| Metric | 11403024:btcusd:triple_med_gx:lsma70_140 | 11403024:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -7.41% | 61.16% |
| Max Drawdown | -17.03% | -29.51% |
| Sharpe | -0.2 | 0.59 |
| Sortino | -0.27 | 0.85 |
| Payoff Ratio | 1.0 | 0.93 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | 0.97 | 1.07 |
| CPC Index | 0.43 | 0.53 |
| Tail Ratio | 1.04 | 0.98 |
| Outlier Win Ratio | 44.26 | 3.0 |
| Outlier Loss Ratio | 3.86 | 3.03 |
| Volatility (ann.) | 7.84% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.42 | 2.0 |
| Skew | -0.89 | 0.21 |
| Kurtosis | 31.99 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.59% | 3.74% |
| Expected Yearly % | -3.78% | 26.95% |
| Kelly Criterion | -7.74% | -0.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.13% |
| Expected Shortfall (cVaR) | -0.68% | -2.13% |
| Year | 11403024:BTCUSD | 11403024:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.79 | -0.23 | - |
| 2025 | 16.76 | 1.52 | 0.09 | - |
| Metric | 11403024:btcusd:triple_med_gx:lsma70_140 | 11403024:BTCUSD |
|---|---|---|
| MTD | 0.27% | 4.16% |
| 3M | 5.69% | 31.46% |
| 6M | 0.63% | 12.77% |
| YTD | 1.52% | 16.76% |
| 1Y | -9.64% | 56.84% |
| 3Y (ann.) | -7.22% | 59.12% |
| 5Y (ann.) | -7.22% | 59.12% |
| Metric | 11403024:btcusd:triple_med_gx:lsma70_140 | 11403024:BTCUSD |
|---|---|---|
| Max Drawdown | -17.03% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -4.33% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.44 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -17.03 | 370 |
| 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 | 11403024:btcusd:triple_med_gx:lsma70_140 | 11403024:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.82% | 18.93% |
| Worst Week | -5.4% | -12.33% |
| Best Month | 4.82% | 37.42% |
| Worst Month | -6.35% | -17.69% |
| Best Year | 1.52% | 38.02% |
| Worst Year | -8.79% | 16.76% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.74% | -0.81% |
| Avg. Up Week | 2.37% | 6.68% |
| Avg. Down Week | -1.7% | -3.4% |
| Avg. Up Month | 1.79% | 13.98% |
| Avg. Down Month | -3.26% | -7.82% |
| Win Days % | 46.06% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |