| Metric | 11439553:btcusd:triple_med_gx:lsma70_140 | 11439553:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 2.23% | 30.09% |
| Max Drawdown | -15.46% | -28.38% |
| Sharpe | 0.12 | 0.44 |
| Sortino | 0.17 | 0.63 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.4 | 0.99 |
| CPC Index | 0.54 | 0.59 |
| Tail Ratio | 1.35 | 0.93 |
| Outlier Win Ratio | 36.93 | 3.07 |
| Outlier Loss Ratio | 3.95 | 2.93 |
| Volatility (ann.) | 8.77% | 26.18% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.18 | 1.34 |
| Skew | -0.04 | 0.13 |
| Kurtosis | 26.28 | 6.5 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 2.67% |
| Expected Yearly % | 1.11% | 14.06% |
| Kelly Criterion | -1.15% | 5.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.22% |
| Expected Shortfall (cVaR) | -0.75% | -2.22% |
| Year | 11439553:BTCUSD | 11439553:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.73 | -0.20 | - |
| 2025 | -5.74 | 10.79 | -1.88 | + |
| Metric | 11439553:btcusd:triple_med_gx:lsma70_140 | 11439553:BTCUSD |
|---|---|---|
| MTD | 7.72% | 4.38% |
| 3M | 8.83% | -10.75% |
| 6M | 11.33% | 38.92% |
| YTD | 10.79% | -5.74% |
| 1Y | 2.23% | 30.09% |
| 3Y (ann.) | 2.73% | 38.02% |
| 5Y (ann.) | 2.73% | 38.02% |
| Metric | 11439553:btcusd:triple_med_gx:lsma70_140 | 11439553:BTCUSD |
|---|---|---|
| Max Drawdown | -15.46% | -28.38% |
| Longest DD Days | 271.0 | 144.0 |
| Avg. Drawdown | -3.89% | -4.56% |
| Avg. Drawdown Days | 58.0 | 12.0 |
| Recovery Factor | 0.14 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-06 | -15.46 | 271 |
| 2025-03-06 | 2025-03-11 | -1.85 | 4 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-03-11 | 2025-03-26 | -0.69 | 14 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11439553:btcusd:triple_med_gx:lsma70_140 | 11439553:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.07% | 18.93% |
| Worst Week | -6.14% | -12.33% |
| Best Month | 8.3% | 37.42% |
| Worst Month | -13.69% | -17.69% |
| Best Year | 10.79% | 38.02% |
| Worst Year | -7.73% | -5.74% |
| Avg. Up Day | 0.81% | 0.81% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 4.44% | 6.08% |
| Avg. Down Week | -2.28% | -3.24% |
| Avg. Up Month | 5.6% | 7.08% |
| Avg. Down Month | -5.64% | -9.25% |
| Win Days % | 46.58% | 51.38% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 40.0% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |