| Metric | 11402967:btcusd:triple_med_gx:lsma70_140 | 11402967:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -8.47% | 61.16% |
| Max Drawdown | -20.36% | -29.51% |
| Sharpe | -0.2 | 0.59 |
| Sortino | -0.27 | 0.85 |
| Payoff Ratio | 1.03 | 0.95 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | 1.05 | 1.07 |
| CPC Index | 0.43 | 0.54 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 39.36 | 3.06 |
| Outlier Loss Ratio | 3.9 | 3.11 |
| Volatility (ann.) | 8.77% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.41 | 2.0 |
| Skew | -0.94 | 0.21 |
| Kurtosis | 30.79 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.68% | 3.74% |
| Expected Yearly % | -4.33% | 26.95% |
| Kelly Criterion | -8.16% | 1.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.13% |
| Expected Shortfall (cVaR) | -0.76% | -2.13% |
| Year | 11402967:BTCUSD | 11402967:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.58 | -0.25 | - |
| 2025 | 16.76 | 1.23 | 0.07 | - |
| Metric | 11402967:btcusd:triple_med_gx:lsma70_140 | 11402967:BTCUSD |
|---|---|---|
| MTD | 3.57% | 4.16% |
| 3M | -0.9% | 31.46% |
| 6M | -0.93% | 12.77% |
| YTD | 1.23% | 16.76% |
| 1Y | -11.53% | 56.84% |
| 3Y (ann.) | -8.25% | 59.12% |
| 5Y (ann.) | -8.25% | 59.12% |
| Metric | 11402967:btcusd:triple_med_gx:lsma70_140 | 11402967:BTCUSD |
|---|---|---|
| Max Drawdown | -20.36% | -29.51% |
| Longest DD Days | 368.0 | 144.0 |
| Avg. Drawdown | -4.13% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.42 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -20.36 | 368 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11402967:btcusd:triple_med_gx:lsma70_140 | 11402967:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.78% | 18.93% |
| Worst Week | -8.23% | -12.33% |
| Best Month | 3.57% | 37.42% |
| Worst Month | -7.86% | -17.69% |
| Best Year | 1.23% | 38.02% |
| Worst Year | -9.58% | 16.76% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.76% | -0.84% |
| Avg. Up Week | 2.06% | 4.94% |
| Avg. Down Week | -2.52% | -3.15% |
| Avg. Up Month | 2.5% | 8.08% |
| Avg. Down Month | -2.91% | -7.82% |
| Win Days % | 45.08% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 48.39% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |