| Metric | 11392328:btcusd:triple_med_gx:lsma25_105 | 11392328:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 0.9% | 61.16% |
| Max Drawdown | -36.92% | -29.51% |
| Sharpe | 0.09 | 0.59 |
| Sortino | 0.14 | 0.85 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | 0.94 | 1.07 |
| CPC Index | 0.53 | 0.6 |
| Tail Ratio | 0.91 | 0.98 |
| Outlier Win Ratio | 17.25 | 3.79 |
| Outlier Loss Ratio | 3.74 | 3.6 |
| Volatility (ann.) | 16.37% | 25.19% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.02 | 2.0 |
| Skew | 1.07 | 0.21 |
| Kurtosis | 36.0 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.07% | 3.74% |
| Expected Yearly % | 0.45% | 26.95% |
| Kelly Criterion | -0.99% | 6.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.13% |
| Expected Shortfall (cVaR) | -1.41% | -2.13% |
| Year | 11392328:BTCUSD | 11392328:btcusd:triple_med_gx:lsma25_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.99 | -0.32 | - |
| 2025 | 16.76 | 14.65 | 0.87 | - |
| Metric | 11392328:btcusd:triple_med_gx:lsma25_105 | 11392328:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | -2.9% | 31.46% |
| 6M | 15.1% | 12.77% |
| YTD | 14.65% | 16.76% |
| 1Y | -1.93% | 56.84% |
| 3Y (ann.) | 0.88% | 59.12% |
| 5Y (ann.) | 0.88% | 59.12% |
| Metric | 11392328:btcusd:triple_med_gx:lsma25_105 | 11392328:BTCUSD |
|---|---|---|
| Max Drawdown | -36.92% | -29.51% |
| Longest DD Days | 280.0 | 144.0 |
| Avg. Drawdown | -8.07% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | 0.02 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-03-12 | -36.92 | 280 |
| 2025-03-13 | 2025-06-11 | -10.52 | 90 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392328:btcusd:triple_med_gx:lsma25_105 | 11392328:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.31% | 18.93% |
| Worst Week | -8.62% | -12.33% |
| Best Month | 13.04% | 37.42% |
| Worst Month | -10.25% | -17.69% |
| Best Year | 14.65% | 38.02% |
| Worst Year | -11.99% | 16.76% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 2.9% | 4.14% |
| Avg. Down Week | -3.05% | -4.49% |
| Avg. Up Month | 5.15% | 15.54% |
| Avg. Down Month | -9.47% | -8.04% |
| Win Days % | 47.34% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |