| Metric | 11402970:btcusd:triple_med_gx:lsma85_140 | 11402970:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -4.72% | 61.16% |
| Max Drawdown | -17.17% | -29.51% |
| Sharpe | -0.11 | 0.59 |
| Sortino | -0.15 | 0.85 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | 1.1 | 1.07 |
| CPC Index | 0.46 | 0.6 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 46.2 | 2.93 |
| Outlier Loss Ratio | 3.63 | 2.9 |
| Volatility (ann.) | 7.93% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.27 | 2.0 |
| Skew | -1.06 | 0.21 |
| Kurtosis | 38.2 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.37% | 3.74% |
| Expected Yearly % | -2.39% | 26.95% |
| Kelly Criterion | -6.92% | 6.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.13% |
| Expected Shortfall (cVaR) | -0.69% | -2.13% |
| Year | 11402970:BTCUSD | 11402970:btcusd:triple_med_gx:lsma85_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.38 | -0.22 | - |
| 2025 | 16.76 | 3.99 | 0.24 | - |
| Metric | 11402970:btcusd:triple_med_gx:lsma85_140 | 11402970:BTCUSD |
|---|---|---|
| MTD | 3.28% | 4.16% |
| 3M | 2.58% | 31.46% |
| 6M | 4.57% | 12.77% |
| YTD | 3.99% | 16.76% |
| 1Y | -5.57% | 56.84% |
| 3Y (ann.) | -4.6% | 59.12% |
| 5Y (ann.) | -4.6% | 59.12% |
| Metric | 11402970:btcusd:triple_med_gx:lsma85_140 | 11402970:BTCUSD |
|---|---|---|
| Max Drawdown | -17.17% | -29.51% |
| Longest DD Days | 345.0 | 144.0 |
| Avg. Drawdown | -5.06% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.28 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-06-11 | -17.17 | 345 |
| 2024-06-07 | 2024-06-30 | -2.82 | 23 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11402970:btcusd:triple_med_gx:lsma85_140 | 11402970:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.62% | 18.93% |
| Worst Week | -9.02% | -12.33% |
| Best Month | 3.28% | 37.42% |
| Worst Month | -4.99% | -17.69% |
| Best Year | 3.99% | 38.02% |
| Worst Year | -8.38% | 16.76% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 2.5% | 4.91% |
| Avg. Down Week | -2.88% | -3.31% |
| Avg. Up Month | 2.27% | 10.0% |
| Avg. Down Month | -3.7% | -7.93% |
| Win Days % | 44.81% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 44.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |