| Metric | 11403129:btcusd:triple_med_gx:lsma55_140 | 11403129:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -6.26% | 61.16% |
| Max Drawdown | -21.47% | -29.51% |
| Sharpe | -0.12 | 0.59 |
| Sortino | -0.17 | 0.85 |
| Payoff Ratio | 1.02 | 0.99 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.46 | 0.56 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 33.4 | 3.13 |
| Outlier Loss Ratio | 3.69 | 3.03 |
| Volatility (ann.) | 9.45% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.28 | 2.0 |
| Skew | -0.38 | 0.21 |
| Kurtosis | 26.71 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.5% | 3.74% |
| Expected Yearly % | -3.18% | 26.95% |
| Kelly Criterion | -4.65% | 3.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.13% |
| Expected Shortfall (cVaR) | -0.82% | -2.13% |
| Year | 11403129:BTCUSD | 11403129:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.54 | -0.15 | - |
| 2025 | 16.76 | -0.77 | -0.05 | - |
| Metric | 11403129:btcusd:triple_med_gx:lsma55_140 | 11403129:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.16% |
| 3M | 10.57% | 31.46% |
| 6M | -3.65% | 12.77% |
| YTD | -0.77% | 16.76% |
| 1Y | -8.67% | 56.84% |
| 3Y (ann.) | -6.1% | 59.12% |
| 5Y (ann.) | -6.1% | 59.12% |
| Metric | 11403129:btcusd:triple_med_gx:lsma55_140 | 11403129:BTCUSD |
|---|---|---|
| Max Drawdown | -21.47% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -4.49% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.29 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -21.47 | 370 |
| 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 | 11403129:btcusd:triple_med_gx:lsma55_140 | 11403129:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.46% | 18.93% |
| Worst Week | -6.38% | -12.33% |
| Best Month | 4.52% | 37.42% |
| Worst Month | -6.89% | -17.69% |
| Best Year | -0.77% | 38.02% |
| Worst Year | -5.54% | 16.76% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 3.02% | 4.7% |
| Avg. Down Week | -2.29% | -3.79% |
| Avg. Up Month | 2.78% | 10.0% |
| Avg. Down Month | -3.36% | -7.82% |
| Win Days % | 47.23% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 43.33% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |