| Metric | 11403182:btcusd:triple_med_gx:lsma40_140 | 11403182:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -17.11% | 61.16% |
| Max Drawdown | -31.16% | -29.51% |
| Sharpe | -0.4 | 0.59 |
| Sortino | -0.54 | 0.85 |
| Payoff Ratio | 0.97 | 0.97 |
| Profit Factor | 0.88 | 1.1 |
| Common Sense Ratio | 0.82 | 1.07 |
| CPC Index | 0.38 | 0.55 |
| Tail Ratio | 0.92 | 0.98 |
| Outlier Win Ratio | 29.11 | 3.17 |
| Outlier Loss Ratio | 4.09 | 3.27 |
| Volatility (ann.) | 10.12% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.54 | 2.0 |
| Skew | -0.44 | 0.21 |
| Kurtosis | 21.52 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.43% | 3.74% |
| Expected Yearly % | -8.96% | 26.95% |
| Kelly Criterion | -11.94% | 2.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.13% |
| Expected Shortfall (cVaR) | -0.88% | -2.13% |
| Year | 11403182:BTCUSD | 11403182:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.82 | -0.36 | - |
| 2025 | 16.76 | -3.82 | -0.23 | - |
| Metric | 11403182:btcusd:triple_med_gx:lsma40_140 | 11403182:BTCUSD |
|---|---|---|
| MTD | 2.17% | 4.16% |
| 3M | 6.99% | 31.46% |
| 6M | -5.06% | 12.77% |
| YTD | -3.82% | 16.76% |
| 1Y | -19.21% | 56.84% |
| 3Y (ann.) | -16.7% | 59.12% |
| 5Y (ann.) | -16.7% | 59.12% |
| Metric | 11403182:btcusd:triple_med_gx:lsma40_140 | 11403182:BTCUSD |
|---|---|---|
| Max Drawdown | -31.16% | -29.51% |
| Longest DD Days | 344.0 | 144.0 |
| Avg. Drawdown | -5.22% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.55 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-06-11 | -31.16 | 344 |
| 2024-06-05 | 2024-06-30 | -2.93 | 25 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-06-01 | 2024-06-04 | -1.04 | 2 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11403182:btcusd:triple_med_gx:lsma40_140 | 11403182:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.4% | 18.93% |
| Worst Week | -9.22% | -12.33% |
| Best Month | 4.22% | 37.42% |
| Worst Month | -7.41% | -17.69% |
| Best Year | -3.82% | 38.02% |
| Worst Year | -13.82% | 16.76% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 2.41% | 4.21% |
| Avg. Down Week | -2.95% | -4.04% |
| Avg. Up Month | 2.99% | 8.72% |
| Avg. Down Month | -4.92% | -9.5% |
| Win Days % | 44.86% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 44.74% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |