| Metric | 11403126:btcusd:triple_med_gx:lsma40_140 | 11403126:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -12.17% | 75.42% |
| Max Drawdown | -25.62% | -29.51% |
| Sharpe | -0.27 | 0.63 |
| Sortino | -0.37 | 0.92 |
| Payoff Ratio | 1.04 | 0.96 |
| Profit Factor | 0.92 | 1.11 |
| Common Sense Ratio | 0.91 | 1.06 |
| CPC Index | 0.42 | 0.55 |
| Tail Ratio | 0.99 | 0.96 |
| Outlier Win Ratio | 32.65 | 3.17 |
| Outlier Loss Ratio | 4.06 | 3.15 |
| Volatility (ann.) | 9.14% | 24.55% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.42 | 2.19 |
| Skew | -0.04 | 0.2 |
| Kurtosis | 25.37 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.92% | 4.1% |
| Expected Yearly % | -6.28% | 32.45% |
| Kelly Criterion | -9.33% | 1.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.07% |
| Expected Shortfall (cVaR) | -0.79% | -2.07% |
| Year | 11403126:BTCUSD | 11403126:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.68 | -0.18 | - |
| 2025 | 27.10 | -5.88 | -0.22 | - |
| Metric | 11403126:btcusd:triple_med_gx:lsma40_140 | 11403126:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 5.84% | 41.88% |
| 6M | -6.6% | 22.91% |
| YTD | -5.88% | 27.1% |
| 1Y | -13.66% | 82.29% |
| 3Y (ann.) | -10.88% | 64.73% |
| 5Y (ann.) | -10.88% | 64.73% |
| Metric | 11403126:btcusd:triple_med_gx:lsma40_140 | 11403126:BTCUSD |
|---|---|---|
| Max Drawdown | -25.62% | -29.51% |
| Longest DD Days | 342.0 | 144.0 |
| Avg. Drawdown | -5.5% | -4.71% |
| Avg. Drawdown Days | 68.0 | 14.0 |
| Recovery Factor | -0.47 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-07-17 | -25.62 | 342 |
| 2024-06-05 | 2024-08-08 | -6.37 | 64 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 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 | 11403126:btcusd:triple_med_gx:lsma40_140 | 11403126:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.85% | 18.93% |
| Worst Week | -7.78% | -12.33% |
| Best Month | 6.86% | 37.42% |
| Worst Month | -8.4% | -17.69% |
| Best Year | -5.88% | 38.02% |
| Worst Year | -6.68% | 27.1% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.72% | -0.8% |
| Avg. Up Week | 2.15% | 5.29% |
| Avg. Down Week | -1.69% | -4.18% |
| Avg. Up Month | 3.01% | 16.44% |
| Avg. Down Month | -6.19% | -7.67% |
| Win Days % | 44.35% | 51.89% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 38.46% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |