| Metric | 11403655:btcusd:triple_med_gx:lsma200_140 | 11403655:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -4.11% | 61.16% |
| Max Drawdown | -21.83% | -29.51% |
| Sharpe | -0.07 | 0.59 |
| Sortino | -0.11 | 0.85 |
| Payoff Ratio | 0.93 | 0.91 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | 0.81 | 1.07 |
| CPC Index | 0.44 | 0.52 |
| Tail Ratio | 0.84 | 0.98 |
| Outlier Win Ratio | 48.87 | 2.92 |
| Outlier Loss Ratio | 3.21 | 2.86 |
| Volatility (ann.) | 8.64% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.18 | 2.0 |
| Skew | 2.13 | 0.21 |
| Kurtosis | 89.91 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.32% | 3.74% |
| Expected Yearly % | -2.07% | 26.95% |
| Kelly Criterion | -5.34% | -0.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.13% |
| Expected Shortfall (cVaR) | -0.75% | -2.13% |
| Year | 11403655:BTCUSD | 11403655:btcusd:triple_med_gx:lsma200_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.21 | -0.16 | - |
| 2025 | 16.76 | 2.24 | 0.13 | - |
| Metric | 11403655:btcusd:triple_med_gx:lsma200_140 | 11403655:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.35% | 31.46% |
| 6M | 2.24% | 12.77% |
| YTD | 2.24% | 16.76% |
| 1Y | -5.91% | 56.84% |
| 3Y (ann.) | -4.0% | 59.12% |
| 5Y (ann.) | -4.0% | 59.12% |
| Metric | 11403655:btcusd:triple_med_gx:lsma200_140 | 11403655:BTCUSD |
|---|---|---|
| Max Drawdown | -21.83% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -3.54% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.19 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -21.83 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403655:btcusd:triple_med_gx:lsma200_140 | 11403655:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -5.01% | -9.32% |
| Best Week | 9.48% | 18.93% |
| Worst Week | -6.29% | -12.33% |
| Best Month | 12.0% | 37.42% |
| Worst Month | -11.28% | -17.69% |
| Best Year | 2.24% | 38.02% |
| Worst Year | -6.21% | 16.76% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 3.7% | 5.17% |
| Avg. Down Week | -4.06% | -5.07% |
| Avg. Up Month | 8.33% | 19.81% |
| Avg. Down Month | -7.11% | -13.21% |
| Win Days % | 49.23% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |