| Metric | 11403131:btcusd:triple_med_gx:lsma65_140 | 11403131:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -2.52% | 61.16% |
| Max Drawdown | -15.21% | -29.51% |
| Sharpe | -0.03 | 0.59 |
| Sortino | -0.04 | 0.85 |
| Payoff Ratio | 0.98 | 0.87 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.47 | 0.5 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 38.04 | 3.0 |
| Outlier Loss Ratio | 3.76 | 3.02 |
| Volatility (ann.) | 8.39% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.16 | 2.0 |
| Skew | -1.22 | 0.21 |
| Kurtosis | 31.97 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.2% | 3.74% |
| Expected Yearly % | -1.27% | 26.95% |
| Kelly Criterion | -3.73% | -3.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.13% |
| Expected Shortfall (cVaR) | -0.72% | -2.13% |
| Year | 11403131:BTCUSD | 11403131:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.50 | -0.12 | - |
| 2025 | 16.76 | 2.08 | 0.12 | - |
| Metric | 11403131:btcusd:triple_med_gx:lsma65_140 | 11403131:BTCUSD |
|---|---|---|
| MTD | 4.79% | 4.16% |
| 3M | 2.72% | 31.46% |
| 6M | 1.55% | 12.77% |
| YTD | 2.08% | 16.76% |
| 1Y | -4.37% | 56.84% |
| 3Y (ann.) | -2.45% | 59.12% |
| 5Y (ann.) | -2.45% | 59.12% |
| Metric | 11403131:btcusd:triple_med_gx:lsma65_140 | 11403131:BTCUSD |
|---|---|---|
| Max Drawdown | -15.21% | -29.51% |
| Longest DD Days | 239.0 | 144.0 |
| Avg. Drawdown | -5.13% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.17 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-15 | 2025-06-11 | -15.21 | 239 |
| 2024-06-05 | 2024-10-14 | -10.13 | 130 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403131:btcusd:triple_med_gx:lsma65_140 | 11403131:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.46% | 18.93% |
| Worst Week | -6.19% | -12.33% |
| Best Month | 4.9% | 37.42% |
| Worst Month | -8.66% | -17.69% |
| Best Year | 2.08% | 38.02% |
| Worst Year | -4.5% | 16.76% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.74% | -0.85% |
| Avg. Up Week | 2.22% | 4.93% |
| Avg. Down Week | -1.75% | -3.0% |
| Avg. Up Month | 3.43% | 7.04% |
| Avg. Down Month | -4.42% | -7.59% |
| Win Days % | 48.7% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |