| Metric | 11380618:btcusd:triple_med_gx:lsma95_65 | 11380618:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 4.28% | 79.62% |
| Max Drawdown | -10.8% | -29.51% |
| Sharpe | 0.18 | 0.65 |
| Sortino | 0.25 | 0.96 |
| Payoff Ratio | 1.01 | 0.94 |
| Profit Factor | 1.1 | 1.11 |
| Common Sense Ratio | 0.69 | 1.08 |
| CPC Index | 0.55 | 0.54 |
| Tail Ratio | 0.63 | 0.98 |
| Outlier Win Ratio | 64.22 | 2.8 |
| Outlier Loss Ratio | 3.64 | 2.77 |
| Volatility (ann.) | 6.48% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.35 | 2.33 |
| Skew | -2.11 | 0.2 |
| Kurtosis | 101.93 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.3% | 4.27% |
| Expected Yearly % | 2.12% | 34.02% |
| Kelly Criterion | 0.88% | 0.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.07% |
| Expected Shortfall (cVaR) | -0.55% | -2.07% |
| Year | 11380618:BTCUSD | 11380618:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.55 | -0.07 | - |
| 2025 | 30.14 | 7.02 | 0.23 | - |
| Metric | 11380618:btcusd:triple_med_gx:lsma95_65 | 11380618:BTCUSD |
|---|---|---|
| MTD | 1.02% | 13.36% |
| 3M | 10.97% | 45.08% |
| 6M | 4.76% | 28.47% |
| YTD | 7.02% | 30.14% |
| 1Y | 5.71% | 105.13% |
| 3Y (ann.) | 3.82% | 68.87% |
| 5Y (ann.) | 3.82% | 68.87% |
| Metric | 11380618:btcusd:triple_med_gx:lsma95_65 | 11380618:BTCUSD |
|---|---|---|
| Max Drawdown | -10.8% | -29.51% |
| Longest DD Days | 197.0 | 144.0 |
| Avg. Drawdown | -3.03% | -4.58% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | 0.4 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-06-15 | -10.80 | 141 |
| 2024-07-10 | 2025-01-23 | -8.42 | 197 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2025-06-15 | 2025-07-02 | -1.02 | 17 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| 2024-06-10 | 2024-06-10 | -0.18 | 0 |
| 2025-07-03 | 2025-07-03 | -0.03 | 0 |
| Metric | 11380618:btcusd:triple_med_gx:lsma95_65 | 11380618:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.38% | 18.93% |
| Worst Week | -5.38% | -12.33% |
| Best Month | 7.97% | 37.42% |
| Worst Month | -7.1% | -17.69% |
| Best Year | 7.02% | 38.02% |
| Worst Year | -2.55% | 30.14% |
| Avg. Up Day | 0.69% | 0.72% |
| Avg. Down Day | -0.69% | -0.77% |
| Avg. Up Week | 2.17% | 5.25% |
| Avg. Down Week | -2.63% | -2.5% |
| Avg. Up Month | 2.3% | 14.69% |
| Avg. Down Month | -6.29% | -2.09% |
| Win Days % | 50.3% | 51.93% |
| Win Month % | 71.43% | 64.29% |
| Win Week % | 62.5% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |