| Metric | 11403188:btcusd:triple_med_gx:lsma75_140 | 11403188:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 0.94% | 61.16% |
| Max Drawdown | -13.08% | -29.51% |
| Sharpe | 0.07 | 0.59 |
| Sortino | 0.09 | 0.85 |
| Payoff Ratio | 1.03 | 1.02 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.49 | 0.58 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 43.39 | 3.05 |
| Outlier Loss Ratio | 3.83 | 2.88 |
| Volatility (ann.) | 8.14% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.07 | 2.0 |
| Skew | -2.37 | 0.21 |
| Kurtosis | 52.0 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.07% | 3.74% |
| Expected Yearly % | 0.47% | 26.95% |
| Kelly Criterion | -5.22% | 4.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.13% |
| Expected Shortfall (cVaR) | -0.7% | -2.13% |
| Year | 11403188:BTCUSD | 11403188:btcusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.33 | -0.11 | - |
| 2025 | 16.76 | 5.50 | 0.33 | - |
| Metric | 11403188:btcusd:triple_med_gx:lsma75_140 | 11403188:BTCUSD |
|---|---|---|
| MTD | 3.7% | 4.16% |
| 3M | 1.19% | 31.46% |
| 6M | 9.27% | 12.77% |
| YTD | 5.5% | 16.76% |
| 1Y | 0.83% | 56.84% |
| 3Y (ann.) | 0.91% | 59.12% |
| 5Y (ann.) | 0.91% | 59.12% |
| Metric | 11403188:btcusd:triple_med_gx:lsma75_140 | 11403188:BTCUSD |
|---|---|---|
| Max Drawdown | -13.08% | -29.51% |
| Longest DD Days | 245.0 | 144.0 |
| Avg. Drawdown | -4.07% | -4.82% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | 0.07 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-02-11 | -13.08 | 245 |
| 2025-03-10 | 2025-06-11 | -7.17 | 93 |
| 2025-02-14 | 2025-03-05 | -3.49 | 18 |
| 2025-02-11 | 2025-02-14 | -2.78 | 3 |
| 2024-06-05 | 2024-06-10 | -1.21 | 4 |
| 2025-03-05 | 2025-03-10 | -0.50 | 4 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11403188:btcusd:triple_med_gx:lsma75_140 | 11403188:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 6.66% | 18.93% |
| Worst Week | -6.14% | -12.33% |
| Best Month | 6.52% | 37.42% |
| Worst Month | -7.17% | -17.69% |
| Best Year | 5.5% | 38.02% |
| Worst Year | -4.33% | 16.76% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 2.09% | 5.01% |
| Avg. Down Week | -2.41% | -2.95% |
| Avg. Up Month | 3.02% | 12.1% |
| Avg. Down Month | -3.89% | -9.25% |
| Win Days % | 46.64% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 51.85% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |