| Metric | 11391613:btcusd:triple_med_gx:lsma65_105 | 11391613:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 16.66% | 61.16% |
| Max Drawdown | -9.27% | -29.51% |
| Sharpe | 0.54 | 0.59 |
| Sortino | 0.81 | 0.85 |
| Payoff Ratio | 1.25 | 1.14 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | 1.81 | 1.07 |
| CPC Index | 0.76 | 0.65 |
| Tail Ratio | 1.44 | 0.98 |
| Outlier Win Ratio | 45.32 | 2.98 |
| Outlier Loss Ratio | 3.93 | 2.78 |
| Volatility (ann.) | 7.5% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.75 | 2.0 |
| Skew | 0.37 | 0.21 |
| Kurtosis | 41.56 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.19% | 3.74% |
| Expected Yearly % | 8.01% | 26.95% |
| Kelly Criterion | 7.68% | 9.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.13% |
| Expected Shortfall (cVaR) | -0.63% | -2.13% |
| Year | 11391613:BTCUSD | 11391613:btcusd:triple_med_gx:lsma65_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.62 | 0.10 | - |
| 2025 | 16.76 | 12.59 | 0.75 | - |
| Metric | 11391613:btcusd:triple_med_gx:lsma65_105 | 11391613:BTCUSD |
|---|---|---|
| MTD | 5.77% | 4.16% |
| 3M | 1.27% | 31.46% |
| 6M | 12.25% | 12.77% |
| YTD | 12.59% | 16.76% |
| 1Y | 15.27% | 56.84% |
| 3Y (ann.) | 16.18% | 59.12% |
| 5Y (ann.) | 16.18% | 59.12% |
| Metric | 11391613:btcusd:triple_med_gx:lsma65_105 | 11391613:BTCUSD |
|---|---|---|
| Max Drawdown | -9.27% | -29.51% |
| Longest DD Days | 167.0 | 144.0 |
| Avg. Drawdown | -2.48% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 1.8 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2024-12-05 | -9.27 | 167 |
| 2025-04-06 | 2025-06-09 | -8.20 | 64 |
| 2024-12-05 | 2025-01-02 | -5.45 | 27 |
| 2025-02-11 | 2025-03-04 | -2.71 | 21 |
| 2024-06-05 | 2024-06-20 | -1.21 | 14 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| 2025-01-03 | 2025-02-10 | -0.59 | 38 |
| 2025-03-05 | 2025-04-05 | -0.50 | 31 |
| 2025-02-10 | 2025-02-11 | -0.28 | 0 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| Metric | 11391613:btcusd:triple_med_gx:lsma65_105 | 11391613:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 6.09% | 18.93% |
| Worst Week | -6.19% | -12.33% |
| Best Month | 6.09% | 37.42% |
| Worst Month | -6.65% | -17.69% |
| Best Year | 12.59% | 38.02% |
| Worst Year | 3.62% | 16.76% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.65% | -0.72% |
| Avg. Up Week | 2.35% | 3.91% |
| Avg. Down Week | -2.46% | -2.83% |
| Avg. Up Month | 3.15% | 13.9% |
| Avg. Down Month | -6.65% | -7.35% |
| Win Days % | 48.78% | 51.86% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 65.22% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |