| Metric | 11384450:btcusd:triple_med_gx:lsma40_80 | 11384450:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -36.78% | 61.52% |
| Max Drawdown | -41.92% | -29.51% |
| Sharpe | -1.05 | 0.59 |
| Sortino | -1.33 | 0.86 |
| Payoff Ratio | 0.85 | 0.84 |
| Profit Factor | 0.7 | 1.1 |
| Common Sense Ratio | 0.6 | 1.07 |
| CPC Index | 0.25 | 0.48 |
| Tail Ratio | 0.86 | 0.97 |
| Outlier Win Ratio | 36.58 | 3.16 |
| Outlier Loss Ratio | 3.78 | 3.47 |
| Volatility (ann.) | 10.11% | 25.2% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.86 | 2.02 |
| Skew | -1.18 | 0.21 |
| Kurtosis | 23.31 | 7.01 |
| Expected Daily % | -0.03% | 0.03% |
| Expected Monthly % | -3.47% | 3.76% |
| Expected Yearly % | -20.49% | 27.09% |
| Kelly Criterion | -25.63% | -5.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.13% |
| Expected Shortfall (cVaR) | -0.9% | -2.13% |
| Year | 11384450:BTCUSD | 11384450:btcusd:triple_med_gx:lsma40_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -23.96 | -0.63 | - |
| 2025 | 17.02 | -16.85 | -0.99 | - |
| Metric | 11384450:btcusd:triple_med_gx:lsma40_80 | 11384450:BTCUSD |
|---|---|---|
| MTD | 0.39% | 4.4% |
| 3M | -4.95% | 31.76% |
| 6M | -19.29% | 12.25% |
| YTD | -16.85% | 17.02% |
| 1Y | -38.03% | 57.19% |
| 3Y (ann.) | -36.0% | 59.47% |
| 5Y (ann.) | -36.0% | 59.47% |
| Metric | 11384450:btcusd:triple_med_gx:lsma40_80 | 11384450:BTCUSD |
|---|---|---|
| Max Drawdown | -41.92% | -29.51% |
| Longest DD Days | 359.0 | 144.0 |
| Avg. Drawdown | -8.7% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.88 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -41.92 | 359 |
| 2024-06-01 | 2024-06-04 | -1.04 | 2 |
| 2024-06-05 | 2024-06-16 | -0.42 | 11 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11384450:btcusd:triple_med_gx:lsma40_80 | 11384450:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.59% | 18.93% |
| Worst Week | -9.56% | -12.33% |
| Best Month | 4.6% | 37.42% |
| Worst Month | -12.9% | -17.69% |
| Best Year | -16.85% | 38.02% |
| Worst Year | -23.96% | 17.02% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.9% | -0.92% |
| Avg. Up Week | 2.53% | 4.22% |
| Avg. Down Week | -4.5% | -4.76% |
| Avg. Up Month | 2.11% | 8.8% |
| Avg. Down Month | -6.17% | -9.5% |
| Win Days % | 42.17% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |