| Metric | 11403240:btcusd:triple_med_gx:lsma55_140 | 11403240:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 0.14% | 61.16% |
| Max Drawdown | -17.37% | -29.51% |
| Sharpe | 0.05 | 0.59 |
| Sortino | 0.07 | 0.85 |
| Payoff Ratio | 1.05 | 1.0 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 32.72 | 3.13 |
| Outlier Loss Ratio | 3.9 | 3.13 |
| Volatility (ann.) | 9.4% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.01 | 2.0 |
| Skew | 0.06 | 0.21 |
| Kurtosis | 24.8 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.01% | 3.74% |
| Expected Yearly % | 0.07% | 26.95% |
| Kelly Criterion | -2.27% | 3.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.13% |
| Expected Shortfall (cVaR) | -0.81% | -2.13% |
| Year | 11403240:BTCUSD | 11403240:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.45 | -0.06 | - |
| 2025 | 16.76 | 2.66 | 0.16 | - |
| Metric | 11403240:btcusd:triple_med_gx:lsma55_140 | 11403240:BTCUSD |
|---|---|---|
| MTD | 3.89% | 4.16% |
| 3M | -3.47% | 31.46% |
| 6M | -0.03% | 12.77% |
| YTD | 2.66% | 16.76% |
| 1Y | -2.06% | 56.84% |
| 3Y (ann.) | 0.14% | 59.12% |
| 5Y (ann.) | 0.14% | 59.12% |
| Metric | 11403240:btcusd:triple_med_gx:lsma55_140 | 11403240:BTCUSD |
|---|---|---|
| Max Drawdown | -17.37% | -29.51% |
| Longest DD Days | 271.0 | 144.0 |
| Avg. Drawdown | -4.67% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | 0.01 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-06 | -17.37 | 271 |
| 2025-03-06 | 2025-06-11 | -12.95 | 97 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.34 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403240:btcusd:triple_med_gx:lsma55_140 | 11403240:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 8.5% | 18.93% |
| Worst Week | -7.77% | -12.33% |
| Best Month | 7.56% | 37.42% |
| Worst Month | -8.3% | -17.69% |
| Best Year | 2.66% | 38.02% |
| Worst Year | -2.45% | 16.76% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 3.0% | 4.57% |
| Avg. Down Week | -2.57% | -3.38% |
| Avg. Up Month | 3.52% | 7.79% |
| Avg. Down Month | -4.9% | -12.52% |
| Win Days % | 47.71% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 43.33% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |