| Metric | 11403023:btcusd:triple_med_gx:lsma75_140 | 11403023:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -13.18% | 61.16% |
| Max Drawdown | -20.41% | -29.51% |
| Sharpe | -0.42 | 0.59 |
| Sortino | -0.55 | 0.85 |
| Payoff Ratio | 0.95 | 0.94 |
| Profit Factor | 0.84 | 1.1 |
| Common Sense Ratio | 0.66 | 1.07 |
| CPC Index | 0.35 | 0.53 |
| Tail Ratio | 0.79 | 0.98 |
| Outlier Win Ratio | 51.39 | 2.93 |
| Outlier Loss Ratio | 3.69 | 3.0 |
| Volatility (ann.) | 7.51% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.63 | 2.0 |
| Skew | -1.24 | 0.21 |
| Kurtosis | 36.75 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.08% | 3.74% |
| Expected Yearly % | -6.82% | 26.95% |
| Kelly Criterion | -15.26% | 0.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.13% |
| Expected Shortfall (cVaR) | -0.66% | -2.13% |
| Year | 11403023:BTCUSD | 11403023:btcusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -18.80 | -0.49 | - |
| 2025 | 16.76 | 6.92 | 0.41 | - |
| Metric | 11403023:btcusd:triple_med_gx:lsma75_140 | 11403023:BTCUSD |
|---|---|---|
| MTD | 3.32% | 4.16% |
| 3M | 5.78% | 31.46% |
| 6M | 1.85% | 12.77% |
| YTD | 6.92% | 16.76% |
| 1Y | -13.35% | 56.84% |
| 3Y (ann.) | -12.85% | 59.12% |
| 5Y (ann.) | -12.85% | 59.12% |
| Metric | 11403023:btcusd:triple_med_gx:lsma75_140 | 11403023:BTCUSD |
|---|---|---|
| Max Drawdown | -20.41% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -6.9% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | -0.65 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -20.41 | 370 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403023:btcusd:triple_med_gx:lsma75_140 | 11403023:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.76% | 18.93% |
| Worst Week | -8.71% | -12.33% |
| Best Month | 4.76% | 37.42% |
| Worst Month | -9.19% | -17.69% |
| Best Year | 6.92% | 38.02% |
| Worst Year | -18.8% | 16.76% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 1.92% | 6.73% |
| Avg. Down Week | -2.08% | -3.08% |
| Avg. Up Month | 2.89% | 14.55% |
| Avg. Down Month | -4.12% | -7.82% |
| Win Days % | 43.75% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |