| Metric | 11401214:btcusd:triple_med_gx:lsma95_135 | 11401214:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 5.07% | 61.16% |
| Max Drawdown | -8.25% | -29.51% |
| Sharpe | 0.21 | 0.59 |
| Sortino | 0.31 | 0.85 |
| Payoff Ratio | 1.36 | 1.17 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.64 | 0.66 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 60.07 | 2.93 |
| Outlier Loss Ratio | 3.67 | 2.68 |
| Volatility (ann.) | 6.85% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.6 | 2.0 |
| Skew | 0.14 | 0.21 |
| Kurtosis | 52.82 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.38% | 3.74% |
| Expected Yearly % | 2.5% | 26.95% |
| Kelly Criterion | 0.74% | 10.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.13% |
| Expected Shortfall (cVaR) | -0.59% | -2.13% |
| Year | 11401214:BTCUSD | 11401214:btcusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.43 | -0.12 | - |
| 2025 | 16.76 | 9.94 | 0.59 | - |
| Metric | 11401214:btcusd:triple_med_gx:lsma95_135 | 11401214:BTCUSD |
|---|---|---|
| MTD | 3.54% | 4.16% |
| 3M | 10.83% | 31.46% |
| 6M | 9.29% | 12.77% |
| YTD | 9.94% | 16.76% |
| 1Y | 5.98% | 56.84% |
| 3Y (ann.) | 4.93% | 59.12% |
| 5Y (ann.) | 4.93% | 59.12% |
| Metric | 11401214:btcusd:triple_med_gx:lsma95_135 | 11401214:BTCUSD |
|---|---|---|
| Max Drawdown | -8.25% | -29.51% |
| Longest DD Days | 340.0 | 144.0 |
| Avg. Drawdown | -5.69% | -4.82% |
| Avg. Drawdown Days | 182.0 | 14.0 |
| Recovery Factor | 0.61 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-06-09 | -8.25 | 340 |
| 2024-06-05 | 2024-06-30 | -3.13 | 25 |
| Metric | 11401214:btcusd:triple_med_gx:lsma95_135 | 11401214:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.82% | 18.93% |
| Worst Week | -5.39% | -12.33% |
| Best Month | 4.82% | 37.42% |
| Worst Month | -4.99% | -17.69% |
| Best Year | 9.94% | 38.02% |
| Worst Year | -4.43% | 16.76% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.69% | -0.83% |
| Avg. Up Week | 1.91% | 5.89% |
| Avg. Down Week | -1.91% | -3.61% |
| Avg. Up Month | 2.88% | 9.53% |
| Avg. Down Month | -2.65% | -4.68% |
| Win Days % | 42.76% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |