| Metric | 11389987:btcusd:triple_med_gx:lsma40_100 | 11389987:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -9.04% | 61.52% |
| Max Drawdown | -19.53% | -29.51% |
| Sharpe | -0.17 | 0.59 |
| Sortino | -0.25 | 0.86 |
| Payoff Ratio | 1.04 | 1.06 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 1.03 | 1.07 |
| CPC Index | 0.43 | 0.6 |
| Tail Ratio | 1.09 | 0.97 |
| Outlier Win Ratio | 32.47 | 3.09 |
| Outlier Loss Ratio | 3.76 | 3.09 |
| Volatility (ann.) | 10.36% | 25.2% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.45 | 2.02 |
| Skew | 2.59 | 0.21 |
| Kurtosis | 74.88 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.73% | 3.76% |
| Expected Yearly % | -4.63% | 27.09% |
| Kelly Criterion | -9.16% | 6.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.13% |
| Expected Shortfall (cVaR) | -0.9% | -2.13% |
| Year | 11389987:BTCUSD | 11389987:btcusd:triple_med_gx:lsma40_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.85 | -0.21 | - |
| 2025 | 17.02 | -1.29 | -0.08 | - |
| Metric | 11389987:btcusd:triple_med_gx:lsma40_100 | 11389987:BTCUSD |
|---|---|---|
| MTD | 0.01% | 4.4% |
| 3M | 0.01% | 31.76% |
| 6M | -6.44% | 12.25% |
| YTD | -1.29% | 17.02% |
| 1Y | -11.59% | 57.19% |
| 3Y (ann.) | -8.81% | 59.47% |
| 5Y (ann.) | -8.81% | 59.47% |
| Metric | 11389987:btcusd:triple_med_gx:lsma40_100 | 11389987:BTCUSD |
|---|---|---|
| Max Drawdown | -19.53% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -4.59% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.46 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -19.53 | 306 |
| 2024-06-05 | 2024-08-08 | -7.04 | 64 |
| 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 | 11389987:btcusd:triple_med_gx:lsma40_100 | 11389987:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.04% | 18.93% |
| Worst Week | -9.05% | -12.33% |
| Best Month | 5.46% | 37.42% |
| Worst Month | -8.6% | -17.69% |
| Best Year | -1.29% | 38.02% |
| Worst Year | -7.85% | 17.02% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.81% | -0.81% |
| Avg. Up Week | 3.13% | 5.04% |
| Avg. Down Week | -3.03% | -4.15% |
| Avg. Up Month | 2.49% | 14.7% |
| Avg. Down Month | -5.22% | -9.42% |
| Win Days % | 44.33% | 51.9% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |