| Metric | 11404806:btcusd:triple_med_gx:lsma55_145 | 11404806:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -5.06% | 75.42% |
| Max Drawdown | -20.96% | -29.51% |
| Sharpe | -0.08 | 0.63 |
| Sortino | -0.11 | 0.92 |
| Payoff Ratio | 1.02 | 1.01 |
| Profit Factor | 0.97 | 1.11 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.46 | 0.58 |
| Tail Ratio | 1.21 | 0.96 |
| Outlier Win Ratio | 32.82 | 3.15 |
| Outlier Loss Ratio | 3.81 | 3.09 |
| Volatility (ann.) | 9.11% | 24.55% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.22 | 2.19 |
| Skew | -0.11 | 0.2 |
| Kurtosis | 26.16 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.37% | 4.1% |
| Expected Yearly % | -2.56% | 32.45% |
| Kelly Criterion | -6.04% | 4.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.07% |
| Expected Shortfall (cVaR) | -0.79% | -2.07% |
| Year | 11404806:BTCUSD | 11404806:btcusd:triple_med_gx:lsma55_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.29 | -0.11 | - |
| 2025 | 27.10 | -0.81 | -0.03 | - |
| Metric | 11404806:btcusd:triple_med_gx:lsma55_145 | 11404806:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 10.4% | 41.88% |
| 6M | -3.1% | 22.91% |
| YTD | -0.81% | 27.1% |
| 1Y | -4.17% | 82.29% |
| 3Y (ann.) | -4.51% | 64.73% |
| 5Y (ann.) | -4.51% | 64.73% |
| Metric | 11404806:btcusd:triple_med_gx:lsma55_145 | 11404806:BTCUSD |
|---|---|---|
| Max Drawdown | -20.96% | -29.51% |
| Longest DD Days | 406.0 | 144.0 |
| Avg. Drawdown | -4.39% | -4.71% |
| Avg. Drawdown Days | 81.0 | 14.0 |
| Recovery Factor | -0.24 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-17 | -20.96 | 406 |
| 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 | 11404806:btcusd:triple_med_gx:lsma55_145 | 11404806:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.9% | 18.93% |
| Worst Week | -5.22% | -12.33% |
| Best Month | 6.6% | 37.42% |
| Worst Month | -6.46% | -17.69% |
| Best Year | -0.81% | 38.02% |
| Worst Year | -4.29% | 27.1% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 2.59% | 5.42% |
| Avg. Down Week | -2.83% | -3.61% |
| Avg. Up Month | 2.69% | 12.44% |
| Avg. Down Month | -2.36% | -7.82% |
| Win Days % | 46.47% | 51.89% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 46.88% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |