| Metric | 11405526:btcusd:triple_med_gx:lsma65_145 | 11405526:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 21.99% | 75.42% |
| Max Drawdown | -25.16% | -29.51% |
| Sharpe | 0.37 | 0.63 |
| Sortino | 0.57 | 0.92 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.13 | 1.11 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.16 | 0.96 |
| Outlier Win Ratio | 20.83 | 3.82 |
| Outlier Loss Ratio | 3.63 | 3.65 |
| Volatility (ann.) | 14.69% | 24.55% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.77 | 2.19 |
| Skew | 1.08 | 0.2 |
| Kurtosis | 44.06 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.43% | 4.1% |
| Expected Yearly % | 10.45% | 32.45% |
| Kelly Criterion | 3.18% | 5.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.07% |
| Expected Shortfall (cVaR) | -1.25% | -2.07% |
| Year | 11405526:BTCUSD | 11405526:btcusd:triple_med_gx:lsma65_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.12 | -0.16 | - |
| 2025 | 27.10 | 29.94 | 1.10 | + |
| Metric | 11405526:btcusd:triple_med_gx:lsma65_145 | 11405526:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 9.98% | 41.88% |
| 6M | 25.41% | 22.91% |
| YTD | 29.94% | 27.1% |
| 1Y | 30.06% | 82.29% |
| 3Y (ann.) | 19.31% | 64.73% |
| 5Y (ann.) | 19.31% | 64.73% |
| Metric | 11405526:btcusd:triple_med_gx:lsma65_145 | 11405526:BTCUSD |
|---|---|---|
| Max Drawdown | -25.16% | -29.51% |
| Longest DD Days | 267.0 | 144.0 |
| Avg. Drawdown | -4.75% | -4.71% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | 0.87 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-02 | -25.16 | 267 |
| 2025-03-03 | 2025-05-22 | -12.46 | 80 |
| 2025-05-23 | 2025-06-09 | -6.00 | 17 |
| 2025-06-10 | 2025-06-23 | -1.51 | 13 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2025-06-24 | 2025-06-24 | -0.18 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11405526:btcusd:triple_med_gx:lsma65_145 | 11405526:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 6.12% | 18.93% |
| Worst Week | -6.18% | -12.33% |
| Best Month | 8.88% | 37.42% |
| Worst Month | -8.31% | -17.69% |
| Best Year | 29.94% | 38.02% |
| Worst Year | -6.12% | 27.1% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 2.65% | 3.53% |
| Avg. Down Week | -2.05% | -3.81% |
| Avg. Up Month | 3.87% | 12.68% |
| Avg. Down Month | -4.19% | -6.43% |
| Win Days % | 50.32% | 51.89% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 55.56% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |