| Metric | 11391609:btcusd:triple_med_gx:lsma40_105 | 11391609:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -29.55% | 61.16% |
| Max Drawdown | -37.09% | -29.51% |
| Sharpe | -0.76 | 0.59 |
| Sortino | -0.99 | 0.85 |
| Payoff Ratio | 0.94 | 0.95 |
| Profit Factor | 0.78 | 1.1 |
| Common Sense Ratio | 0.63 | 1.07 |
| CPC Index | 0.32 | 0.54 |
| Tail Ratio | 0.8 | 0.98 |
| Outlier Win Ratio | 31.77 | 3.27 |
| Outlier Loss Ratio | 3.98 | 3.48 |
| Volatility (ann.) | 10.52% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.78 | 2.0 |
| Skew | -0.87 | 0.21 |
| Kurtosis | 20.98 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.66% | 3.74% |
| Expected Yearly % | -16.06% | 26.95% |
| Kelly Criterion | -17.64% | 1.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.13% |
| Expected Shortfall (cVaR) | -0.93% | -2.13% |
| Year | 11391609:BTCUSD | 11391609:btcusd:triple_med_gx:lsma40_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -23.33 | -0.61 | - |
| 2025 | 16.76 | -8.11 | -0.48 | - |
| Metric | 11391609:btcusd:triple_med_gx:lsma40_105 | 11391609:BTCUSD |
|---|---|---|
| MTD | 2.41% | 4.16% |
| 3M | -0.94% | 31.46% |
| 6M | -11.93% | 12.77% |
| YTD | -8.11% | 16.76% |
| 1Y | -31.64% | 56.84% |
| 3Y (ann.) | -28.89% | 59.12% |
| 5Y (ann.) | -28.89% | 59.12% |
| Metric | 11391609:btcusd:triple_med_gx:lsma40_105 | 11391609:BTCUSD |
|---|---|---|
| Max Drawdown | -37.09% | -29.51% |
| Longest DD Days | 359.0 | 144.0 |
| Avg. Drawdown | -6.58% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.8 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -37.09 | 359 |
| 2024-06-05 | 2024-06-16 | -1.21 | 10 |
| 2024-06-01 | 2024-06-04 | -1.04 | 2 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11391609:btcusd:triple_med_gx:lsma40_105 | 11391609: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 | 2.9% | 37.42% |
| Worst Month | -11.34% | -17.69% |
| Best Year | -8.11% | 38.02% |
| Worst Year | -23.33% | 16.76% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.84% | -0.85% |
| Avg. Up Week | 2.67% | 4.71% |
| Avg. Down Week | -3.97% | -4.23% |
| Avg. Up Month | 2.12% | 8.72% |
| Avg. Down Month | -3.52% | -9.5% |
| Win Days % | 42.98% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 40.54% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |