| Metric | 11403189:btcusd:triple_med_gx:lsma70_140 | 11403189:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 0.28% | 61.16% |
| Max Drawdown | -13.54% | -29.51% |
| Sharpe | 0.05 | 0.59 |
| Sortino | 0.07 | 0.85 |
| Payoff Ratio | 1.01 | 0.99 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.5 | 0.57 |
| Tail Ratio | 1.28 | 0.98 |
| Outlier Win Ratio | 41.92 | 3.05 |
| Outlier Loss Ratio | 3.8 | 2.89 |
| Volatility (ann.) | 8.18% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.02 | 2.0 |
| Skew | -2.4 | 0.21 |
| Kurtosis | 50.65 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.02% | 3.74% |
| Expected Yearly % | 0.14% | 26.95% |
| Kelly Criterion | -3.36% | 3.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.13% |
| Expected Shortfall (cVaR) | -0.7% | -2.13% |
| Year | 11403189:BTCUSD | 11403189:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.90 | -0.16 | - |
| 2025 | 16.76 | 6.56 | 0.39 | - |
| Metric | 11403189:btcusd:triple_med_gx:lsma70_140 | 11403189:BTCUSD |
|---|---|---|
| MTD | 4.5% | 4.16% |
| 3M | 1.93% | 31.46% |
| 6M | 8.15% | 12.77% |
| YTD | 6.56% | 16.76% |
| 1Y | -0.47% | 56.84% |
| 3Y (ann.) | 0.27% | 59.12% |
| 5Y (ann.) | 0.27% | 59.12% |
| Metric | 11403189:btcusd:triple_med_gx:lsma70_140 | 11403189:BTCUSD |
|---|---|---|
| Max Drawdown | -13.54% | -29.51% |
| Longest DD Days | 267.0 | 144.0 |
| Avg. Drawdown | -4.15% | -4.82% |
| Avg. Drawdown Days | 61.0 | 14.0 |
| Recovery Factor | 0.02 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-03-05 | -13.54 | 267 |
| 2025-03-10 | 2025-06-11 | -9.38 | 93 |
| 2024-06-05 | 2024-06-10 | -1.21 | 4 |
| 2025-03-05 | 2025-03-10 | -0.50 | 4 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403189:btcusd:triple_med_gx:lsma70_140 | 11403189:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 6.66% | 18.93% |
| Worst Week | -6.19% | -12.33% |
| Best Month | 7.15% | 37.42% |
| Worst Month | -9.12% | -17.69% |
| Best Year | 6.56% | 38.02% |
| Worst Year | -5.9% | 16.76% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 2.5% | 4.94% |
| Avg. Down Week | -2.8% | -2.95% |
| Avg. Up Month | 3.41% | 12.1% |
| Avg. Down Month | -4.48% | -9.25% |
| Win Days % | 48.02% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |