| Metric | 11394694:btcusd:triple_med_gx:lsma40_115 | 11394694:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -29.1% | 61.16% |
| Max Drawdown | -37.8% | -29.51% |
| Sharpe | -0.81 | 0.59 |
| Sortino | -1.05 | 0.85 |
| Payoff Ratio | 1.01 | 0.96 |
| Profit Factor | 0.77 | 1.1 |
| Common Sense Ratio | 0.66 | 1.07 |
| CPC Index | 0.32 | 0.54 |
| Tail Ratio | 0.86 | 0.98 |
| Outlier Win Ratio | 32.47 | 3.06 |
| Outlier Loss Ratio | 4.17 | 3.36 |
| Volatility (ann.) | 9.72% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.75 | 2.0 |
| Skew | -1.04 | 0.21 |
| Kurtosis | 22.6 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.61% | 3.74% |
| Expected Yearly % | -15.8% | 26.95% |
| Kelly Criterion | -17.89% | 1.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.13% |
| Expected Shortfall (cVaR) | -0.86% | -2.13% |
| Year | 11394694:BTCUSD | 11394694:btcusd:triple_med_gx:lsma40_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -16.62 | -0.44 | - |
| 2025 | 16.76 | -14.96 | -0.89 | - |
| Metric | 11394694:btcusd:triple_med_gx:lsma40_115 | 11394694:BTCUSD |
|---|---|---|
| MTD | 0.49% | 4.16% |
| 3M | 0.38% | 31.46% |
| 6M | -19.82% | 12.77% |
| YTD | -14.96% | 16.76% |
| 1Y | -31.23% | 56.84% |
| 3Y (ann.) | -28.44% | 59.12% |
| 5Y (ann.) | -28.44% | 59.12% |
| Metric | 11394694:btcusd:triple_med_gx:lsma40_115 | 11394694:BTCUSD |
|---|---|---|
| Max Drawdown | -37.8% | -29.51% |
| Longest DD Days | 336.0 | 144.0 |
| Avg. Drawdown | -7.3% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.77 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-06-11 | -37.80 | 336 |
| 2024-06-05 | 2024-07-10 | -5.02 | 34 |
| 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 | 11394694:btcusd:triple_med_gx:lsma40_115 | 11394694:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.14% | 18.93% |
| Worst Week | -7.78% | -12.33% |
| Best Month | 3.75% | 37.42% |
| Worst Month | -8.55% | -17.69% |
| Best Year | -14.96% | 38.02% |
| Worst Year | -16.62% | 16.76% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.78% | -0.84% |
| Avg. Up Week | 2.67% | 6.47% |
| Avg. Down Week | -2.94% | -4.05% |
| Avg. Up Month | 2.62% | 8.72% |
| Avg. Down Month | -6.97% | -7.67% |
| Win Days % | 40.88% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |