| Metric | 11392351:btcusd:triple_med_gx:lsma140_105 | 11392351:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -21.1% | 61.16% |
| Max Drawdown | -25.12% | -29.51% |
| Sharpe | -0.7 | 0.59 |
| Sortino | -0.9 | 0.85 |
| Payoff Ratio | 0.81 | 0.79 |
| Profit Factor | 0.73 | 1.1 |
| Common Sense Ratio | 0.47 | 1.07 |
| CPC Index | 0.26 | 0.45 |
| Tail Ratio | 0.65 | 0.98 |
| Outlier Win Ratio | 53.87 | 2.66 |
| Outlier Loss Ratio | 3.39 | 3.04 |
| Volatility (ann.) | 7.76% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.82 | 2.0 |
| Skew | -1.68 | 0.21 |
| Kurtosis | 56.25 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.81% | 3.74% |
| Expected Yearly % | -11.18% | 26.95% |
| Kelly Criterion | -25.83% | -9.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.13% |
| Expected Shortfall (cVaR) | -0.68% | -2.13% |
| Year | 11392351:BTCUSD | 11392351:btcusd:triple_med_gx:lsma140_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.70 | -0.26 | - |
| 2025 | 16.76 | -12.63 | -0.75 | - |
| Metric | 11392351:btcusd:triple_med_gx:lsma140_105 | 11392351:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -11.68% | 31.46% |
| 6M | -14.26% | 12.77% |
| YTD | -12.63% | 16.76% |
| 1Y | -22.97% | 56.84% |
| 3Y (ann.) | -20.6% | 59.12% |
| 5Y (ann.) | -20.6% | 59.12% |
| Metric | 11392351:btcusd:triple_med_gx:lsma140_105 | 11392351:BTCUSD |
|---|---|---|
| Max Drawdown | -25.12% | -29.51% |
| Longest DD Days | 336.0 | 144.0 |
| Avg. Drawdown | -6.54% | -4.82% |
| Avg. Drawdown Days | 84.0 | 14.0 |
| Recovery Factor | -0.84 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-06-11 | -25.12 | 336 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| Metric | 11392351:btcusd:triple_med_gx:lsma140_105 | 11392351:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 4.86% | 18.93% |
| Worst Week | -8.62% | -12.33% |
| Best Month | 4.44% | 37.42% |
| Worst Month | -7.94% | -17.69% |
| Best Year | -9.7% | 38.02% |
| Worst Year | -12.63% | 16.76% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.91% | -0.95% |
| Avg. Up Week | 1.87% | 2.65% |
| Avg. Down Week | -2.74% | -4.63% |
| Avg. Up Month | 4.44% | 10.89% |
| Avg. Down Month | -4.9% | -5.98% |
| Win Days % | 43.68% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 25.93% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |