:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -27.11% | 61.16% |
| Max Drawdown | -35.26% | -29.51% |
| Sharpe | -0.84 | 0.59 |
| Sortino | -1.09 | 0.85 |
| Payoff Ratio | 0.9 | 0.9 |
| Profit Factor | 0.74 | 1.1 |
| Common Sense Ratio | 0.49 | 1.07 |
| CPC Index | 0.29 | 0.51 |
| Tail Ratio | 0.65 | 0.98 |
| Outlier Win Ratio | 39.68 | 2.9 |
| Outlier Loss Ratio | 3.81 | 3.12 |
| Volatility (ann.) | 8.67% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.75 | 2.0 |
| Skew | -0.99 | 0.21 |
| Kurtosis | 26.97 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.4% | 3.74% |
| Expected Yearly % | -14.62% | 26.95% |
| Kelly Criterion | -20.02% | -1.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.13% |
| Expected Shortfall (cVaR) | -0.77% | -2.13% |
| Year | 11399594:BTCUSD | 11399594:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -16.95 | -0.45 | - |
| 2025 | 16.76 | -12.23 | -0.73 | - |
| Metric | 11399594:btcusd:triple_med_gx:lsma55_130 | 11399594:BTCUSD |
|---|---|---|
| MTD | 3.33% | 4.16% |
| 3M | -2.02% | 31.46% |
| 6M | -18.45% | 12.77% |
| YTD | -12.23% | 16.76% |
| 1Y | -29.01% | 56.84% |
| 3Y (ann.) | -26.49% | 59.12% |
| 5Y (ann.) | -26.49% | 59.12% |
| Metric | 11399594:btcusd:triple_med_gx:lsma55_130 | 11399594:BTCUSD |
|---|---|---|
| Max Drawdown | -35.26% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -7.25% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.77 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -35.26 | 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 | 11399594:btcusd:triple_med_gx:lsma55_130 | 11399594:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.75% | 18.93% |
| Worst Week | -9.18% | -12.33% |
| Best Month | 4.44% | 37.42% |
| Worst Month | -9.22% | -17.69% |
| Best Year | -12.23% | 38.02% |
| Worst Year | -16.95% | 16.76% |
| Avg. Up Day | 0.7% | 0.71% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 2.16% | 5.16% |
| Avg. Down Week | -3.12% | -3.76% |
| Avg. Up Month | 2.84% | 7.31% |
| Avg. Down Month | -3.98% | -7.82% |
| Win Days % | 43.06% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |