| Metric | 11383089:btcusd:triple_med_gx:lsma40_75 | 11383089:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -17.65% | 61.52% |
| Max Drawdown | -24.86% | -29.51% |
| Sharpe | -0.48 | 0.59 |
| Sortino | -0.65 | 0.86 |
| Payoff Ratio | 1.07 | 0.93 |
| Profit Factor | 0.84 | 1.1 |
| Common Sense Ratio | 0.82 | 1.07 |
| CPC Index | 0.38 | 0.53 |
| Tail Ratio | 0.98 | 0.97 |
| Outlier Win Ratio | 37.96 | 3.09 |
| Outlier Loss Ratio | 3.89 | 3.08 |
| Volatility (ann.) | 9.02% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.69 | 2.02 |
| Skew | -0.16 | 0.21 |
| Kurtosis | 26.78 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.48% | 3.76% |
| Expected Yearly % | -9.25% | 27.09% |
| Kelly Criterion | -12.85% | 0.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.13% |
| Expected Shortfall (cVaR) | -0.79% | -2.13% |
| Year | 11383089:BTCUSD | 11383089:btcusd:triple_med_gx:lsma40_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.29 | -0.35 | - |
| 2025 | 17.02 | -5.03 | -0.30 | - |
| Metric | 11383089:btcusd:triple_med_gx:lsma40_75 | 11383089:BTCUSD |
|---|---|---|
| MTD | -0.78% | 4.4% |
| 3M | 4.53% | 31.76% |
| 6M | -8.01% | 12.25% |
| YTD | -5.03% | 17.02% |
| 1Y | -19.09% | 57.19% |
| 3Y (ann.) | -17.22% | 59.47% |
| 5Y (ann.) | -17.22% | 59.47% |
| Metric | 11383089:btcusd:triple_med_gx:lsma40_75 | 11383089:BTCUSD |
|---|---|---|
| Max Drawdown | -24.86% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -8.58% | -4.82% |
| Avg. Drawdown Days | 124.0 | 14.0 |
| Recovery Factor | -0.71 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-04 | 2025-06-11 | -24.86 | 371 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11383089:btcusd:triple_med_gx:lsma40_75 | 11383089:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 8.14% | 18.93% |
| Worst Week | -7.53% | -12.33% |
| Best Month | 10.08% | 37.42% |
| Worst Month | -8.61% | -17.69% |
| Best Year | -5.03% | 38.02% |
| Worst Year | -13.29% | 17.02% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.76% | -0.89% |
| Avg. Up Week | 3.7% | 5.37% |
| Avg. Down Week | -3.2% | -5.15% |
| Avg. Up Month | 3.99% | 12.04% |
| Avg. Down Month | -3.83% | -7.59% |
| Win Days % | 41.7% | 51.9% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 37.14% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |