| Metric | 11388569:btcusd:triple_med_gx:lsma40_95 | 11388569:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -36.68% | 61.52% |
| Max Drawdown | -43.19% | -29.51% |
| Sharpe | -1.12 | 0.59 |
| Sortino | -1.41 | 0.86 |
| Payoff Ratio | 0.91 | 0.87 |
| Profit Factor | 0.68 | 1.1 |
| Common Sense Ratio | 0.51 | 1.07 |
| CPC Index | 0.25 | 0.5 |
| Tail Ratio | 0.74 | 0.97 |
| Outlier Win Ratio | 37.04 | 2.98 |
| Outlier Loss Ratio | 4.02 | 3.41 |
| Volatility (ann.) | 9.5% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.83 | 2.02 |
| Skew | -1.34 | 0.21 |
| Kurtosis | 25.44 | 7.01 |
| Expected Daily % | -0.03% | 0.03% |
| Expected Monthly % | -3.45% | 3.76% |
| Expected Yearly % | -20.43% | 27.09% |
| Kelly Criterion | -24.02% | -3.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.13% |
| Expected Shortfall (cVaR) | -0.85% | -2.13% |
| Year | 11388569:BTCUSD | 11388569:btcusd:triple_med_gx:lsma40_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -23.59 | -0.62 | - |
| 2025 | 17.02 | -17.14 | -1.01 | - |
| Metric | 11388569:btcusd:triple_med_gx:lsma40_95 | 11388569:BTCUSD |
|---|---|---|
| MTD | -0.02% | 4.4% |
| 3M | -1.11% | 31.76% |
| 6M | -21.33% | 12.25% |
| YTD | -17.14% | 17.02% |
| 1Y | -38.1% | 57.19% |
| 3Y (ann.) | -35.9% | 59.47% |
| 5Y (ann.) | -35.9% | 59.47% |
| Metric | 11388569:btcusd:triple_med_gx:lsma40_95 | 11388569:BTCUSD |
|---|---|---|
| Max Drawdown | -43.19% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -8.83% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.85 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -43.19 | 370 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11388569:btcusd:triple_med_gx:lsma40_95 | 11388569:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.32% | 18.93% |
| Worst Week | -11.19% | -12.33% |
| Best Month | 4.26% | 37.42% |
| Worst Month | -11.93% | -17.69% |
| Best Year | -17.14% | 38.02% |
| Worst Year | -23.59% | 17.02% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 2.26% | 3.93% |
| Avg. Down Week | -3.21% | -4.74% |
| Avg. Up Month | 3.37% | 11.0% |
| Avg. Down Month | -5.79% | -7.59% |
| Win Days % | 40.76% | 51.9% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 36.11% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |