| Metric | 11400096:btcusd:triple_med_gx:lsma75_130 | 11400096:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 4.17% | 61.16% |
| Max Drawdown | -15.56% | -29.51% |
| Sharpe | 0.15 | 0.59 |
| Sortino | 0.22 | 0.85 |
| Payoff Ratio | 1.08 | 0.99 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 34.2 | 3.07 |
| Outlier Loss Ratio | 3.7 | 2.99 |
| Volatility (ann.) | 9.5% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.26 | 2.0 |
| Skew | 1.04 | 0.21 |
| Kurtosis | 66.21 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.31% | 3.74% |
| Expected Yearly % | 2.07% | 26.95% |
| Kelly Criterion | -0.54% | 3.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.13% |
| Expected Shortfall (cVaR) | -0.81% | -2.13% |
| Year | 11400096:BTCUSD | 11400096:btcusd:triple_med_gx:lsma75_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.66 | 0.20 | - |
| 2025 | 16.76 | -3.24 | -0.19 | - |
| Metric | 11400096:btcusd:triple_med_gx:lsma75_130 | 11400096:BTCUSD |
|---|---|---|
| MTD | 0.99% | 4.16% |
| 3M | -0.09% | 31.46% |
| 6M | 0.07% | 12.77% |
| YTD | -3.24% | 16.76% |
| 1Y | 4.2% | 56.84% |
| 3Y (ann.) | 4.06% | 59.12% |
| 5Y (ann.) | 4.06% | 59.12% |
| Metric | 11400096:btcusd:triple_med_gx:lsma75_130 | 11400096:BTCUSD |
|---|---|---|
| Max Drawdown | -15.56% | -29.51% |
| Longest DD Days | 158.0 | 144.0 |
| Avg. Drawdown | -4.05% | -4.82% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.27 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-11-06 | -15.56 | 146 |
| 2024-12-13 | 2025-05-21 | -10.06 | 158 |
| 2025-05-21 | 2025-06-11 | -6.13 | 21 |
| 2024-11-07 | 2024-12-11 | -4.37 | 33 |
| 2024-06-10 | 2024-06-12 | -3.44 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-06-07 | 2024-06-09 | -0.37 | 1 |
| Metric | 11400096:btcusd:triple_med_gx:lsma75_130 | 11400096:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.77% | 18.93% |
| Worst Week | -6.71% | -12.33% |
| Best Month | 10.77% | 37.42% |
| Worst Month | -9.05% | -17.69% |
| Best Year | 7.66% | 38.02% |
| Worst Year | -3.24% | 16.76% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.75% | -0.83% |
| Avg. Up Week | 3.37% | 5.9% |
| Avg. Down Week | -2.79% | -3.58% |
| Avg. Up Month | 3.8% | 13.94% |
| Avg. Down Month | -5.31% | -11.25% |
| Win Days % | 47.84% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 48.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |