| Metric | 11399765:btcusd:triple_med_gx:lsma70_130 | 11399765:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 1.39% | 61.16% |
| Max Drawdown | -17.14% | -29.51% |
| Sharpe | 0.08 | 0.59 |
| Sortino | 0.12 | 0.85 |
| Payoff Ratio | 1.07 | 1.1 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | 1.12 | 1.07 |
| CPC Index | 0.51 | 0.62 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 43.97 | 3.05 |
| Outlier Loss Ratio | 3.87 | 2.88 |
| Volatility (ann.) | 7.79% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.08 | 2.0 |
| Skew | -0.32 | 0.21 |
| Kurtosis | 31.6 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.11% | 3.74% |
| Expected Yearly % | 0.69% | 26.95% |
| Kelly Criterion | -3.57% | 8.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.13% |
| Expected Shortfall (cVaR) | -0.67% | -2.13% |
| Year | 11399765:BTCUSD | 11399765:btcusd:triple_med_gx:lsma70_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.41 | -0.22 | - |
| 2025 | 16.76 | 10.71 | 0.64 | - |
| Metric | 11399765:btcusd:triple_med_gx:lsma70_130 | 11399765:BTCUSD |
|---|---|---|
| MTD | 3.0% | 4.16% |
| 3M | 1.39% | 31.46% |
| 6M | 12.03% | 12.77% |
| YTD | 10.71% | 16.76% |
| 1Y | 3.78% | 56.84% |
| 3Y (ann.) | 1.36% | 59.12% |
| 5Y (ann.) | 1.36% | 59.12% |
| Metric | 11399765:btcusd:triple_med_gx:lsma70_130 | 11399765:BTCUSD |
|---|---|---|
| Max Drawdown | -17.14% | -29.51% |
| Longest DD Days | 309.0 | 144.0 |
| Avg. Drawdown | -4.8% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | 0.08 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-04-12 | -17.14 | 309 |
| 2025-04-13 | 2025-06-09 | -3.82 | 57 |
| 2025-06-10 | 2025-06-11 | -1.58 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11399765:btcusd:triple_med_gx:lsma70_130 | 11399765:BTCUSD |
|---|---|---|
| Best Day | 3.81% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.12% | 18.93% |
| Worst Week | -6.14% | -12.33% |
| Best Month | 5.75% | 37.42% |
| Worst Month | -13.42% | -17.69% |
| Best Year | 10.71% | 38.02% |
| Worst Year | -8.41% | 16.76% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.72% | -0.71% |
| Avg. Up Week | 2.48% | 5.79% |
| Avg. Down Week | -2.2% | -3.21% |
| Avg. Up Month | 2.64% | 12.39% |
| Avg. Down Month | -6.19% | -9.42% |
| Win Days % | 46.38% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 48.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |