| Metric | 11393278:btcusd:triple_med_gx:lsma70_110 | 11393278:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 3.98% | 61.16% |
| Max Drawdown | -13.56% | -29.51% |
| Sharpe | 0.16 | 0.59 |
| Sortino | 0.23 | 0.85 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 48.78 | 3.0 |
| Outlier Loss Ratio | 3.67 | 2.88 |
| Volatility (ann.) | 7.44% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.29 | 2.0 |
| Skew | -1.33 | 0.21 |
| Kurtosis | 35.29 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.3% | 3.74% |
| Expected Yearly % | 1.97% | 26.95% |
| Kelly Criterion | 0.39% | 4.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.13% |
| Expected Shortfall (cVaR) | -0.64% | -2.13% |
| Year | 11393278:BTCUSD | 11393278:btcusd:triple_med_gx:lsma70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.15 | -0.08 | - |
| 2025 | 16.76 | 7.36 | 0.44 | - |
| Metric | 11393278:btcusd:triple_med_gx:lsma70_110 | 11393278:BTCUSD |
|---|---|---|
| MTD | 3.52% | 4.16% |
| 3M | 5.63% | 31.46% |
| 6M | 10.01% | 12.77% |
| YTD | 7.36% | 16.76% |
| 1Y | 6.35% | 56.84% |
| 3Y (ann.) | 3.87% | 59.12% |
| 5Y (ann.) | 3.87% | 59.12% |
| Metric | 11393278:btcusd:triple_med_gx:lsma70_110 | 11393278:BTCUSD |
|---|---|---|
| Max Drawdown | -13.56% | -29.51% |
| Longest DD Days | 210.0 | 144.0 |
| Avg. Drawdown | -3.67% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 0.29 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-01-03 | -13.56 | 210 |
| 2025-03-06 | 2025-05-10 | -7.28 | 65 |
| 2025-05-27 | 2025-06-09 | -2.70 | 12 |
| 2025-02-11 | 2025-03-06 | -2.62 | 22 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-05-11 | 2025-05-27 | -0.93 | 16 |
| 2025-06-10 | 2025-06-11 | -0.86 | 1 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11393278:btcusd:triple_med_gx:lsma70_110 | 11393278:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.62% | 18.93% |
| Worst Week | -5.0% | -12.33% |
| Best Month | 5.62% | 37.42% |
| Worst Month | -8.88% | -17.69% |
| Best Year | 7.36% | 38.02% |
| Worst Year | -3.15% | 16.76% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.24% | 5.49% |
| Avg. Down Week | -2.5% | -3.59% |
| Avg. Up Month | 3.78% | 13.94% |
| Avg. Down Month | -3.51% | -7.82% |
| Win Days % | 48.77% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |