| Metric | 11403026:btcusd:triple_med_gx:lsma85_140 | 11403026:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 7.66% | 61.16% |
| Max Drawdown | -7.67% | -29.51% |
| Sharpe | 0.29 | 0.59 |
| Sortino | 0.42 | 0.85 |
| Payoff Ratio | 1.14 | 1.04 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 0.74 | 1.07 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 0.65 | 0.98 |
| Outlier Win Ratio | 51.17 | 2.91 |
| Outlier Loss Ratio | 3.61 | 2.7 |
| Volatility (ann.) | 6.91% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.97 | 2.0 |
| Skew | -0.36 | 0.21 |
| Kurtosis | 43.8 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.57% | 3.74% |
| Expected Yearly % | 3.76% | 26.95% |
| Kelly Criterion | 0.8% | 5.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.13% |
| Expected Shortfall (cVaR) | -0.59% | -2.13% |
| Year | 11403026:BTCUSD | 11403026:btcusd:triple_med_gx:lsma85_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.37 | -0.11 | - |
| 2025 | 16.76 | 12.57 | 0.75 | - |
| Metric | 11403026:btcusd:triple_med_gx:lsma85_140 | 11403026:BTCUSD |
|---|---|---|
| MTD | 2.66% | 4.16% |
| 3M | 8.97% | 31.46% |
| 6M | 11.87% | 12.77% |
| YTD | 12.57% | 16.76% |
| 1Y | 8.09% | 56.84% |
| 3Y (ann.) | 7.45% | 59.12% |
| 5Y (ann.) | 7.45% | 59.12% |
| Metric | 11403026:btcusd:triple_med_gx:lsma85_140 | 11403026:BTCUSD |
|---|---|---|
| Max Drawdown | -7.67% | -29.51% |
| Longest DD Days | 256.0 | 144.0 |
| Avg. Drawdown | -2.43% | -4.82% |
| Avg. Drawdown Days | 57.0 | 14.0 |
| Recovery Factor | 1.0 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-03-14 | -7.67 | 256 |
| 2024-06-05 | 2024-06-30 | -3.37 | 25 |
| 2025-04-11 | 2025-06-09 | -2.10 | 58 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| 2025-04-11 | 2025-04-11 | -0.18 | 0 |
| Metric | 11403026:btcusd:triple_med_gx:lsma85_140 | 11403026:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.68% | 18.93% |
| Worst Week | -3.24% | -12.33% |
| Best Month | 4.68% | 37.42% |
| Worst Month | -4.93% | -17.69% |
| Best Year | 12.57% | 38.02% |
| Worst Year | -4.37% | 16.76% |
| Avg. Up Day | 0.82% | 0.85% |
| Avg. Down Day | -0.72% | -0.81% |
| Avg. Up Week | 2.0% | 7.71% |
| Avg. Down Week | -1.48% | -4.41% |
| Avg. Up Month | 2.07% | 13.94% |
| Avg. Down Month | -3.66% | -5.98% |
| Win Days % | 47.25% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 52.17% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |