| Metric | 11393959:btcusd:triple_med_gx:lsma140_110 | 11393959:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -26.51% | 61.16% |
| Max Drawdown | -31.51% | -29.51% |
| Sharpe | -0.95 | 0.59 |
| Sortino | -1.17 | 0.85 |
| Payoff Ratio | 0.73 | 0.73 |
| Profit Factor | 0.65 | 1.1 |
| Common Sense Ratio | 0.23 | 1.07 |
| CPC Index | 0.21 | 0.41 |
| Tail Ratio | 0.35 | 0.98 |
| Outlier Win Ratio | 61.27 | 2.74 |
| Outlier Loss Ratio | 3.06 | 3.09 |
| Volatility (ann.) | 7.54% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.82 | 2.0 |
| Skew | -2.33 | 0.21 |
| Kurtosis | 43.7 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.34% | 3.74% |
| Expected Yearly % | -14.27% | 26.95% |
| Kelly Criterion | -30.93% | -14.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.13% |
| Expected Shortfall (cVaR) | -0.67% | -2.13% |
| Year | 11393959:BTCUSD | 11393959:btcusd:triple_med_gx:lsma140_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.06 | -0.32 | - |
| 2025 | 16.76 | -16.43 | -0.98 | - |
| Metric | 11393959:btcusd:triple_med_gx:lsma140_110 | 11393959:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -11.9% | 31.46% |
| 6M | -16.76% | 12.77% |
| YTD | -16.43% | 16.76% |
| 1Y | -27.04% | 56.84% |
| 3Y (ann.) | -25.9% | 59.12% |
| 5Y (ann.) | -25.9% | 59.12% |
| Metric | 11393959:btcusd:triple_med_gx:lsma140_110 | 11393959:BTCUSD |
|---|---|---|
| Max Drawdown | -31.51% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -6.6% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.84 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -31.51 | 369 |
| 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 | 11393959:btcusd:triple_med_gx:lsma140_110 | 11393959:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -5.01% | -9.32% |
| Best Week | 4.77% | 18.93% |
| Worst Week | -8.5% | -12.33% |
| Best Month | 1.01% | 37.42% |
| Worst Month | -10.09% | -17.69% |
| Best Year | -12.06% | 38.02% |
| Worst Year | -16.43% | 16.76% |
| Avg. Up Day | 0.7% | 0.73% |
| Avg. Down Day | -0.97% | -1.0% |
| Avg. Up Week | 2.11% | 3.92% |
| Avg. Down Week | -3.38% | -5.21% |
| Avg. Up Month | 0.67% | 19.81% |
| Avg. Down Month | -4.15% | -7.93% |
| Win Days % | 44.89% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 25.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |