| Metric | 11399704:btcusd:triple_med_gx:lsma40_130 | 11399704:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -23.57% | 61.16% |
| Max Drawdown | -31.1% | -29.51% |
| Sharpe | -0.58 | 0.59 |
| Sortino | -0.76 | 0.85 |
| Payoff Ratio | 0.94 | 0.95 |
| Profit Factor | 0.84 | 1.1 |
| Common Sense Ratio | 0.77 | 1.07 |
| CPC Index | 0.35 | 0.54 |
| Tail Ratio | 0.92 | 0.98 |
| Outlier Win Ratio | 28.94 | 3.17 |
| Outlier Loss Ratio | 4.17 | 3.48 |
| Volatility (ann.) | 10.4% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.74 | 2.0 |
| Skew | -0.73 | 0.21 |
| Kurtosis | 20.49 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.05% | 3.74% |
| Expected Yearly % | -12.58% | 26.95% |
| Kelly Criterion | -14.38% | 1.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.13% |
| Expected Shortfall (cVaR) | -0.91% | -2.13% |
| Year | 11399704:BTCUSD | 11399704:btcusd:triple_med_gx:lsma40_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -17.35 | -0.46 | - |
| 2025 | 16.76 | -7.53 | -0.45 | - |
| Metric | 11399704:btcusd:triple_med_gx:lsma40_130 | 11399704:BTCUSD |
|---|---|---|
| MTD | 1.47% | 4.16% |
| 3M | -0.45% | 31.46% |
| 6M | -9.2% | 12.77% |
| YTD | -7.53% | 16.76% |
| 1Y | -23.67% | 56.84% |
| 3Y (ann.) | -23.02% | 59.12% |
| 5Y (ann.) | -23.02% | 59.12% |
| Metric | 11399704:btcusd:triple_med_gx:lsma40_130 | 11399704:BTCUSD |
|---|---|---|
| Max Drawdown | -31.1% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.59% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.76 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -31.10 | 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 | 11399704:btcusd:triple_med_gx:lsma40_130 | 11399704:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.23% | 18.93% |
| Worst Week | -9.22% | -12.33% |
| Best Month | 3.02% | 37.42% |
| Worst Month | -7.41% | -17.69% |
| Best Year | -7.53% | 38.02% |
| Worst Year | -17.35% | 16.76% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 2.43% | 3.8% |
| Avg. Down Week | -2.99% | -3.84% |
| Avg. Up Month | 1.9% | 8.72% |
| Avg. Down Month | -2.83% | -7.93% |
| Win Days % | 44.5% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 38.46% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |