| Metric | 11403075:btcusd:triple_med_gx:lsma65_140 | 11403075:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -17.26% | 61.16% |
| Max Drawdown | -26.59% | -29.51% |
| Sharpe | -0.46 | 0.59 |
| Sortino | -0.57 | 0.85 |
| Payoff Ratio | 0.89 | 0.82 |
| Profit Factor | 0.85 | 1.1 |
| Common Sense Ratio | 0.99 | 1.07 |
| CPC Index | 0.35 | 0.47 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 37.99 | 3.0 |
| Outlier Loss Ratio | 3.64 | 3.11 |
| Volatility (ann.) | 9.16% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.63 | 2.0 |
| Skew | -2.66 | 0.21 |
| Kurtosis | 42.53 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.45% | 3.74% |
| Expected Yearly % | -9.04% | 26.95% |
| Kelly Criterion | -12.76% | -6.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.13% |
| Expected Shortfall (cVaR) | -0.8% | -2.13% |
| Year | 11403075:BTCUSD | 11403075:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.20 | -0.32 | - |
| 2025 | 16.76 | -5.77 | -0.34 | - |
| Metric | 11403075:btcusd:triple_med_gx:lsma65_140 | 11403075:BTCUSD |
|---|---|---|
| MTD | 4.22% | 4.16% |
| 3M | 2.58% | 31.46% |
| 6M | -7.65% | 12.77% |
| YTD | -5.77% | 16.76% |
| 1Y | -19.78% | 56.84% |
| 3Y (ann.) | -16.84% | 59.12% |
| 5Y (ann.) | -16.84% | 59.12% |
| Metric | 11403075:btcusd:triple_med_gx:lsma65_140 | 11403075:BTCUSD |
|---|---|---|
| Max Drawdown | -26.59% | -29.51% |
| Longest DD Days | 356.0 | 144.0 |
| Avg. Drawdown | -4.67% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.65 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -26.59 | 356 |
| 2024-06-05 | 2024-06-20 | -1.13 | 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 | 11403075:btcusd:triple_med_gx:lsma65_140 | 11403075:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.48% | 18.93% |
| Worst Week | -6.19% | -12.33% |
| Best Month | 4.93% | 37.42% |
| Worst Month | -8.58% | -17.69% |
| Best Year | -5.77% | 38.02% |
| Worst Year | -12.2% | 16.76% |
| Avg. Up Day | 0.71% | 0.72% |
| Avg. Down Day | -0.8% | -0.88% |
| Avg. Up Week | 2.97% | 5.62% |
| Avg. Down Week | -2.43% | -3.13% |
| Avg. Up Month | 3.92% | 8.03% |
| Avg. Down Month | -5.42% | -7.82% |
| Win Days % | 47.0% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 34.48% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |