| Metric | 11428669:btcusd:triple_med_gx:lsma210_105 | 11428669:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -11.95% | 29.45% |
| Max Drawdown | -28.58% | -28.38% |
| Sharpe | -0.26 | 0.43 |
| Sortino | -0.35 | 0.62 |
| Payoff Ratio | 0.84 | 0.81 |
| Profit Factor | 0.9 | 1.07 |
| Common Sense Ratio | 1.17 | 0.99 |
| CPC Index | 0.38 | 0.45 |
| Tail Ratio | 1.3 | 0.93 |
| Outlier Win Ratio | 31.16 | 2.94 |
| Outlier Loss Ratio | 3.39 | 3.31 |
| Volatility (ann.) | 12.1% | 26.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.51 | 1.31 |
| Skew | -0.86 | 0.13 |
| Kurtosis | 77.59 | 6.49 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -1.26% | 2.61% |
| Expected Yearly % | -6.17% | 13.77% |
| Kelly Criterion | -9.23% | -8.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.22% |
| Expected Shortfall (cVaR) | -1.05% | -2.22% |
| Year | 11428669:BTCUSD | 11428669:btcusd:triple_med_gx:lsma210_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.59 | -0.20 | - |
| 2025 | -6.21 | -4.71 | 0.76 | + |
| Metric | 11428669:btcusd:triple_med_gx:lsma210_105 | 11428669:BTCUSD |
|---|---|---|
| MTD | -0.36% | 3.86% |
| 3M | -4.71% | -7.61% |
| 6M | 10.74% | 38.23% |
| YTD | -4.71% | -6.21% |
| 1Y | -11.95% | 29.45% |
| 3Y (ann.) | -14.43% | 37.18% |
| 5Y (ann.) | -14.43% | 37.18% |
| Metric | 11428669:btcusd:triple_med_gx:lsma210_105 | 11428669:BTCUSD |
|---|---|---|
| Max Drawdown | -28.58% | -28.38% |
| Longest DD Days | 291.0 | 144.0 |
| Avg. Drawdown | -5.13% | -4.56% |
| Avg. Drawdown Days | 49.0 | 12.0 |
| Recovery Factor | -0.42 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-26 | -28.58 | 291 |
| 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 | 11428669:btcusd:triple_med_gx:lsma210_105 | 11428669:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.85% | 18.93% |
| Worst Week | -8.19% | -12.33% |
| Best Month | 12.78% | 37.42% |
| Worst Month | -14.53% | -17.69% |
| Best Year | -4.71% | 38.02% |
| Worst Year | -7.59% | -6.21% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.95% | -0.99% |
| Avg. Up Week | 4.73% | 9.67% |
| Avg. Down Week | -5.73% | -5.7% |
| Avg. Up Month | 7.96% | 24.15% |
| Avg. Down Month | -5.88% | -6.43% |
| Win Days % | 50.0% | 51.34% |
| Win Month % | 30.0% | 60.0% |
| Win Week % | 42.11% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |