| Metric | 11403190:btcusd:triple_med_gx:lsma80_140 | 11403190:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -0.54% | 61.16% |
| Max Drawdown | -14.26% | -29.51% |
| Sharpe | 0.02 | 0.59 |
| Sortino | 0.03 | 0.85 |
| Payoff Ratio | 1.03 | 1.06 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 1.12 | 1.07 |
| CPC Index | 0.48 | 0.6 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 48.4 | 3.02 |
| Outlier Loss Ratio | 3.8 | 2.88 |
| Volatility (ann.) | 7.59% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.04 | 2.0 |
| Skew | -2.4 | 0.21 |
| Kurtosis | 58.14 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.04% | 3.74% |
| Expected Yearly % | -0.27% | 26.95% |
| Kelly Criterion | -5.29% | 6.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11403190:BTCUSD | 11403190:btcusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.15 | -0.14 | - |
| 2025 | 16.76 | 4.86 | 0.29 | - |
| Metric | 11403190:btcusd:triple_med_gx:lsma80_140 | 11403190:BTCUSD |
|---|---|---|
| MTD | 3.3% | 4.16% |
| 3M | 3.46% | 31.46% |
| 6M | 7.94% | 12.77% |
| YTD | 4.86% | 16.76% |
| 1Y | -0.7% | 56.84% |
| 3Y (ann.) | -0.53% | 59.12% |
| 5Y (ann.) | -0.53% | 59.12% |
| Metric | 11403190:btcusd:triple_med_gx:lsma80_140 | 11403190:BTCUSD |
|---|---|---|
| Max Drawdown | -14.26% | -29.51% |
| Longest DD Days | 365.0 | 144.0 |
| Avg. Drawdown | -5.22% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | -0.04 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-06-11 | -14.26 | 365 |
| 2024-06-05 | 2024-06-10 | -1.21 | 4 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11403190:btcusd:triple_med_gx:lsma80_140 | 11403190:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 6.66% | 18.93% |
| Worst Week | -6.52% | -12.33% |
| Best Month | 7.1% | 37.42% |
| Worst Month | -8.75% | -17.69% |
| Best Year | 4.86% | 38.02% |
| Worst Year | -5.15% | 16.76% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.74% | -0.73% |
| Avg. Up Week | 2.39% | 5.28% |
| Avg. Down Week | -2.39% | -2.96% |
| Avg. Up Month | 3.19% | 8.22% |
| Avg. Down Month | -3.41% | -7.82% |
| Win Days % | 46.51% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 44.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |