| Metric | 11399766:btcusd:triple_med_gx:lsma75_130 | 11399766:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 4.06% | 61.16% |
| Max Drawdown | -16.28% | -29.51% |
| Sharpe | 0.16 | 0.59 |
| Sortino | 0.23 | 0.85 |
| Payoff Ratio | 1.1 | 1.13 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.07 | 1.07 |
| CPC Index | 0.55 | 0.64 |
| Tail Ratio | 1.0 | 0.98 |
| Outlier Win Ratio | 43.85 | 3.05 |
| Outlier Loss Ratio | 3.84 | 2.88 |
| Volatility (ann.) | 7.75% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.24 | 2.0 |
| Skew | -0.28 | 0.21 |
| Kurtosis | 31.86 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.31% | 3.74% |
| Expected Yearly % | 2.01% | 26.95% |
| Kelly Criterion | -1.12% | 9.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.13% |
| Expected Shortfall (cVaR) | -0.66% | -2.13% |
| Year | 11399766:BTCUSD | 11399766:btcusd:triple_med_gx:lsma75_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.30 | -0.19 | - |
| 2025 | 16.76 | 12.26 | 0.73 | - |
| Metric | 11399766:btcusd:triple_med_gx:lsma75_130 | 11399766:BTCUSD |
|---|---|---|
| MTD | 2.75% | 4.16% |
| 3M | 0.71% | 31.46% |
| 6M | 13.95% | 12.77% |
| YTD | 12.26% | 16.76% |
| 1Y | 6.44% | 56.84% |
| 3Y (ann.) | 3.95% | 59.12% |
| 5Y (ann.) | 3.95% | 59.12% |
| Metric | 11399766:btcusd:triple_med_gx:lsma75_130 | 11399766:BTCUSD |
|---|---|---|
| Max Drawdown | -16.28% | -29.51% |
| Longest DD Days | 276.0 | 144.0 |
| Avg. Drawdown | -3.46% | -4.82% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | 0.25 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-11 | -16.28 | 276 |
| 2025-04-13 | 2025-06-09 | -4.18 | 57 |
| 2025-06-10 | 2025-06-11 | -1.58 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-03-11 | 2025-03-11 | -0.52 | 0 |
| 2025-04-11 | 2025-04-12 | -0.27 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11399766:btcusd:triple_med_gx:lsma75_130 | 11399766:BTCUSD |
|---|---|---|
| Best Day | 3.81% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.16% | 18.93% |
| Worst Week | -5.39% | -12.33% |
| Best Month | 7.18% | 37.42% |
| Worst Month | -11.48% | -17.69% |
| Best Year | 12.26% | 38.02% |
| Worst Year | -7.3% | 16.76% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.71% | -0.7% |
| Avg. Up Week | 2.27% | 5.79% |
| Avg. Down Week | -1.68% | -3.28% |
| Avg. Up Month | 2.74% | 13.94% |
| Avg. Down Month | -5.02% | -9.42% |
| Win Days % | 46.96% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 42.31% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |