| Metric | 11399647:btcusd:triple_med_gx:lsma40_130 | 11399647:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -16.57% | 61.16% |
| Max Drawdown | -29.34% | -29.51% |
| Sharpe | -0.42 | 0.59 |
| Sortino | -0.56 | 0.85 |
| Payoff Ratio | 1.04 | 0.98 |
| Profit Factor | 0.87 | 1.1 |
| Common Sense Ratio | 0.85 | 1.07 |
| CPC Index | 0.39 | 0.56 |
| Tail Ratio | 0.97 | 0.98 |
| Outlier Win Ratio | 32.23 | 3.11 |
| Outlier Loss Ratio | 4.19 | 3.25 |
| Volatility (ann.) | 9.47% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.55 | 2.0 |
| Skew | -0.54 | 0.21 |
| Kurtosis | 23.12 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.38% | 3.74% |
| Expected Yearly % | -8.66% | 26.95% |
| Kelly Criterion | -11.97% | 2.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.13% |
| Expected Shortfall (cVaR) | -0.83% | -2.13% |
| Year | 11399647:BTCUSD | 11399647:btcusd:triple_med_gx:lsma40_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.82 | -0.36 | - |
| 2025 | 16.76 | -3.18 | -0.19 | - |
| Metric | 11399647:btcusd:triple_med_gx:lsma40_130 | 11399647:BTCUSD |
|---|---|---|
| MTD | 0.68% | 4.16% |
| 3M | 6.72% | 31.46% |
| 6M | -7.6% | 12.77% |
| YTD | -3.18% | 16.76% |
| 1Y | -18.03% | 56.84% |
| 3Y (ann.) | -16.16% | 59.12% |
| 5Y (ann.) | -16.16% | 59.12% |
| Metric | 11399647:btcusd:triple_med_gx:lsma40_130 | 11399647:BTCUSD |
|---|---|---|
| Max Drawdown | -29.34% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -6.07% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.56 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -29.34 | 370 |
| 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 | 11399647:btcusd:triple_med_gx:lsma40_130 | 11399647:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.32% | 18.93% |
| Worst Week | -4.93% | -12.33% |
| Best Month | 5.91% | 37.42% |
| Worst Month | -7.41% | -17.69% |
| Best Year | -3.18% | 38.02% |
| Worst Year | -13.82% | 16.76% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.75% | -0.82% |
| Avg. Up Week | 1.88% | 4.91% |
| Avg. Down Week | -2.2% | -4.08% |
| Avg. Up Month | 2.08% | 16.7% |
| Avg. Down Month | -4.4% | -7.93% |
| Win Days % | 42.94% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 40.54% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |