| Metric | 11380561:btcusd:triple_med_gx:lsma95_65 | 11380561:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 3.83% | 79.62% |
| Max Drawdown | -11.21% | -29.51% |
| Sharpe | 0.18 | 0.65 |
| Sortino | 0.27 | 0.96 |
| Payoff Ratio | 1.14 | 1.02 |
| Profit Factor | 1.09 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 67.91 | 2.75 |
| Outlier Loss Ratio | 4.04 | 2.74 |
| Volatility (ann.) | 5.67% | 24.6% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.3 | 2.33 |
| Skew | 2.16 | 0.2 |
| Kurtosis | 56.85 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.27% | 4.27% |
| Expected Yearly % | 1.9% | 34.02% |
| Kelly Criterion | 0.41% | 4.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.07% |
| Expected Shortfall (cVaR) | -0.49% | -2.07% |
| Year | 11380561:BTCUSD | 11380561:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.44 | -0.14 | - |
| 2025 | 30.14 | 9.80 | 0.33 | - |
| Metric | 11380561:btcusd:triple_med_gx:lsma95_65 | 11380561:BTCUSD |
|---|---|---|
| MTD | 2.0% | 13.36% |
| 3M | 12.76% | 45.08% |
| 6M | 12.43% | 28.47% |
| YTD | 9.8% | 30.14% |
| 1Y | 2.54% | 105.13% |
| 3Y (ann.) | 3.42% | 68.87% |
| 5Y (ann.) | 3.42% | 68.87% |
| Metric | 11380561:btcusd:triple_med_gx:lsma95_65 | 11380561:BTCUSD |
|---|---|---|
| Max Drawdown | -11.21% | -29.51% |
| Longest DD Days | 280.0 | 144.0 |
| Avg. Drawdown | -2.07% | -4.58% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | 0.34 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2025-04-28 | -11.21 | 280 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2025-04-29 | 2025-06-15 | -1.01 | 47 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| 2025-07-01 | 2025-07-02 | -0.18 | 0 |
| 2024-07-09 | 2024-07-10 | -0.18 | 0 |
| 2025-07-03 | 2025-07-03 | -0.03 | 0 |
| Metric | 11380561:btcusd:triple_med_gx:lsma95_65 | 11380561:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -2.48% | -9.32% |
| Best Week | 9.48% | 18.93% |
| Worst Week | -5.14% | -12.33% |
| Best Month | 10.3% | 37.42% |
| Worst Month | -4.75% | -17.69% |
| Best Year | 9.8% | 38.02% |
| Worst Year | -5.44% | 30.14% |
| Avg. Up Day | 0.7% | 0.72% |
| Avg. Down Day | -0.62% | -0.71% |
| Avg. Up Week | 2.75% | 4.09% |
| Avg. Down Week | -2.42% | -2.14% |
| Avg. Up Month | 4.22% | 9.96% |
| Avg. Down Month | -2.12% | -2.09% |
| Win Days % | 46.95% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 48.0% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |