| Metric | 11393162:btcusd:triple_med_gx:lsma40_110 | 11393162:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -28.23% | 61.16% |
| Max Drawdown | -35.41% | -29.51% |
| Sharpe | -0.7 | 0.59 |
| Sortino | -0.92 | 0.85 |
| Payoff Ratio | 0.96 | 0.97 |
| Profit Factor | 0.8 | 1.1 |
| Common Sense Ratio | 0.73 | 1.07 |
| CPC Index | 0.33 | 0.55 |
| Tail Ratio | 0.91 | 0.98 |
| Outlier Win Ratio | 30.02 | 3.27 |
| Outlier Loss Ratio | 4.07 | 3.5 |
| Volatility (ann.) | 10.68% | 25.19% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.78 | 2.0 |
| Skew | -0.88 | 0.21 |
| Kurtosis | 20.02 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.52% | 3.74% |
| Expected Yearly % | -15.29% | 26.95% |
| Kelly Criterion | -16.56% | 2.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.13% |
| Expected Shortfall (cVaR) | -0.94% | -2.13% |
| Year | 11393162:BTCUSD | 11393162:btcusd:triple_med_gx:lsma40_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -21.85 | -0.57 | - |
| 2025 | 16.76 | -8.17 | -0.49 | - |
| Metric | 11393162:btcusd:triple_med_gx:lsma40_110 | 11393162:BTCUSD |
|---|---|---|
| MTD | 2.41% | 4.16% |
| 3M | -2.31% | 31.46% |
| 6M | -11.84% | 12.77% |
| YTD | -8.17% | 16.76% |
| 1Y | -28.01% | 56.84% |
| 3Y (ann.) | -27.6% | 59.12% |
| 5Y (ann.) | -27.6% | 59.12% |
| Metric | 11393162:btcusd:triple_med_gx:lsma40_110 | 11393162:BTCUSD |
|---|---|---|
| Max Drawdown | -35.41% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -6.31% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.8 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -35.41 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-01 | 2024-06-04 | -1.04 | 2 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11393162:btcusd:triple_med_gx:lsma40_110 | 11393162:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.59% | 18.93% |
| Worst Week | -9.56% | -12.33% |
| Best Month | 2.9% | 37.42% |
| Worst Month | -8.44% | -17.69% |
| Best Year | -8.17% | 38.02% |
| Worst Year | -21.85% | 16.76% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 2.47% | 5.28% |
| Avg. Down Week | -3.39% | -4.28% |
| Avg. Up Month | 1.72% | 8.97% |
| Avg. Down Month | -3.01% | -7.93% |
| Win Days % | 42.86% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 38.46% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |