| Metric | 11380542:btcusd:triple_med_gx:lsma275_65 | 11380542:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 4.12% | 79.62% |
| Max Drawdown | -16.57% | -29.51% |
| Sharpe | 0.14 | 0.65 |
| Sortino | 0.19 | 0.96 |
| Payoff Ratio | 0.95 | 0.93 |
| Profit Factor | 1.04 | 1.11 |
| Common Sense Ratio | 1.38 | 1.08 |
| CPC Index | 0.51 | 0.54 |
| Tail Ratio | 1.32 | 0.98 |
| Outlier Win Ratio | 26.12 | 3.15 |
| Outlier Loss Ratio | 3.76 | 3.42 |
| Volatility (ann.) | 10.08% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.22 | 2.33 |
| Skew | -0.28 | 0.2 |
| Kurtosis | 18.82 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.29% | 4.27% |
| Expected Yearly % | 2.04% | 34.02% |
| Kelly Criterion | -0.03% | 0.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.07% |
| Expected Shortfall (cVaR) | -0.86% | -2.07% |
| Year | 11380542:BTCUSD | 11380542:btcusd:triple_med_gx:lsma275_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.42 | -0.06 | - |
| 2025 | 30.14 | 6.70 | 0.22 | - |
| Metric | 11380542:btcusd:triple_med_gx:lsma275_65 | 11380542:BTCUSD |
|---|---|---|
| MTD | -0.49% | 13.36% |
| 3M | 17.9% | 45.08% |
| 6M | 6.7% | 28.47% |
| YTD | 6.7% | 30.14% |
| 1Y | 6.08% | 105.13% |
| 3Y (ann.) | 3.68% | 68.87% |
| 5Y (ann.) | 3.68% | 68.87% |
| Metric | 11380542:btcusd:triple_med_gx:lsma275_65 | 11380542:BTCUSD |
|---|---|---|
| Max Drawdown | -16.57% | -29.51% |
| Longest DD Days | 293.0 | 144.0 |
| Avg. Drawdown | -3.24% | -4.58% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 0.25 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-05-18 | -16.57 | 293 |
| 2024-06-10 | 2024-07-29 | -7.73 | 48 |
| 2025-05-27 | 2025-07-14 | -4.22 | 47 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-06-03 | 2024-06-10 | -1.04 | 6 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-05-26 | 2025-05-27 | -0.82 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2025-05-25 | 2025-05-25 | -0.18 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| Metric | 11380542:btcusd:triple_med_gx:lsma275_65 | 11380542:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.42% | 18.93% |
| Worst Week | -6.11% | -12.33% |
| Best Month | 10.84% | 37.42% |
| Worst Month | -5.81% | -17.69% |
| Best Year | 6.7% | 38.02% |
| Worst Year | -2.42% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 4.02% | 4.31% |
| Avg. Down Week | -2.89% | -3.42% |
| Avg. Up Month | 3.09% | 13.38% |
| Avg. Down Month | -3.22% | -7.82% |
| Win Days % | 51.3% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |