| Metric | 11403079:btcusd:triple_med_gx:lsma85_140 | 11403079:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -14.43% | 61.16% |
| Max Drawdown | -18.35% | -29.51% |
| Sharpe | -0.46 | 0.59 |
| Sortino | -0.57 | 0.85 |
| Payoff Ratio | 0.9 | 0.87 |
| Profit Factor | 0.81 | 1.1 |
| Common Sense Ratio | 0.2 | 1.07 |
| CPC Index | 0.32 | 0.5 |
| Tail Ratio | 0.25 | 0.98 |
| Outlier Win Ratio | 59.1 | 2.87 |
| Outlier Loss Ratio | 3.32 | 2.82 |
| Volatility (ann.) | 7.62% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.77 | 2.0 |
| Skew | -4.12 | 0.21 |
| Kurtosis | 75.14 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.19% | 3.74% |
| Expected Yearly % | -7.5% | 26.95% |
| Kelly Criterion | -17.5% | -3.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.13% |
| Expected Shortfall (cVaR) | -0.67% | -2.13% |
| Year | 11403079:BTCUSD | 11403079:btcusd:triple_med_gx:lsma85_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.62 | -0.31 | - |
| 2025 | 16.76 | -3.18 | -0.19 | - |
| Metric | 11403079:btcusd:triple_med_gx:lsma85_140 | 11403079:BTCUSD |
|---|---|---|
| MTD | 2.85% | 4.16% |
| 3M | 1.55% | 31.46% |
| 6M | -0.89% | 12.77% |
| YTD | -3.18% | 16.76% |
| 1Y | -14.24% | 56.84% |
| 3Y (ann.) | -14.07% | 59.12% |
| 5Y (ann.) | -14.07% | 59.12% |
| Metric | 11403079:btcusd:triple_med_gx:lsma85_140 | 11403079:BTCUSD |
|---|---|---|
| Max Drawdown | -18.35% | -29.51% |
| Longest DD Days | 345.0 | 144.0 |
| Avg. Drawdown | -7.5% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | -0.79 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-06-11 | -18.35 | 345 |
| 2024-06-05 | 2024-07-01 | -3.90 | 25 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11403079:btcusd:triple_med_gx:lsma85_140 | 11403079:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 4.18% | 18.93% |
| Worst Week | -4.86% | -12.33% |
| Best Month | 4.11% | 37.42% |
| Worst Month | -7.12% | -17.69% |
| Best Year | -3.18% | 38.02% |
| Worst Year | -11.62% | 16.76% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 2.08% | 5.92% |
| Avg. Down Week | -2.1% | -3.61% |
| Avg. Up Month | 2.16% | 8.83% |
| Avg. Down Month | -3.04% | -7.82% |
| Win Days % | 44.2% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 36.0% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |