| Metric | 11401540:btcusd:triple_med_gx:lsma65_135 | 11401540:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 9.67% | 61.16% |
| Max Drawdown | -15.52% | -29.51% |
| Sharpe | 0.29 | 0.59 |
| Sortino | 0.43 | 0.85 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.33 | 0.98 |
| Outlier Win Ratio | 35.17 | 3.09 |
| Outlier Loss Ratio | 3.67 | 2.95 |
| Volatility (ann.) | 9.38% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.61 | 2.0 |
| Skew | 2.19 | 0.21 |
| Kurtosis | 62.78 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.71% | 3.74% |
| Expected Yearly % | 4.72% | 26.95% |
| Kelly Criterion | 2.44% | 5.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.13% |
| Expected Shortfall (cVaR) | -0.8% | -2.13% |
| Year | 11401540:BTCUSD | 11401540:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.99 | -0.03 | - |
| 2025 | 16.76 | 10.76 | 0.64 | - |
| Metric | 11401540:btcusd:triple_med_gx:lsma65_135 | 11401540:BTCUSD |
|---|---|---|
| MTD | 4.69% | 4.16% |
| 3M | 4.32% | 31.46% |
| 6M | 9.68% | 12.77% |
| YTD | 10.76% | 16.76% |
| 1Y | 11.52% | 56.84% |
| 3Y (ann.) | 9.4% | 59.12% |
| 5Y (ann.) | 9.4% | 59.12% |
| Metric | 11401540:btcusd:triple_med_gx:lsma65_135 | 11401540:BTCUSD |
|---|---|---|
| Max Drawdown | -15.52% | -29.51% |
| Longest DD Days | 217.0 | 144.0 |
| Avg. Drawdown | -3.17% | -4.82% |
| Avg. Drawdown Days | 35.0 | 14.0 |
| Recovery Factor | 0.62 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-11 | -15.52 | 126 |
| 2024-11-04 | 2025-06-09 | -10.27 | 217 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-10-13 | 2024-10-14 | -1.09 | 1 |
| 2024-10-11 | 2024-10-12 | -0.65 | 0 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-11-03 | 2024-11-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11401540:btcusd:triple_med_gx:lsma65_135 | 11401540:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 11.44% | 18.93% |
| Worst Week | -4.79% | -12.33% |
| Best Month | 11.44% | 37.42% |
| Worst Month | -10.95% | -17.69% |
| Best Year | 10.76% | 38.02% |
| Worst Year | -0.99% | 16.76% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.55% | 4.72% |
| Avg. Down Week | -1.88% | -3.59% |
| Avg. Up Month | 4.48% | 12.39% |
| Avg. Down Month | -10.06% | -5.29% |
| Win Days % | 49.82% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 51.72% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |