| Metric | 11381605:btcusd:triple_med_gx:lsma130_65 | 11381605:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 3.74% | 61.52% |
| Max Drawdown | -13.32% | -29.51% |
| Sharpe | 0.16 | 0.59 |
| Sortino | 0.24 | 0.86 |
| Payoff Ratio | 1.07 | 1.08 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 0.61 | 1.07 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 0.57 | 0.97 |
| Outlier Win Ratio | 54.23 | 2.87 |
| Outlier Loss Ratio | 3.37 | 2.74 |
| Volatility (ann.) | 6.98% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.27 | 2.02 |
| Skew | -0.07 | 0.21 |
| Kurtosis | 47.51 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.28% | 3.76% |
| Expected Yearly % | 1.85% | 27.09% |
| Kelly Criterion | 1.39% | 7.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11381605:BTCUSD | 11381605:btcusd:triple_med_gx:lsma130_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.22 | 0.16 | - |
| 2025 | 17.02 | -2.34 | -0.14 | - |
| Metric | 11381605:btcusd:triple_med_gx:lsma130_65 | 11381605:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.75% | 31.76% |
| 6M | -2.34% | 12.25% |
| YTD | -2.34% | 17.02% |
| 1Y | 3.74% | 57.19% |
| 3Y (ann.) | 3.64% | 59.47% |
| 5Y (ann.) | 3.64% | 59.47% |
| Metric | 11381605:btcusd:triple_med_gx:lsma130_65 | 11381605:BTCUSD |
|---|---|---|
| Max Drawdown | -13.32% | -29.51% |
| Longest DD Days | 330.0 | 144.0 |
| Avg. Drawdown | -4.7% | -4.82% |
| Avg. Drawdown Days | 110.0 | 14.0 |
| Recovery Factor | 0.28 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-06-11 | -13.32 | 330 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11381605:btcusd:triple_med_gx:lsma130_65 | 11381605:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 5.64% | 18.93% |
| Worst Week | -7.69% | -12.33% |
| Best Month | 5.64% | 37.42% |
| Worst Month | -7.49% | -17.69% |
| Best Year | 6.22% | 38.02% |
| Worst Year | -2.34% | 17.02% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.74% | -0.74% |
| Avg. Up Week | 3.53% | 7.98% |
| Avg. Down Week | -4.64% | -4.3% |
| Avg. Up Month | 4.0% | 8.86% |
| Avg. Down Month | -7.49% | -8.73% |
| Win Days % | 49.12% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |