| Metric | 11393981:btcusd:triple_med_gx:lsma260_110 | 11393981:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 4.37% | 61.16% |
| Max Drawdown | -27.41% | -29.51% |
| Sharpe | 0.14 | 0.59 |
| Sortino | 0.21 | 0.85 |
| Payoff Ratio | 1.02 | 1.02 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 1.02 | 1.07 |
| CPC Index | 0.53 | 0.58 |
| Tail Ratio | 0.97 | 0.98 |
| Outlier Win Ratio | 27.82 | 3.79 |
| Outlier Loss Ratio | 3.41 | 3.47 |
| Volatility (ann.) | 13.59% | 25.19% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.16 | 2.0 |
| Skew | 0.73 | 0.21 |
| Kurtosis | 51.8 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.33% | 3.74% |
| Expected Yearly % | 2.16% | 26.95% |
| Kelly Criterion | 0.14% | 4.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.13% |
| Expected Shortfall (cVaR) | -1.16% | -2.13% |
| Year | 11393981:BTCUSD | 11393981:btcusd:triple_med_gx:lsma260_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.47 | 0.30 | - |
| 2025 | 16.76 | -6.36 | -0.38 | - |
| Metric | 11393981:btcusd:triple_med_gx:lsma260_110 | 11393981:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.35% | 31.46% |
| 6M | -6.36% | 12.77% |
| YTD | -6.36% | 16.76% |
| 1Y | 3.71% | 56.84% |
| 3Y (ann.) | 4.25% | 59.12% |
| 5Y (ann.) | 4.25% | 59.12% |
| Metric | 11393981:btcusd:triple_med_gx:lsma260_110 | 11393981:BTCUSD |
|---|---|---|
| Max Drawdown | -27.41% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -5.52% | -4.82% |
| Avg. Drawdown Days | 35.0 | 14.0 |
| Recovery Factor | 0.16 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-08 | -27.41 | 154 |
| 2024-12-05 | 2025-06-11 | -22.45 | 188 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| 2024-11-29 | 2024-11-29 | -0.29 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-11-28 | 2024-11-29 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393981:btcusd:triple_med_gx:lsma260_110 | 11393981:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.19% | 18.93% |
| Worst Week | -5.98% | -12.33% |
| Best Month | 17.36% | 37.42% |
| Worst Month | -5.52% | -17.69% |
| Best Year | 11.47% | 38.02% |
| Worst Year | -6.36% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.93% | -0.94% |
| Avg. Up Week | 2.47% | 6.05% |
| Avg. Down Week | -3.11% | -4.98% |
| Avg. Up Month | 5.19% | 16.18% |
| Avg. Down Month | -4.37% | -8.96% |
| Win Days % | 49.56% | 51.86% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |