| Metric | 11403025:btcusd:triple_med_gx:lsma80_140 | 11403025:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 0.59% | 61.16% |
| Max Drawdown | -11.91% | -29.51% |
| Sharpe | 0.06 | 0.59 |
| Sortino | 0.08 | 0.85 |
| Payoff Ratio | 1.05 | 1.0 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 0.97 | 1.07 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 50.42 | 2.91 |
| Outlier Loss Ratio | 3.74 | 2.88 |
| Volatility (ann.) | 7.08% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.05 | 2.0 |
| Skew | -0.66 | 0.21 |
| Kurtosis | 41.05 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.05% | 3.74% |
| Expected Yearly % | 0.3% | 26.95% |
| Kelly Criterion | -3.38% | 3.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11403025:BTCUSD | 11403025:btcusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.69 | -0.23 | - |
| 2025 | 16.76 | 10.17 | 0.61 | - |
| Metric | 11403025:btcusd:triple_med_gx:lsma80_140 | 11403025:BTCUSD |
|---|---|---|
| MTD | 3.28% | 4.16% |
| 3M | 6.79% | 31.46% |
| 6M | 11.08% | 12.77% |
| YTD | 10.17% | 16.76% |
| 1Y | 0.34% | 56.84% |
| 3Y (ann.) | 0.58% | 59.12% |
| 5Y (ann.) | 0.58% | 59.12% |
| Metric | 11403025:btcusd:triple_med_gx:lsma80_140 | 11403025:BTCUSD |
|---|---|---|
| Max Drawdown | -11.91% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -3.3% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | 0.05 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-09 | -11.91 | 369 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403025:btcusd:triple_med_gx:lsma80_140 | 11403025:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.76% | 18.93% |
| Worst Week | -7.33% | -12.33% |
| Best Month | 4.76% | 37.42% |
| Worst Month | -3.55% | -17.69% |
| Best Year | 10.17% | 38.02% |
| Worst Year | -8.69% | 16.76% |
| Avg. Up Day | 0.77% | 0.8% |
| Avg. Down Day | -0.73% | -0.8% |
| Avg. Up Week | 1.95% | 7.07% |
| Avg. Down Week | -1.93% | -3.23% |
| Avg. Up Month | 2.61% | 14.55% |
| Avg. Down Month | -2.1% | -7.82% |
| Win Days % | 46.94% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |