| Metric | 11430269:btcusd:triple_med_gx:lsma195_110 | 11430269:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -7.37% | 29.45% |
| Max Drawdown | -22.65% | -28.38% |
| Sharpe | -0.14 | 0.43 |
| Sortino | -0.19 | 0.62 |
| Payoff Ratio | 0.9 | 0.87 |
| Profit Factor | 0.94 | 1.07 |
| Common Sense Ratio | 1.46 | 0.99 |
| CPC Index | 0.42 | 0.48 |
| Tail Ratio | 1.55 | 0.93 |
| Outlier Win Ratio | 35.0 | 2.97 |
| Outlier Loss Ratio | 3.31 | 3.24 |
| Volatility (ann.) | 11.72% | 26.19% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.4 | 1.31 |
| Skew | -0.73 | 0.13 |
| Kurtosis | 86.86 | 6.49 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.76% | 2.61% |
| Expected Yearly % | -3.75% | 13.77% |
| Kelly Criterion | -6.8% | -4.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.22% |
| Expected Shortfall (cVaR) | -1.01% | -2.22% |
| Year | 11430269:BTCUSD | 11430269:btcusd:triple_med_gx:lsma195_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.86 | 0.05 | - |
| 2025 | -6.21 | -9.06 | 1.46 | - |
| Metric | 11430269:btcusd:triple_med_gx:lsma195_110 | 11430269:BTCUSD |
|---|---|---|
| MTD | -0.05% | 3.86% |
| 3M | -9.06% | -7.61% |
| 6M | 2.89% | 38.23% |
| YTD | -9.06% | -6.21% |
| 1Y | -7.37% | 29.45% |
| 3Y (ann.) | -8.95% | 37.18% |
| 5Y (ann.) | -8.95% | 37.18% |
| Metric | 11430269:btcusd:triple_med_gx:lsma195_110 | 11430269:BTCUSD |
|---|---|---|
| Max Drawdown | -22.65% | -28.38% |
| Longest DD Days | 291.0 | 144.0 |
| Avg. Drawdown | -4.83% | -4.56% |
| Avg. Drawdown Days | 58.0 | 12.0 |
| Recovery Factor | -0.33 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-26 | -22.65 | 291 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11430269:btcusd:triple_med_gx:lsma195_110 | 11430269:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.19% | 18.93% |
| Worst Week | -8.15% | -12.33% |
| Best Month | 16.72% | 37.42% |
| Worst Month | -12.89% | -17.69% |
| Best Year | 1.86% | 38.02% |
| Worst Year | -9.06% | -6.21% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.95% | -1.0% |
| Avg. Up Week | 5.55% | 10.99% |
| Avg. Down Week | -4.42% | -5.46% |
| Avg. Up Month | 9.5% | 22.39% |
| Avg. Down Month | -4.83% | -9.88% |
| Win Days % | 49.5% | 51.34% |
| Win Month % | 30.0% | 60.0% |
| Win Week % | 38.89% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |