| Metric | 11403029:btcusd:triple_med_gx:lsma105_140 | 11403029:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 6.67% | 61.16% |
| Max Drawdown | -8.14% | -29.51% |
| Sharpe | 0.3 | 0.59 |
| Sortino | 0.44 | 0.85 |
| Payoff Ratio | 1.13 | 0.94 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.63 | 0.54 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 72.06 | 2.82 |
| Outlier Loss Ratio | 3.37 | 2.55 |
| Volatility (ann.) | 5.79% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.8 | 2.0 |
| Skew | 0.53 | 0.21 |
| Kurtosis | 58.41 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.5% | 3.74% |
| Expected Yearly % | 3.28% | 26.95% |
| Kelly Criterion | 1.97% | 0.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.13% |
| Expected Shortfall (cVaR) | -0.49% | -2.13% |
| Year | 11403029:BTCUSD | 11403029:btcusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.29 | 0.01 | - |
| 2025 | 16.76 | 6.36 | 0.38 | - |
| Metric | 11403029:btcusd:triple_med_gx:lsma105_140 | 11403029:BTCUSD |
|---|---|---|
| MTD | 0.51% | 4.16% |
| 3M | 6.8% | 31.46% |
| 6M | 5.59% | 12.77% |
| YTD | 6.36% | 16.76% |
| 1Y | 6.93% | 56.84% |
| 3Y (ann.) | 6.48% | 59.12% |
| 5Y (ann.) | 6.48% | 59.12% |
| Metric | 11403029:btcusd:triple_med_gx:lsma105_140 | 11403029:BTCUSD |
|---|---|---|
| Max Drawdown | -8.14% | -29.51% |
| Longest DD Days | 324.0 | 144.0 |
| Avg. Drawdown | -2.12% | -4.82% |
| Avg. Drawdown Days | 69.0 | 14.0 |
| Recovery Factor | 0.82 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-05-21 | -8.14 | 324 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| 2024-06-29 | 2024-06-30 | -0.84 | 0 |
| 2024-06-08 | 2024-06-29 | -0.43 | 21 |
| 2025-06-09 | 2025-06-09 | -0.18 | 0 |
| Metric | 11403029:btcusd:triple_med_gx:lsma105_140 | 11403029:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.52% | -9.32% |
| Best Week | 4.53% | 18.93% |
| Worst Week | -3.24% | -12.33% |
| Best Month | 4.53% | 37.42% |
| Worst Month | -2.91% | -17.69% |
| Best Year | 6.36% | 38.02% |
| Worst Year | 0.29% | 16.76% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.73% | -0.91% |
| Avg. Up Week | 1.92% | 5.42% |
| Avg. Down Week | -0.9% | -3.61% |
| Avg. Up Month | 2.25% | 8.97% |
| Avg. Down Month | -2.27% | -5.98% |
| Win Days % | 48.0% | 51.86% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 52.63% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |