| Metric | 11403077:btcusd:triple_med_gx:lsma75_140 | 11403077:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -18.67% | 61.16% |
| Max Drawdown | -24.43% | -29.51% |
| Sharpe | -0.56 | 0.59 |
| Sortino | -0.69 | 0.85 |
| Payoff Ratio | 0.84 | 0.82 |
| Profit Factor | 0.79 | 1.1 |
| Common Sense Ratio | 0.8 | 1.07 |
| CPC Index | 0.3 | 0.46 |
| Tail Ratio | 1.01 | 0.98 |
| Outlier Win Ratio | 49.75 | 2.89 |
| Outlier Loss Ratio | 3.45 | 3.02 |
| Volatility (ann.) | 8.32% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.75 | 2.0 |
| Skew | -3.5 | 0.21 |
| Kurtosis | 57.29 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.58% | 3.74% |
| Expected Yearly % | -9.82% | 26.95% |
| Kelly Criterion | -18.48% | -7.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.13% |
| Expected Shortfall (cVaR) | -0.73% | -2.13% |
| Year | 11403077:BTCUSD | 11403077:btcusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -19.15 | -0.50 | - |
| 2025 | 16.76 | 0.59 | 0.04 | - |
| Metric | 11403077:btcusd:triple_med_gx:lsma75_140 | 11403077:BTCUSD |
|---|---|---|
| MTD | 3.76% | 4.16% |
| 3M | 6.03% | 31.46% |
| 6M | -1.2% | 12.77% |
| YTD | 0.59% | 16.76% |
| 1Y | -19.09% | 56.84% |
| 3Y (ann.) | -18.22% | 59.12% |
| 5Y (ann.) | -18.22% | 59.12% |
| Metric | 11403077:btcusd:triple_med_gx:lsma75_140 | 11403077:BTCUSD |
|---|---|---|
| Max Drawdown | -24.43% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -8.24% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | -0.76 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -24.43 | 370 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403077:btcusd:triple_med_gx:lsma75_140 | 11403077:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.93% | 18.93% |
| Worst Week | -6.57% | -12.33% |
| Best Month | 4.93% | 37.42% |
| Worst Month | -8.77% | -17.69% |
| Best Year | 0.59% | 38.02% |
| Worst Year | -19.15% | 16.76% |
| Avg. Up Day | 0.7% | 0.72% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 2.53% | 6.28% |
| Avg. Down Week | -2.82% | -3.39% |
| Avg. Up Month | 3.26% | 8.83% |
| Avg. Down Month | -4.91% | -7.82% |
| Win Days % | 45.91% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 42.31% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |