| Metric | 11401423:btcusd:triple_med_gx:lsma40_135 | 11401423:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | -18.92% | 61.16% |
| Max Drawdown | -30.57% | -29.51% |
| Sharpe | -0.44 | 0.59 |
| Sortino | -0.59 | 0.85 |
| Payoff Ratio | 0.94 | 0.95 |
| Profit Factor | 0.87 | 1.1 |
| Common Sense Ratio | 0.83 | 1.07 |
| CPC Index | 0.38 | 0.54 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 28.28 | 3.17 |
| Outlier Loss Ratio | 4.18 | 3.46 |
| Volatility (ann.) | 10.38% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.6 | 2.0 |
| Skew | -0.63 | 0.21 |
| Kurtosis | 20.36 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.6% | 3.74% |
| Expected Yearly % | -9.96% | 26.95% |
| Kelly Criterion | -12.0% | 1.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.13% |
| Expected Shortfall (cVaR) | -0.91% | -2.13% |
| Year | 11401423:BTCUSD | 11401423:btcusd:triple_med_gx:lsma40_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -14.55 | -0.38 | - |
| 2025 | 16.76 | -5.12 | -0.31 | - |
| Metric | 11401423:btcusd:triple_med_gx:lsma40_135 | 11401423:BTCUSD |
|---|---|---|
| MTD | 2.92% | 4.16% |
| 3M | 2.57% | 31.46% |
| 6M | -6.34% | 12.77% |
| YTD | -5.12% | 16.76% |
| 1Y | -20.91% | 56.84% |
| 3Y (ann.) | -18.47% | 59.12% |
| 5Y (ann.) | -18.47% | 59.12% |
| Metric | 11401423:btcusd:triple_med_gx:lsma40_135 | 11401423:BTCUSD |
|---|---|---|
| Max Drawdown | -30.57% | -29.51% |
| Longest DD Days | 344.0 | 144.0 |
| Avg. Drawdown | -5.14% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.62 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-06-11 | -30.57 | 344 |
| 2024-06-05 | 2024-06-30 | -3.01 | 25 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 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 | 11401423:btcusd:triple_med_gx:lsma40_135 | 11401423:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.4% | 18.93% |
| Worst Week | -9.22% | -12.33% |
| Best Month | 4.47% | 37.42% |
| Worst Month | -7.41% | -17.69% |
| Best Year | -5.12% | 38.02% |
| Worst Year | -14.55% | 16.76% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 2.5% | 4.21% |
| Avg. Down Week | -3.07% | -3.84% |
| Avg. Up Month | 3.54% | 8.72% |
| Avg. Down Month | -3.78% | -9.5% |
| Win Days % | 45.62% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 43.59% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |