| Metric | 11435903:btcusd:triple_med_gx:lsma55_130 | 11435903:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -27.48% | 30.09% |
| Max Drawdown | -31.31% | -28.38% |
| Sharpe | -1.03 | 0.44 |
| Sortino | -1.3 | 0.63 |
| Payoff Ratio | 0.9 | 0.9 |
| Profit Factor | 0.7 | 1.07 |
| Common Sense Ratio | 0.5 | 0.99 |
| CPC Index | 0.26 | 0.5 |
| Tail Ratio | 0.72 | 0.93 |
| Outlier Win Ratio | 38.24 | 2.85 |
| Outlier Loss Ratio | 3.8 | 3.03 |
| Volatility (ann.) | 9.12% | 26.18% |
| R^2 | 0.12 | 0.12 |
| Calmar | -1.04 | 1.34 |
| Skew | -1.65 | 0.13 |
| Kurtosis | 30.2 | 6.5 |
| Expected Daily % | -0.03% | 0.02% |
| Expected Monthly % | -3.16% | 2.67% |
| Expected Yearly % | -14.84% | 14.06% |
| Kelly Criterion | -22.59% | -2.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11435903:BTCUSD | 11435903:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.43 | -0.35 | - |
| 2025 | -5.74 | -16.23 | 2.82 | - |
| Metric | 11435903:btcusd:triple_med_gx:lsma55_130 | 11435903:BTCUSD |
|---|---|---|
| MTD | -9.61% | 4.38% |
| 3M | -21.62% | -10.75% |
| 6M | -20.1% | 38.92% |
| YTD | -16.23% | -5.74% |
| 1Y | -27.48% | 30.09% |
| 3Y (ann.) | -32.53% | 38.02% |
| 5Y (ann.) | -32.53% | 38.02% |
| Metric | 11435903:btcusd:triple_med_gx:lsma55_130 | 11435903:BTCUSD |
|---|---|---|
| Max Drawdown | -31.31% | -28.38% |
| Longest DD Days | 293.0 | 144.0 |
| Avg. Drawdown | -6.46% | -4.56% |
| Avg. Drawdown Days | 59.0 | 12.0 |
| Recovery Factor | -0.88 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-03-26 | -31.31 | 293 |
| 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 | 11435903:btcusd:triple_med_gx:lsma55_130 | 11435903:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 4.75% | 18.93% |
| Worst Week | -9.61% | -12.33% |
| Best Month | 4.08% | 37.42% |
| Worst Month | -9.61% | -17.69% |
| Best Year | -13.43% | 38.02% |
| Worst Year | -16.23% | -5.74% |
| Avg. Up Day | 0.7% | 0.71% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 2.1% | 5.02% |
| Avg. Down Week | -2.64% | -4.13% |
| Avg. Up Month | 2.05% | 6.99% |
| Avg. Down Month | -4.16% | -9.25% |
| Win Days % | 42.04% | 51.38% |
| Win Month % | 20.0% | 60.0% |
| Win Week % | 32.0% | 52.27% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |