| Metric | 11403081:btcusd:triple_med_gx:lsma95_140 | 11403081:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -3.26% | 61.16% |
| Max Drawdown | -10.22% | -29.51% |
| Sharpe | -0.09 | 0.59 |
| Sortino | -0.11 | 0.85 |
| Payoff Ratio | 0.97 | 0.87 |
| Profit Factor | 0.95 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.43 | 0.49 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 74.6 | 2.87 |
| Outlier Loss Ratio | 3.37 | 2.56 |
| Volatility (ann.) | 6.59% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.31 | 2.0 |
| Skew | -4.69 | 0.21 |
| Kurtosis | 118.84 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.25% | 3.74% |
| Expected Yearly % | -1.64% | 26.95% |
| Kelly Criterion | -9.19% | -3.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11403081:BTCUSD | 11403081:btcusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.32 | -0.01 | - |
| 2025 | 16.76 | -2.95 | -0.18 | - |
| Metric | 11403081:btcusd:triple_med_gx:lsma95_140 | 11403081:BTCUSD |
|---|---|---|
| MTD | 0.71% | 4.16% |
| 3M | 2.57% | 31.46% |
| 6M | -1.16% | 12.77% |
| YTD | -2.95% | 16.76% |
| 1Y | -3.03% | 56.84% |
| 3Y (ann.) | -3.17% | 59.12% |
| 5Y (ann.) | -3.17% | 59.12% |
| Metric | 11403081:btcusd:triple_med_gx:lsma95_140 | 11403081:BTCUSD |
|---|---|---|
| Max Drawdown | -10.22% | -29.51% |
| Longest DD Days | 345.0 | 144.0 |
| Avg. Drawdown | -5.73% | -4.82% |
| Avg. Drawdown Days | 184.0 | 14.0 |
| Recovery Factor | -0.32 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-06-11 | -10.22 | 345 |
| 2024-06-05 | 2024-06-30 | -1.25 | 24 |
| Metric | 11403081:btcusd:triple_med_gx:lsma95_140 | 11403081:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 4.76% | 18.93% |
| Worst Week | -3.1% | -12.33% |
| Best Month | 4.76% | 37.42% |
| Worst Month | -4.59% | -17.69% |
| Best Year | -0.32% | 38.02% |
| Worst Year | -2.95% | 16.76% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.76% | -0.88% |
| Avg. Up Week | 1.68% | 5.92% |
| Avg. Down Week | -2.02% | -2.9% |
| Avg. Up Month | 2.12% | 9.24% |
| Avg. Down Month | -2.28% | -7.93% |
| Win Days % | 46.15% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |