| Metric | 11403685:btcusd:triple_med_gx:lsma70_140 | 11403685:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 12.81% | 61.16% |
| Max Drawdown | -28.29% | -29.51% |
| Sharpe | 0.26 | 0.59 |
| Sortino | 0.4 | 0.85 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 1.06 | 1.07 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | 0.98 | 0.98 |
| Outlier Win Ratio | 18.47 | 3.89 |
| Outlier Loss Ratio | 3.74 | 3.6 |
| Volatility (ann.) | 15.8% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.44 | 2.0 |
| Skew | 0.95 | 0.21 |
| Kurtosis | 36.08 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.93% | 3.74% |
| Expected Yearly % | 6.21% | 26.95% |
| Kelly Criterion | 1.99% | 6.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.13% |
| Expected Shortfall (cVaR) | -1.35% | -2.13% |
| Year | 11403685:BTCUSD | 11403685:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.21 | -0.06 | - |
| 2025 | 16.76 | 15.36 | 0.92 | - |
| Metric | 11403685:btcusd:triple_med_gx:lsma70_140 | 11403685:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 13.88% | 31.46% |
| 6M | 13.62% | 12.77% |
| YTD | 15.36% | 16.76% |
| 1Y | 10.61% | 56.84% |
| 3Y (ann.) | 12.45% | 59.12% |
| 5Y (ann.) | 12.45% | 59.12% |
| Metric | 11403685:btcusd:triple_med_gx:lsma70_140 | 11403685:BTCUSD |
|---|---|---|
| Max Drawdown | -28.29% | -29.51% |
| Longest DD Days | 268.0 | 144.0 |
| Avg. Drawdown | -5.7% | -4.82% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | 0.45 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-02 | -28.29 | 268 |
| 2025-03-03 | 2025-06-11 | -14.39 | 100 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403685:btcusd:triple_med_gx:lsma70_140 | 11403685:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.25% | 18.93% |
| Worst Week | -5.32% | -12.33% |
| Best Month | 8.37% | 37.42% |
| Worst Month | -3.81% | -17.69% |
| Best Year | 15.36% | 38.02% |
| Worst Year | -2.21% | 16.76% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.87% | -0.91% |
| Avg. Up Week | 3.31% | 4.49% |
| Avg. Down Week | -2.69% | -4.24% |
| Avg. Up Month | 4.37% | 9.55% |
| Avg. Down Month | -2.36% | -5.35% |
| Win Days % | 48.59% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 45.71% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |