| Metric | 11403293:btcusd:triple_med_gx:lsma65_140 | 11403293:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -1.18% | 61.16% |
| Max Drawdown | -16.1% | -29.51% |
| Sharpe | 0.02 | 0.59 |
| Sortino | 0.03 | 0.85 |
| Payoff Ratio | 1.02 | 1.0 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 1.14 | 1.07 |
| CPC Index | 0.49 | 0.57 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 35.11 | 3.09 |
| Outlier Loss Ratio | 3.66 | 3.0 |
| Volatility (ann.) | 9.59% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.07 | 2.0 |
| Skew | 1.84 | 0.21 |
| Kurtosis | 58.87 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.09% | 3.74% |
| Expected Yearly % | -0.59% | 26.95% |
| Kelly Criterion | -2.9% | 3.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.13% |
| Expected Shortfall (cVaR) | -0.83% | -2.13% |
| Year | 11403293:BTCUSD | 11403293:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.11 | -0.16 | - |
| 2025 | 16.76 | 5.26 | 0.31 | - |
| Metric | 11403293:btcusd:triple_med_gx:lsma65_140 | 11403293:BTCUSD |
|---|---|---|
| MTD | 3.69% | 4.16% |
| 3M | 2.83% | 31.46% |
| 6M | 4.23% | 12.77% |
| YTD | 5.26% | 16.76% |
| 1Y | 0.49% | 56.84% |
| 3Y (ann.) | -1.15% | 59.12% |
| 5Y (ann.) | -1.15% | 59.12% |
| Metric | 11403293:btcusd:triple_med_gx:lsma65_140 | 11403293:BTCUSD |
|---|---|---|
| Max Drawdown | -16.1% | -29.51% |
| Longest DD Days | 219.0 | 144.0 |
| Avg. Drawdown | -5.07% | -4.82% |
| Avg. Drawdown Days | 58.0 | 14.0 |
| Recovery Factor | -0.07 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-14 | -16.10 | 129 |
| 2024-11-03 | 2025-06-11 | -11.78 | 219 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403293:btcusd:triple_med_gx:lsma65_140 | 11403293:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 11.44% | 18.93% |
| Worst Week | -4.79% | -12.33% |
| Best Month | 11.44% | 37.42% |
| Worst Month | -10.95% | -17.69% |
| Best Year | 5.26% | 38.02% |
| Worst Year | -6.11% | 16.76% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.72% | 4.11% |
| Avg. Down Week | -2.13% | -3.54% |
| Avg. Up Month | 5.92% | 9.24% |
| Avg. Down Month | -5.17% | -7.82% |
| Win Days % | 48.06% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 41.38% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |