| Metric | 11376289:btcusd:triple_med_gx:lsma235_45 | 11376289:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 7.36% | 79.62% |
| Max Drawdown | -14.36% | -29.51% |
| Sharpe | 0.21 | 0.65 |
| Sortino | 0.3 | 0.96 |
| Payoff Ratio | 0.96 | 0.93 |
| Profit Factor | 1.07 | 1.11 |
| Common Sense Ratio | 1.47 | 1.08 |
| CPC Index | 0.53 | 0.54 |
| Tail Ratio | 1.38 | 0.98 |
| Outlier Win Ratio | 27.41 | 3.15 |
| Outlier Loss Ratio | 3.81 | 3.24 |
| Volatility (ann.) | 9.71% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.46 | 2.33 |
| Skew | -0.41 | 0.2 |
| Kurtosis | 21.63 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.51% | 4.27% |
| Expected Yearly % | 3.61% | 34.02% |
| Kelly Criterion | 0.38% | 0.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.07% |
| Expected Shortfall (cVaR) | -0.83% | -2.07% |
| Year | 11376289:BTCUSD | 11376289:btcusd:triple_med_gx:lsma235_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.99 | 0.08 | - |
| 2025 | 30.14 | 4.24 | 0.14 | - |
| Metric | 11376289:btcusd:triple_med_gx:lsma235_45 | 11376289:BTCUSD |
|---|---|---|
| MTD | 2.95% | 13.36% |
| 3M | 18.69% | 45.08% |
| 6M | 4.24% | 28.47% |
| YTD | 4.24% | 30.14% |
| 1Y | 10.62% | 105.13% |
| 3Y (ann.) | 6.56% | 68.87% |
| 5Y (ann.) | 6.56% | 68.87% |
| Metric | 11376289:btcusd:triple_med_gx:lsma235_45 | 11376289:BTCUSD |
|---|---|---|
| Max Drawdown | -14.36% | -29.51% |
| Longest DD Days | 176.0 | 144.0 |
| Avg. Drawdown | -4.1% | -4.58% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 0.51 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-05-18 | -14.36 | 114 |
| 2024-06-03 | 2024-11-27 | -14.32 | 176 |
| 2024-11-27 | 2025-01-24 | -4.04 | 57 |
| 2025-05-19 | 2025-05-27 | -3.29 | 8 |
| 2025-05-27 | 2025-07-02 | -2.02 | 35 |
| 2025-07-04 | 2025-07-14 | -1.78 | 10 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| 2025-07-03 | 2025-07-03 | -0.03 | 0 |
| Metric | 11376289:btcusd:triple_med_gx:lsma235_45 | 11376289:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.85% | 18.93% |
| Worst Week | -7.9% | -12.33% |
| Best Month | 13.04% | 37.42% |
| Worst Month | -8.59% | -17.69% |
| Best Year | 4.24% | 38.02% |
| Worst Year | 2.99% | 30.14% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 3.28% | 5.1% |
| Avg. Down Week | -3.12% | -3.98% |
| Avg. Up Month | 9.48% | 17.31% |
| Avg. Down Month | -4.98% | -8.96% |
| Win Days % | 51.17% | 51.93% |
| Win Month % | 33.33% | 64.29% |
| Win Week % | 46.67% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |