| Metric | 11401211:btcusd:triple_med_gx:lsma80_135 | 11401211:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 0.04% | 61.16% |
| Max Drawdown | -14.88% | -29.51% |
| Sharpe | 0.04 | 0.59 |
| Sortino | 0.06 | 0.85 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 0.85 | 1.07 |
| CPC Index | 0.53 | 0.65 |
| Tail Ratio | 0.83 | 0.98 |
| Outlier Win Ratio | 47.15 | 3.06 |
| Outlier Loss Ratio | 3.68 | 2.91 |
| Volatility (ann.) | 8.04% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.0 | 2.0 |
| Skew | -0.03 | 0.21 |
| Kurtosis | 36.86 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.0% | 3.74% |
| Expected Yearly % | 0.02% | 26.95% |
| Kelly Criterion | -3.72% | 9.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.13% |
| Expected Shortfall (cVaR) | -0.69% | -2.13% |
| Year | 11401211:BTCUSD | 11401211:btcusd:triple_med_gx:lsma80_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.66 | -0.31 | - |
| 2025 | 16.76 | 13.24 | 0.79 | - |
| Metric | 11401211:btcusd:triple_med_gx:lsma80_135 | 11401211:BTCUSD |
|---|---|---|
| MTD | 4.06% | 4.16% |
| 3M | 9.42% | 31.46% |
| 6M | 11.73% | 12.77% |
| YTD | 13.24% | 16.76% |
| 1Y | -1.98% | 56.84% |
| 3Y (ann.) | 0.04% | 59.12% |
| 5Y (ann.) | 0.04% | 59.12% |
| Metric | 11401211:btcusd:triple_med_gx:lsma80_135 | 11401211:BTCUSD |
|---|---|---|
| Max Drawdown | -14.88% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -5.04% | -4.82% |
| Avg. Drawdown Days | 124.0 | 14.0 |
| Recovery Factor | 0.0 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -14.88 | 371 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11401211:btcusd:triple_med_gx:lsma80_135 | 11401211:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.49% | 18.93% |
| Worst Week | -7.45% | -12.33% |
| Best Month | 4.19% | 37.42% |
| Worst Month | -7.11% | -17.69% |
| Best Year | 13.24% | 38.02% |
| Worst Year | -11.66% | 16.76% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 2.26% | 5.65% |
| Avg. Down Week | -2.8% | -3.63% |
| Avg. Up Month | 2.76% | 9.29% |
| Avg. Down Month | -3.37% | -4.22% |
| Win Days % | 43.84% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 53.85% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |