| Metric | 11403628:btcusd:triple_med_gx:lsma65_140 | 11403628:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 3.75% | 61.16% |
| Max Drawdown | -27.39% | -29.51% |
| Sharpe | 0.13 | 0.59 |
| Sortino | 0.2 | 0.85 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 1.12 | 1.07 |
| CPC Index | 0.53 | 0.58 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 19.75 | 3.76 |
| Outlier Loss Ratio | 3.71 | 3.57 |
| Volatility (ann.) | 15.4% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.13 | 2.0 |
| Skew | 0.76 | 0.21 |
| Kurtosis | 40.89 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.28% | 3.74% |
| Expected Yearly % | 1.86% | 26.95% |
| Kelly Criterion | -0.32% | 4.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.13% |
| Expected Shortfall (cVaR) | -1.32% | -2.13% |
| Year | 11403628:BTCUSD | 11403628:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.72 | -0.26 | - |
| 2025 | 16.76 | 14.92 | 0.89 | - |
| Metric | 11403628:btcusd:triple_med_gx:lsma65_140 | 11403628:BTCUSD |
|---|---|---|
| MTD | 0.91% | 4.16% |
| 3M | 15.63% | 31.46% |
| 6M | 11.01% | 12.77% |
| YTD | 14.92% | 16.76% |
| 1Y | -1.1% | 56.84% |
| 3Y (ann.) | 3.65% | 59.12% |
| 5Y (ann.) | 3.65% | 59.12% |
| Metric | 11403628:btcusd:triple_med_gx:lsma65_140 | 11403628:BTCUSD |
|---|---|---|
| Max Drawdown | -27.39% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -4.86% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | 0.14 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -27.39 | 370 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403628:btcusd:triple_med_gx:lsma65_140 | 11403628:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 6.65% | 18.93% |
| Worst Week | -6.29% | -12.33% |
| Best Month | 9.8% | 37.42% |
| Worst Month | -10.19% | -17.69% |
| Best Year | 14.92% | 38.02% |
| Worst Year | -9.72% | 16.76% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 2.42% | 3.98% |
| Avg. Down Week | -2.84% | -4.87% |
| Avg. Up Month | 4.04% | 10.0% |
| Avg. Down Month | -3.99% | -9.25% |
| Win Days % | 48.95% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 57.58% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |