| Metric | 11379439:btcusd:triple_med_gx:lsma95_60 | 11379439:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 4.09% | 79.62% |
| Max Drawdown | -10.57% | -29.51% |
| Sharpe | 0.16 | 0.65 |
| Sortino | 0.22 | 0.96 |
| Payoff Ratio | 1.01 | 0.88 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 0.71 | 1.08 |
| CPC Index | 0.55 | 0.5 |
| Tail Ratio | 0.65 | 0.98 |
| Outlier Win Ratio | 57.94 | 2.87 |
| Outlier Loss Ratio | 3.69 | 2.79 |
| Volatility (ann.) | 6.86% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.35 | 2.33 |
| Skew | -2.31 | 0.2 |
| Kurtosis | 86.74 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.29% | 4.27% |
| Expected Yearly % | 2.02% | 34.02% |
| Kelly Criterion | 1.16% | -2.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.07% |
| Expected Shortfall (cVaR) | -0.59% | -2.07% |
| Year | 11379439:BTCUSD | 11379439:btcusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.83 | -0.07 | - |
| 2025 | 30.14 | 7.12 | 0.24 | - |
| Metric | 11379439:btcusd:triple_med_gx:lsma95_60 | 11379439:BTCUSD |
|---|---|---|
| MTD | 2.75% | 13.36% |
| 3M | 14.25% | 45.08% |
| 6M | 5.68% | 28.47% |
| YTD | 7.12% | 30.14% |
| 1Y | 2.85% | 105.13% |
| 3Y (ann.) | 3.65% | 68.87% |
| 5Y (ann.) | 3.65% | 68.87% |
| Metric | 11379439:btcusd:triple_med_gx:lsma95_60 | 11379439:BTCUSD |
|---|---|---|
| Max Drawdown | -10.57% | -29.51% |
| Longest DD Days | 281.0 | 144.0 |
| Avg. Drawdown | -1.92% | -4.58% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | 0.39 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2025-04-29 | -10.57 | 281 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2025-04-29 | 2025-06-14 | -1.39 | 46 |
| 2025-06-15 | 2025-07-02 | -1.02 | 16 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| 2024-07-05 | 2024-07-05 | -0.18 | 0 |
| 2025-07-03 | 2025-07-03 | -0.03 | 0 |
| Metric | 11379439:btcusd:triple_med_gx:lsma95_60 | 11379439:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -5.6% | -12.33% |
| Best Month | 9.81% | 37.42% |
| Worst Month | -4.76% | -17.69% |
| Best Year | 7.12% | 38.02% |
| Worst Year | -2.83% | 30.14% |
| Avg. Up Day | 0.68% | 0.71% |
| Avg. Down Day | -0.68% | -0.81% |
| Avg. Up Week | 2.28% | 5.54% |
| Avg. Down Week | -2.82% | -2.22% |
| Avg. Up Month | 3.32% | 15.68% |
| Avg. Down Month | -3.38% | -2.66% |
| Win Days % | 50.26% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 66.67% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |