| Metric | 11403022:btcusd:triple_med_gx:lsma65_140 | 11403022:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -10.81% | 61.16% |
| Max Drawdown | -22.31% | -29.51% |
| Sharpe | -0.3 | 0.59 |
| Sortino | -0.41 | 0.85 |
| Payoff Ratio | 1.01 | 0.95 |
| Profit Factor | 0.9 | 1.1 |
| Common Sense Ratio | 0.8 | 1.07 |
| CPC Index | 0.41 | 0.54 |
| Tail Ratio | 0.89 | 0.98 |
| Outlier Win Ratio | 39.7 | 2.94 |
| Outlier Loss Ratio | 3.94 | 3.0 |
| Volatility (ann.) | 8.06% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.47 | 2.0 |
| Skew | -0.88 | 0.21 |
| Kurtosis | 28.71 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.88% | 3.74% |
| Expected Yearly % | -5.56% | 26.95% |
| Kelly Criterion | -9.85% | 1.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.13% |
| Expected Shortfall (cVaR) | -0.7% | -2.13% |
| Year | 11403022:BTCUSD | 11403022:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.83 | -0.34 | - |
| 2025 | 16.76 | 2.32 | 0.14 | - |
| Metric | 11403022:btcusd:triple_med_gx:lsma65_140 | 11403022:BTCUSD |
|---|---|---|
| MTD | 3.63% | 4.16% |
| 3M | 10.17% | 31.46% |
| 6M | -0.98% | 12.77% |
| YTD | 2.32% | 16.76% |
| 1Y | -13.15% | 56.84% |
| 3Y (ann.) | -10.54% | 59.12% |
| 5Y (ann.) | -10.54% | 59.12% |
| Metric | 11403022:btcusd:triple_med_gx:lsma65_140 | 11403022:BTCUSD |
|---|---|---|
| Max Drawdown | -22.31% | -29.51% |
| Longest DD Days | 356.0 | 144.0 |
| Avg. Drawdown | -4.06% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.48 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -22.31 | 356 |
| 2024-06-05 | 2024-06-20 | -1.75 | 14 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11403022:btcusd:triple_med_gx:lsma65_140 | 11403022:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.82% | 18.93% |
| Worst Week | -6.78% | -12.33% |
| Best Month | 4.82% | 37.42% |
| Worst Month | -8.49% | -17.69% |
| Best Year | 2.32% | 38.02% |
| Worst Year | -12.83% | 16.76% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.73% | -0.78% |
| Avg. Up Week | 2.42% | 6.98% |
| Avg. Down Week | -2.02% | -3.21% |
| Avg. Up Month | 2.47% | 13.98% |
| Avg. Down Month | -4.92% | -7.82% |
| Win Days % | 44.81% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 35.48% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |