| Metric | 11405403:btcusd:triple_med_gx:lsma285_145 | 11405403:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 4.02% | 75.42% |
| Max Drawdown | -25.16% | -29.51% |
| Sharpe | 0.13 | 0.63 |
| Sortino | 0.2 | 0.92 |
| Payoff Ratio | 1.01 | 0.98 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | 1.22 | 0.96 |
| Outlier Win Ratio | 29.82 | 3.19 |
| Outlier Loss Ratio | 3.45 | 3.44 |
| Volatility (ann.) | 12.04% | 24.55% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.14 | 2.19 |
| Skew | 0.84 | 0.2 |
| Kurtosis | 74.56 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.28% | 4.1% |
| Expected Yearly % | 1.99% | 32.45% |
| Kelly Criterion | 1.05% | 2.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.07% |
| Expected Shortfall (cVaR) | -1.03% | -2.07% |
| Year | 11405403:BTCUSD | 11405403:btcusd:triple_med_gx:lsma285_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.15 | 0.00 | - |
| 2025 | 27.10 | 3.86 | 0.14 | - |
| Metric | 11405403:btcusd:triple_med_gx:lsma285_145 | 11405403:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.62% | 41.88% |
| 6M | 3.86% | 22.91% |
| YTD | 3.86% | 27.1% |
| 1Y | 6.58% | 82.29% |
| 3Y (ann.) | 3.56% | 64.73% |
| 5Y (ann.) | 3.56% | 64.73% |
| Metric | 11405403:btcusd:triple_med_gx:lsma285_145 | 11405403:BTCUSD |
|---|---|---|
| Max Drawdown | -25.16% | -29.51% |
| Longest DD Days | 345.0 | 144.0 |
| Avg. Drawdown | -3.98% | -4.71% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 0.16 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-05-18 | -25.16 | 345 |
| 2025-05-23 | 2025-07-17 | -7.49 | 55 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-01 | 2024-06-02 | -0.18 | 1 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11405403:btcusd:triple_med_gx:lsma285_145 | 11405403:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.77% | 18.93% |
| Worst Week | -12.19% | -12.33% |
| Best Month | 14.24% | 37.42% |
| Worst Month | -14.75% | -17.69% |
| Best Year | 3.86% | 38.02% |
| Worst Year | 0.15% | 27.1% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.86% | -0.9% |
| Avg. Up Week | 4.14% | 3.86% |
| Avg. Down Week | -4.4% | -4.42% |
| Avg. Up Month | 7.2% | 20.88% |
| Avg. Down Month | -6.77% | -11.25% |
| Win Days % | 50.16% | 51.89% |
| Win Month % | 44.44% | 64.29% |
| Win Week % | 55.0% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |