| Metric | 11403132:btcusd:triple_med_gx:lsma70_140 | 11403132:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -2.01% | 61.16% |
| Max Drawdown | -14.09% | -29.51% |
| Sharpe | -0.01 | 0.59 |
| Sortino | -0.02 | 0.85 |
| Payoff Ratio | 0.98 | 0.86 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.47 | 0.49 |
| Tail Ratio | 1.43 | 0.98 |
| Outlier Win Ratio | 39.28 | 3.05 |
| Outlier Loss Ratio | 3.73 | 3.02 |
| Volatility (ann.) | 8.71% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.14 | 2.0 |
| Skew | -2.47 | 0.21 |
| Kurtosis | 48.25 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.16% | 3.74% |
| Expected Yearly % | -1.01% | 26.95% |
| Kelly Criterion | -3.82% | -3.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.13% |
| Expected Shortfall (cVaR) | -0.75% | -2.13% |
| Year | 11403132:BTCUSD | 11403132:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.28 | -0.03 | - |
| 2025 | 16.76 | -0.74 | -0.04 | - |
| Metric | 11403132:btcusd:triple_med_gx:lsma70_140 | 11403132:BTCUSD |
|---|---|---|
| MTD | 6.69% | 4.16% |
| 3M | 4.72% | 31.46% |
| 6M | 0.84% | 12.77% |
| YTD | -0.74% | 16.76% |
| 1Y | -1.58% | 56.84% |
| 3Y (ann.) | -1.96% | 59.12% |
| 5Y (ann.) | -1.96% | 59.12% |
| Metric | 11403132:btcusd:triple_med_gx:lsma70_140 | 11403132:BTCUSD |
|---|---|---|
| Max Drawdown | -14.09% | -29.51% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -4.18% | -4.82% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | -0.14 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-06-11 | -14.09 | 116 |
| 2024-06-05 | 2024-10-14 | -9.73 | 130 |
| 2024-12-05 | 2025-01-03 | -8.10 | 29 |
| 2025-02-11 | 2025-02-14 | -2.78 | 3 |
| 2024-10-15 | 2024-11-07 | -1.60 | 23 |
| 2025-01-04 | 2025-02-10 | -0.78 | 37 |
| 2025-02-10 | 2025-02-11 | -0.28 | 0 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403132:btcusd:triple_med_gx:lsma70_140 | 11403132:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.46% | 18.93% |
| Worst Week | -6.19% | -12.33% |
| Best Month | 6.69% | 37.42% |
| Worst Month | -8.56% | -17.69% |
| Best Year | -0.74% | 38.02% |
| Worst Year | -1.28% | 16.76% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.75% | -0.88% |
| Avg. Up Week | 2.49% | 5.88% |
| Avg. Down Week | -1.95% | -2.78% |
| Avg. Up Month | 2.86% | 11.96% |
| Avg. Down Month | -4.93% | -7.59% |
| Win Days % | 48.66% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 44.83% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |