| Metric | 11398016:btcusd:triple_med_gx:lsma40_125 | 11398016:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -21.33% | 61.16% |
| Max Drawdown | -29.26% | -29.51% |
| Sharpe | -0.5 | 0.59 |
| Sortino | -0.67 | 0.85 |
| Payoff Ratio | 0.97 | 0.97 |
| Profit Factor | 0.85 | 1.1 |
| Common Sense Ratio | 0.8 | 1.07 |
| CPC Index | 0.37 | 0.55 |
| Tail Ratio | 0.94 | 0.98 |
| Outlier Win Ratio | 28.42 | 3.17 |
| Outlier Loss Ratio | 4.17 | 3.48 |
| Volatility (ann.) | 10.48% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.71 | 2.0 |
| Skew | -0.69 | 0.21 |
| Kurtosis | 19.95 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.83% | 3.74% |
| Expected Yearly % | -11.3% | 26.95% |
| Kelly Criterion | -13.61% | 2.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.13% |
| Expected Shortfall (cVaR) | -0.92% | -2.13% |
| Year | 11398016:BTCUSD | 11398016:btcusd:triple_med_gx:lsma40_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -15.36 | -0.40 | - |
| 2025 | 16.76 | -7.05 | -0.42 | - |
| Metric | 11398016:btcusd:triple_med_gx:lsma40_125 | 11398016:BTCUSD |
|---|---|---|
| MTD | 2.23% | 4.16% |
| 3M | -0.2% | 31.46% |
| 6M | -8.73% | 12.77% |
| YTD | -7.05% | 16.76% |
| 1Y | -21.44% | 56.84% |
| 3Y (ann.) | -20.83% | 59.12% |
| 5Y (ann.) | -20.83% | 59.12% |
| Metric | 11398016:btcusd:triple_med_gx:lsma40_125 | 11398016:BTCUSD |
|---|---|---|
| Max Drawdown | -29.26% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.28% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.73 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -29.26 | 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 | 11398016:btcusd:triple_med_gx:lsma40_125 | 11398016:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.81% | 18.93% |
| Worst Week | -9.22% | -12.33% |
| Best Month | 2.79% | 37.42% |
| Worst Month | -7.0% | -17.69% |
| Best Year | -7.05% | 38.02% |
| Worst Year | -15.36% | 16.76% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 2.7% | 3.8% |
| Avg. Down Week | -3.17% | -3.87% |
| Avg. Up Month | 2.51% | 8.72% |
| Avg. Down Month | -2.8% | -7.93% |
| Win Days % | 44.02% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 39.47% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |