| Metric | 11397960:btcusd:triple_med_gx:lsma40_125 | 11397960:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -11.58% | 61.16% |
| Max Drawdown | -24.91% | -29.51% |
| Sharpe | -0.27 | 0.59 |
| Sortino | -0.37 | 0.85 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 0.92 | 1.1 |
| Common Sense Ratio | 1.03 | 1.07 |
| CPC Index | 0.42 | 0.58 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 31.53 | 3.11 |
| Outlier Loss Ratio | 4.3 | 3.25 |
| Volatility (ann.) | 9.41% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.45 | 2.0 |
| Skew | -0.48 | 0.21 |
| Kurtosis | 23.43 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.94% | 3.74% |
| Expected Yearly % | -5.97% | 26.95% |
| Kelly Criterion | -9.61% | 4.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.13% |
| Expected Shortfall (cVaR) | -0.82% | -2.13% |
| Year | 11397960:BTCUSD | 11397960:btcusd:triple_med_gx:lsma40_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.84 | -0.13 | - |
| 2025 | 16.76 | -7.08 | -0.42 | - |
| Metric | 11397960:btcusd:triple_med_gx:lsma40_125 | 11397960:BTCUSD |
|---|---|---|
| MTD | 0.68% | 4.16% |
| 3M | 2.38% | 31.46% |
| 6M | -11.32% | 12.77% |
| YTD | -7.08% | 16.76% |
| 1Y | -14.33% | 56.84% |
| 3Y (ann.) | -11.29% | 59.12% |
| 5Y (ann.) | -11.29% | 59.12% |
| Metric | 11397960:btcusd:triple_med_gx:lsma40_125 | 11397960:BTCUSD |
|---|---|---|
| Max Drawdown | -24.91% | -29.51% |
| Longest DD Days | 336.0 | 144.0 |
| Avg. Drawdown | -5.14% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.46 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-06-11 | -24.91 | 336 |
| 2024-06-05 | 2024-07-09 | -4.92 | 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 | 11397960:btcusd:triple_med_gx:lsma40_125 | 11397960:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.14% | 18.93% |
| Worst Week | -6.08% | -12.33% |
| Best Month | 5.02% | 37.42% |
| Worst Month | -7.41% | -17.69% |
| Best Year | -4.84% | 38.02% |
| Worst Year | -7.08% | 16.76% |
| Avg. Up Day | 0.78% | 0.81% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 2.18% | 4.69% |
| Avg. Down Week | -2.22% | -4.08% |
| Avg. Up Month | 2.33% | 15.89% |
| Avg. Down Month | -5.21% | -7.67% |
| Win Days % | 43.45% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 43.24% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |