| Metric | 11403572:btcusd:triple_med_gx:lsma65_140 | 11403572:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | -0.54% | 61.16% |
| Max Drawdown | -22.79% | -29.51% |
| Sharpe | 0.07 | 0.59 |
| Sortino | 0.1 | 0.85 |
| Payoff Ratio | 1.01 | 0.99 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 0.97 | 1.07 |
| CPC Index | 0.51 | 0.56 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 19.49 | 3.89 |
| Outlier Loss Ratio | 3.52 | 3.6 |
| Volatility (ann.) | 15.85% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | -0.02 | 2.0 |
| Skew | 0.69 | 0.21 |
| Kurtosis | 36.76 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.04% | 3.74% |
| Expected Yearly % | -0.27% | 26.95% |
| Kelly Criterion | -0.99% | 3.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.13% |
| Expected Shortfall (cVaR) | -1.36% | -2.13% |
| Year | 11403572:BTCUSD | 11403572:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.36 | 0.06 | - |
| 2025 | 16.76 | -2.83 | -0.17 | - |
| Metric | 11403572:btcusd:triple_med_gx:lsma65_140 | 11403572:BTCUSD |
|---|---|---|
| MTD | 0.63% | 4.16% |
| 3M | 5.45% | 31.46% |
| 6M | -2.31% | 12.77% |
| YTD | -2.83% | 16.76% |
| 1Y | -5.42% | 56.84% |
| 3Y (ann.) | -0.53% | 59.12% |
| 5Y (ann.) | -0.53% | 59.12% |
| Metric | 11403572:btcusd:triple_med_gx:lsma65_140 | 11403572:BTCUSD |
|---|---|---|
| Max Drawdown | -22.79% | -29.51% |
| Longest DD Days | 193.0 | 144.0 |
| Avg. Drawdown | -4.56% | -4.82% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | -0.02 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-15 | -22.79 | 193 |
| 2024-12-26 | 2025-06-11 | -20.46 | 167 |
| 2024-12-21 | 2024-12-24 | -4.15 | 3 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-12-20 | 2024-12-21 | -0.18 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403572:btcusd:triple_med_gx:lsma65_140 | 11403572:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 6.53% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 9.86% | 37.42% |
| Worst Month | -7.75% | -17.69% |
| Best Year | 2.36% | 38.02% |
| Worst Year | -2.83% | 16.76% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.93% | -0.95% |
| Avg. Up Week | 2.25% | 3.6% |
| Avg. Down Week | -2.53% | -4.42% |
| Avg. Up Month | 4.22% | 15.89% |
| Avg. Down Month | -7.04% | -13.21% |
| Win Days % | 49.27% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |