| Metric | 11399933:btcusd:triple_med_gx:lsma95_130 | 11399933:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 3.04% | 61.16% |
| Max Drawdown | -10.28% | -29.51% |
| Sharpe | 0.14 | 0.59 |
| Sortino | 0.21 | 0.85 |
| Payoff Ratio | 1.22 | 1.23 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.58 | 0.7 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 61.5 | 2.94 |
| Outlier Loss Ratio | 3.67 | 2.72 |
| Volatility (ann.) | 6.67% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.29 | 2.0 |
| Skew | 0.36 | 0.21 |
| Kurtosis | 47.15 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.23% | 3.74% |
| Expected Yearly % | 1.51% | 26.95% |
| Kelly Criterion | -1.42% | 12.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11399933:BTCUSD | 11399933:btcusd:triple_med_gx:lsma95_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.58 | 0.02 | - |
| 2025 | 16.76 | 2.45 | 0.15 | - |
| Metric | 11399933:btcusd:triple_med_gx:lsma95_130 | 11399933:BTCUSD |
|---|---|---|
| MTD | 0.05% | 4.16% |
| 3M | 1.81% | 31.46% |
| 6M | 7.53% | 12.77% |
| YTD | 2.45% | 16.76% |
| 1Y | 2.88% | 56.84% |
| 3Y (ann.) | 2.96% | 59.12% |
| 5Y (ann.) | 2.96% | 59.12% |
| Metric | 11399933:btcusd:triple_med_gx:lsma95_130 | 11399933:BTCUSD |
|---|---|---|
| Max Drawdown | -10.28% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -3.01% | -4.82% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 0.3 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-07 | -10.28 | 149 |
| 2024-11-07 | 2025-01-03 | -7.49 | 56 |
| 2025-02-14 | 2025-05-18 | -3.88 | 93 |
| 2025-05-19 | 2025-06-10 | -3.29 | 22 |
| 2025-06-11 | 2025-06-11 | -1.18 | 0 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2025-01-04 | 2025-02-14 | -0.29 | 41 |
| 2024-06-08 | 2024-06-09 | -0.21 | 0 |
| 2024-06-08 | 2024-06-08 | -0.18 | 0 |
| Metric | 11399933:btcusd:triple_med_gx:lsma95_130 | 11399933:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.52% | -9.32% |
| Best Week | 6.43% | 18.93% |
| Worst Week | -4.03% | -12.33% |
| Best Month | 6.43% | 37.42% |
| Worst Month | -4.03% | -17.69% |
| Best Year | 2.45% | 38.02% |
| Worst Year | 0.58% | 16.76% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 2.16% | 6.59% |
| Avg. Down Week | -1.62% | -3.72% |
| Avg. Up Month | 2.12% | 13.44% |
| Avg. Down Month | -1.98% | -6.06% |
| Win Days % | 44.23% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 42.11% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |