| Metric | 11402973:btcusd:triple_med_gx:lsma100_140 | 11402973:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 0.26% | 61.16% |
| Max Drawdown | -13.6% | -29.51% |
| Sharpe | 0.04 | 0.59 |
| Sortino | 0.06 | 0.85 |
| Payoff Ratio | 1.19 | 1.11 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.53 | 0.63 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 55.58 | 2.93 |
| Outlier Loss Ratio | 3.56 | 2.77 |
| Volatility (ann.) | 7.22% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.02 | 2.0 |
| Skew | -0.4 | 0.21 |
| Kurtosis | 47.53 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.02% | 3.74% |
| Expected Yearly % | 0.13% | 26.95% |
| Kelly Criterion | -3.03% | 8.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11402973:BTCUSD | 11402973:btcusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.70 | -0.15 | - |
| 2025 | 16.76 | 6.32 | 0.38 | - |
| Metric | 11402973:btcusd:triple_med_gx:lsma100_140 | 11402973:BTCUSD |
|---|---|---|
| MTD | 3.0% | 4.16% |
| 3M | 6.84% | 31.46% |
| 6M | 8.84% | 12.77% |
| YTD | 6.32% | 16.76% |
| 1Y | 0.21% | 56.84% |
| 3Y (ann.) | 0.25% | 59.12% |
| 5Y (ann.) | 0.25% | 59.12% |
| Metric | 11402973:btcusd:triple_med_gx:lsma100_140 | 11402973:BTCUSD |
|---|---|---|
| Max Drawdown | -13.6% | -29.51% |
| Longest DD Days | 345.0 | 144.0 |
| Avg. Drawdown | -5.53% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | 0.02 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-06-11 | -13.60 | 345 |
| 2024-06-07 | 2024-06-30 | -2.83 | 23 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11402973:btcusd:triple_med_gx:lsma100_140 | 11402973:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.62% | 18.93% |
| Worst Week | -5.49% | -12.33% |
| Best Month | 4.44% | 37.42% |
| Worst Month | -2.81% | -17.69% |
| Best Year | 6.32% | 38.02% |
| Worst Year | -5.7% | 16.76% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.74% | -0.8% |
| Avg. Up Week | 2.49% | 5.32% |
| Avg. Down Week | -1.99% | -3.29% |
| Avg. Up Month | 3.37% | 10.07% |
| Avg. Down Month | -1.97% | -7.93% |
| Win Days % | 44.12% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 40.91% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |