| Metric | 11379496:btcusd:triple_med_gx:lsma95_60 | 11379496:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 6.2% | 79.62% |
| Max Drawdown | -12.08% | -29.51% |
| Sharpe | 0.23 | 0.65 |
| Sortino | 0.31 | 0.96 |
| Payoff Ratio | 0.93 | 0.92 |
| Profit Factor | 1.11 | 1.11 |
| Common Sense Ratio | 0.86 | 1.08 |
| CPC Index | 0.53 | 0.53 |
| Tail Ratio | 0.77 | 0.98 |
| Outlier Win Ratio | 53.93 | 2.88 |
| Outlier Loss Ratio | 3.58 | 2.79 |
| Volatility (ann.) | 7.04% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.46 | 2.33 |
| Skew | -2.37 | 0.2 |
| Kurtosis | 80.54 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.43% | 4.27% |
| Expected Yearly % | 3.05% | 34.02% |
| Kelly Criterion | -0.63% | -0.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.07% |
| Expected Shortfall (cVaR) | -0.6% | -2.07% |
| Year | 11379496:BTCUSD | 11379496:btcusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.30 | -0.03 | - |
| 2025 | 30.14 | 7.60 | 0.25 | - |
| Metric | 11379496:btcusd:triple_med_gx:lsma95_60 | 11379496:BTCUSD |
|---|---|---|
| MTD | 0.29% | 13.36% |
| 3M | 10.01% | 45.08% |
| 6M | 5.54% | 28.47% |
| YTD | 7.6% | 30.14% |
| 1Y | 10.85% | 105.13% |
| 3Y (ann.) | 5.53% | 68.87% |
| 5Y (ann.) | 5.53% | 68.87% |
| Metric | 11379496:btcusd:triple_med_gx:lsma95_60 | 11379496:BTCUSD |
|---|---|---|
| Max Drawdown | -12.08% | -29.51% |
| Longest DD Days | 213.0 | 144.0 |
| Avg. Drawdown | -3.24% | -4.58% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | 0.51 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-04-22 | -12.08 | 88 |
| 2024-06-10 | 2025-01-10 | -9.19 | 213 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-04-23 | 2025-06-16 | -1.66 | 54 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2025-01-10 | 2025-01-23 | -1.45 | 12 |
| 2025-06-16 | 2025-07-02 | -0.95 | 15 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| 2025-07-03 | 2025-07-03 | -0.03 | 0 |
| Metric | 11379496:btcusd:triple_med_gx:lsma95_60 | 11379496:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.3% | 18.93% |
| Worst Week | -6.33% | -12.33% |
| Best Month | 8.85% | 37.42% |
| Worst Month | -4.19% | -17.69% |
| Best Year | 7.6% | 38.02% |
| Worst Year | -1.3% | 30.14% |
| Avg. Up Day | 0.69% | 0.71% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.23% | 5.01% |
| Avg. Down Week | -3.41% | -4.79% |
| Avg. Up Month | 2.95% | 14.06% |
| Avg. Down Month | -2.86% | -9.04% |
| Win Days % | 51.5% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |