| Metric | 11395596:btcusd:triple_med_gx:lsma140_115 | 11395596:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -12.73% | 61.16% |
| Max Drawdown | -26.65% | -29.51% |
| Sharpe | -0.32 | 0.59 |
| Sortino | -0.4 | 0.85 |
| Payoff Ratio | 0.77 | 0.7 |
| Profit Factor | 0.84 | 1.1 |
| Common Sense Ratio | 0.11 | 1.07 |
| CPC Index | 0.31 | 0.4 |
| Tail Ratio | 0.13 | 0.98 |
| Outlier Win Ratio | 57.2 | 2.77 |
| Outlier Loss Ratio | 2.77 | 2.86 |
| Volatility (ann.) | 9.13% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.47 | 2.0 |
| Skew | -3.65 | 0.21 |
| Kurtosis | 164.26 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.04% | 3.74% |
| Expected Yearly % | -6.58% | 26.95% |
| Kelly Criterion | -17.87% | -17.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.13% |
| Expected Shortfall (cVaR) | -0.79% | -2.13% |
| Year | 11395596:BTCUSD | 11395596:btcusd:triple_med_gx:lsma140_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -15.87 | -0.42 | - |
| 2025 | 16.76 | 3.73 | 0.22 | - |
| Metric | 11395596:btcusd:triple_med_gx:lsma140_115 | 11395596:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.06% | 31.46% |
| 6M | 2.79% | 12.77% |
| YTD | 3.73% | 16.76% |
| 1Y | -9.51% | 56.84% |
| 3Y (ann.) | -12.42% | 59.12% |
| 5Y (ann.) | -12.42% | 59.12% |
| Metric | 11395596:btcusd:triple_med_gx:lsma140_115 | 11395596:BTCUSD |
|---|---|---|
| Max Drawdown | -26.65% | -29.51% |
| Longest DD Days | 313.0 | 144.0 |
| Avg. Drawdown | -10.19% | -4.82% |
| Avg. Drawdown Days | 117.0 | 14.0 |
| Recovery Factor | -0.48 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -26.65 | 313 |
| 2024-06-05 | 2024-07-13 | -3.74 | 37 |
| 2024-08-02 | 2024-08-02 | -0.18 | 0 |
| Metric | 11395596:btcusd:triple_med_gx:lsma140_115 | 11395596:BTCUSD |
|---|---|---|
| Best Day | 7.68% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 9.11% | 18.93% |
| Worst Week | -14.32% | -12.33% |
| Best Month | 8.25% | 37.42% |
| Worst Month | -18.09% | -17.69% |
| Best Year | 3.73% | 38.02% |
| Worst Year | -15.87% | 16.76% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -1.03% | -1.16% |
| Avg. Up Week | 3.91% | 8.47% |
| Avg. Down Week | -3.16% | -4.71% |
| Avg. Up Month | 3.64% | 13.38% |
| Avg. Down Month | -7.18% | -7.82% |
| Win Days % | 48.73% | 51.86% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 34.78% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |