| Metric | 11393984:btcusd:triple_med_gx:lsma270_110 | 11393984:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 6.07% | 61.16% |
| Max Drawdown | -26.41% | -29.51% |
| Sharpe | 0.17 | 0.59 |
| Sortino | 0.26 | 0.85 |
| Payoff Ratio | 1.0 | 1.0 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.08 | 1.07 |
| CPC Index | 0.53 | 0.57 |
| Tail Ratio | 1.02 | 0.98 |
| Outlier Win Ratio | 27.07 | 3.75 |
| Outlier Loss Ratio | 3.4 | 3.47 |
| Volatility (ann.) | 13.62% | 25.19% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.22 | 2.0 |
| Skew | 0.73 | 0.21 |
| Kurtosis | 51.29 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.45% | 3.74% |
| Expected Yearly % | 2.99% | 26.95% |
| Kelly Criterion | -0.14% | 3.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.13% |
| Expected Shortfall (cVaR) | -1.17% | -2.13% |
| Year | 11393984:BTCUSD | 11393984:btcusd:triple_med_gx:lsma270_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.09 | 0.32 | - |
| 2025 | 16.76 | -5.37 | -0.32 | - |
| Metric | 11393984:btcusd:triple_med_gx:lsma270_110 | 11393984:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.41% | 31.46% |
| 6M | -5.37% | 12.77% |
| YTD | -5.37% | 16.76% |
| 1Y | 5.4% | 56.84% |
| 3Y (ann.) | 5.9% | 59.12% |
| 5Y (ann.) | 5.9% | 59.12% |
| Metric | 11393984:btcusd:triple_med_gx:lsma270_110 | 11393984:BTCUSD |
|---|---|---|
| Max Drawdown | -26.41% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -5.82% | -4.82% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | 0.23 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-10 | -26.41 | 155 |
| 2024-12-05 | 2025-06-11 | -21.07 | 188 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 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 | 11393984:btcusd:triple_med_gx:lsma270_110 | 11393984:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.19% | 18.93% |
| Worst Week | -4.88% | -12.33% |
| Best Month | 17.36% | 37.42% |
| Worst Month | -5.65% | -17.69% |
| Best Year | 12.09% | 38.02% |
| Worst Year | -5.37% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.94% | -0.95% |
| Avg. Up Week | 2.54% | 5.72% |
| Avg. Down Week | -2.69% | -4.47% |
| Avg. Up Month | 6.72% | 18.38% |
| Avg. Down Month | -4.32% | -8.96% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 57.69% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |