| Metric | 11384394:btcusd:triple_med_gx:lsma40_80 | 11384394:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -33.78% | 61.52% |
| Max Drawdown | -39.94% | -29.51% |
| Sharpe | -1.05 | 0.59 |
| Sortino | -1.33 | 0.86 |
| Payoff Ratio | 0.93 | 0.88 |
| Profit Factor | 0.69 | 1.1 |
| Common Sense Ratio | 0.46 | 1.07 |
| CPC Index | 0.26 | 0.5 |
| Tail Ratio | 0.68 | 0.97 |
| Outlier Win Ratio | 41.79 | 3.05 |
| Outlier Loss Ratio | 3.86 | 3.25 |
| Volatility (ann.) | 9.18% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.83 | 2.02 |
| Skew | -1.26 | 0.21 |
| Kurtosis | 28.93 | 7.01 |
| Expected Daily % | -0.03% | 0.03% |
| Expected Monthly % | -3.12% | 3.76% |
| Expected Yearly % | -18.62% | 27.09% |
| Kelly Criterion | -24.38% | -2.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.13% |
| Expected Shortfall (cVaR) | -0.82% | -2.13% |
| Year | 11384394:BTCUSD | 11384394:btcusd:triple_med_gx:lsma40_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -22.13 | -0.58 | - |
| 2025 | 17.02 | -14.96 | -0.88 | - |
| Metric | 11384394:btcusd:triple_med_gx:lsma40_80 | 11384394:BTCUSD |
|---|---|---|
| MTD | -0.18% | 4.4% |
| 3M | -1.31% | 31.76% |
| 6M | -19.25% | 12.25% |
| YTD | -14.96% | 17.02% |
| 1Y | -35.35% | 57.19% |
| 3Y (ann.) | -33.04% | 59.47% |
| 5Y (ann.) | -33.04% | 59.47% |
| Metric | 11384394:btcusd:triple_med_gx:lsma40_80 | 11384394:BTCUSD |
|---|---|---|
| Max Drawdown | -39.94% | -29.51% |
| Longest DD Days | 360.0 | 144.0 |
| Avg. Drawdown | -8.21% | -4.82% |
| Avg. Drawdown Days | 72.0 | 14.0 |
| Recovery Factor | -0.85 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-15 | 2025-06-11 | -39.94 | 360 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-14 | 2024-06-15 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11384394:btcusd:triple_med_gx:lsma40_80 | 11384394:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 7.32% | 18.93% |
| Worst Week | -8.79% | -12.33% |
| Best Month | 5.52% | 37.42% |
| Worst Month | -9.4% | -17.69% |
| Best Year | -14.96% | 38.02% |
| Worst Year | -22.13% | 17.02% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.81% | -0.87% |
| Avg. Up Week | 3.59% | 5.66% |
| Avg. Down Week | -3.25% | -4.74% |
| Avg. Up Month | 4.85% | 11.0% |
| Avg. Down Month | -5.55% | -7.59% |
| Win Days % | 40.0% | 51.9% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 29.41% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |