| Metric | 11391496:btcusd:triple_med_gx:lsma40_105 | 11391496:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -6.66% | 61.16% |
| Max Drawdown | -20.69% | -29.51% |
| Sharpe | -0.11 | 0.59 |
| Sortino | -0.16 | 0.85 |
| Payoff Ratio | 1.06 | 1.08 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | 1.09 | 1.07 |
| CPC Index | 0.45 | 0.61 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 31.32 | 3.06 |
| Outlier Loss Ratio | 3.84 | 3.12 |
| Volatility (ann.) | 10.39% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.31 | 2.0 |
| Skew | 2.56 | 0.21 |
| Kurtosis | 73.98 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.53% | 3.74% |
| Expected Yearly % | -3.39% | 26.95% |
| Kelly Criterion | -8.12% | 7.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.13% |
| Expected Shortfall (cVaR) | -0.9% | -2.13% |
| Year | 11391496:BTCUSD | 11391496:btcusd:triple_med_gx:lsma40_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.73 | -0.12 | - |
| 2025 | 16.76 | -2.02 | -0.12 | - |
| Metric | 11391496:btcusd:triple_med_gx:lsma40_105 | 11391496:BTCUSD |
|---|---|---|
| MTD | 1.76% | 4.16% |
| 3M | 1.76% | 31.46% |
| 6M | -7.13% | 12.77% |
| YTD | -2.02% | 16.76% |
| 1Y | -9.57% | 56.84% |
| 3Y (ann.) | -6.48% | 59.12% |
| 5Y (ann.) | -6.48% | 59.12% |
| Metric | 11391496:btcusd:triple_med_gx:lsma40_105 | 11391496:BTCUSD |
|---|---|---|
| Max Drawdown | -20.69% | -29.51% |
| Longest DD Days | 281.0 | 144.0 |
| Avg. Drawdown | -4.25% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.32 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-06-11 | -20.69 | 281 |
| 2024-06-05 | 2024-08-08 | -5.67 | 64 |
| 2024-08-09 | 2024-09-02 | -2.43 | 24 |
| 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 | 11391496:btcusd:triple_med_gx:lsma40_105 | 11391496: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 | 5.91% | 37.42% |
| Worst Month | -9.94% | -17.69% |
| Best Year | -2.02% | 38.02% |
| Worst Year | -4.73% | 16.76% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 3.99% | 5.05% |
| Avg. Down Week | -2.58% | -3.95% |
| Avg. Up Month | 2.43% | 7.79% |
| Avg. Down Month | -5.88% | -9.42% |
| Win Days % | 44.26% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 31.43% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |