| Metric | 11403020:btcusd:triple_med_gx:lsma55_140 | 11403020:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -11.65% | 61.16% |
| Max Drawdown | -25.66% | -29.51% |
| Sharpe | -0.27 | 0.59 |
| Sortino | -0.37 | 0.85 |
| Payoff Ratio | 1.0 | 1.02 |
| Profit Factor | 0.91 | 1.1 |
| Common Sense Ratio | 0.86 | 1.07 |
| CPC Index | 0.42 | 0.58 |
| Tail Ratio | 0.94 | 0.98 |
| Outlier Win Ratio | 32.43 | 3.11 |
| Outlier Loss Ratio | 3.69 | 3.03 |
| Volatility (ann.) | 9.5% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.44 | 2.0 |
| Skew | -0.16 | 0.21 |
| Kurtosis | 24.25 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.95% | 3.74% |
| Expected Yearly % | -6.0% | 26.95% |
| Kelly Criterion | -8.63% | 4.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.13% |
| Expected Shortfall (cVaR) | -0.82% | -2.13% |
| Year | 11403020:BTCUSD | 11403020:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.75 | -0.20 | - |
| 2025 | 16.76 | -4.22 | -0.25 | - |
| Metric | 11403020:btcusd:triple_med_gx:lsma55_140 | 11403020:BTCUSD |
|---|---|---|
| MTD | 2.78% | 4.16% |
| 3M | 3.11% | 31.46% |
| 6M | -9.45% | 12.77% |
| YTD | -4.22% | 16.76% |
| 1Y | -15.29% | 56.84% |
| 3Y (ann.) | -11.35% | 59.12% |
| 5Y (ann.) | -11.35% | 59.12% |
| Metric | 11403020:btcusd:triple_med_gx:lsma55_140 | 11403020:BTCUSD |
|---|---|---|
| Max Drawdown | -25.66% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -5.33% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.45 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -25.66 | 370 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 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 | 11403020:btcusd:triple_med_gx:lsma55_140 | 11403020:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.62% | 18.93% |
| Worst Week | -5.62% | -12.33% |
| Best Month | 6.29% | 37.42% |
| Worst Month | -5.62% | -17.69% |
| Best Year | -4.22% | 38.02% |
| Worst Year | -7.75% | 16.76% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 3.03% | 6.27% |
| Avg. Down Week | -2.73% | -3.61% |
| Avg. Up Month | 3.06% | 15.89% |
| Avg. Down Month | -2.85% | -7.82% |
| Win Days % | 45.6% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 36.67% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |