| Metric | 11402969:btcusd:triple_med_gx:lsma75_140 | 11402969:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -15.64% | 61.16% |
| Max Drawdown | -24.08% | -29.51% |
| Sharpe | -0.44 | 0.59 |
| Sortino | -0.58 | 0.85 |
| Payoff Ratio | 0.96 | 0.95 |
| Profit Factor | 0.84 | 1.1 |
| Common Sense Ratio | 0.82 | 1.07 |
| CPC Index | 0.36 | 0.54 |
| Tail Ratio | 0.97 | 0.98 |
| Outlier Win Ratio | 42.33 | 2.93 |
| Outlier Loss Ratio | 3.73 | 3.11 |
| Volatility (ann.) | 8.55% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.63 | 2.0 |
| Skew | -1.03 | 0.21 |
| Kurtosis | 32.7 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.3% | 3.74% |
| Expected Yearly % | -8.15% | 26.95% |
| Kelly Criterion | -14.18% | 1.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.13% |
| Expected Shortfall (cVaR) | -0.75% | -2.13% |
| Year | 11402969:BTCUSD | 11402969:btcusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -14.83 | -0.39 | - |
| 2025 | 16.76 | -0.95 | -0.06 | - |
| Metric | 11402969:btcusd:triple_med_gx:lsma75_140 | 11402969:BTCUSD |
|---|---|---|
| MTD | 3.32% | 4.16% |
| 3M | -0.52% | 31.46% |
| 6M | -4.16% | 12.77% |
| YTD | -0.95% | 16.76% |
| 1Y | -18.13% | 56.84% |
| 3Y (ann.) | -15.26% | 59.12% |
| 5Y (ann.) | -15.26% | 59.12% |
| Metric | 11402969:btcusd:triple_med_gx:lsma75_140 | 11402969:BTCUSD |
|---|---|---|
| Max Drawdown | -24.08% | -29.51% |
| Longest DD Days | 368.0 | 144.0 |
| Avg. Drawdown | -6.1% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.65 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -24.08 | 368 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11402969:btcusd:triple_med_gx:lsma75_140 | 11402969:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.78% | 18.93% |
| Worst Week | -9.16% | -12.33% |
| Best Month | 3.37% | 37.42% |
| Worst Month | -8.9% | -17.69% |
| Best Year | -0.95% | 38.02% |
| Worst Year | -14.83% | 16.76% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 2.6% | 4.91% |
| Avg. Down Week | -3.94% | -3.28% |
| Avg. Up Month | 2.74% | 9.33% |
| Avg. Down Month | -3.96% | -7.82% |
| Win Days % | 44.08% | 51.86% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |