| Metric | 11381870:btcusd:triple_med_gx:lsma275_70 | 11381870:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 7.07% | 61.52% |
| Max Drawdown | -19.64% | -29.51% |
| Sharpe | 0.21 | 0.59 |
| Sortino | 0.29 | 0.86 |
| Payoff Ratio | 0.92 | 0.9 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.44 | 1.07 |
| CPC Index | 0.51 | 0.51 |
| Tail Ratio | 1.35 | 0.97 |
| Outlier Win Ratio | 24.72 | 3.3 |
| Outlier Loss Ratio | 3.7 | 3.37 |
| Volatility (ann.) | 10.77% | 25.2% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.35 | 2.02 |
| Skew | -0.7 | 0.21 |
| Kurtosis | 16.76 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.53% | 3.76% |
| Expected Yearly % | 3.47% | 27.09% |
| Kelly Criterion | 0.2% | -1.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.13% |
| Expected Shortfall (cVaR) | -0.92% | -2.13% |
| Year | 11381870:BTCUSD | 11381870:btcusd:triple_med_gx:lsma275_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.02 | -0.03 | - |
| 2025 | 17.02 | 8.17 | 0.48 | - |
| Metric | 11381870:btcusd:triple_med_gx:lsma275_70 | 11381870:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 21.14% | 31.76% |
| 6M | 8.17% | 12.25% |
| YTD | 8.17% | 17.02% |
| 1Y | 2.9% | 57.19% |
| 3Y (ann.) | 6.87% | 59.47% |
| 5Y (ann.) | 6.87% | 59.47% |
| Metric | 11381870:btcusd:triple_med_gx:lsma275_70 | 11381870:BTCUSD |
|---|---|---|
| Max Drawdown | -19.64% | -29.51% |
| Longest DD Days | 342.0 | 144.0 |
| Avg. Drawdown | -3.14% | -4.82% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 0.36 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-05-18 | -19.64 | 342 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-27 | 2025-06-11 | -2.68 | 14 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-10 | 2024-06-10 | -0.18 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11381870:btcusd:triple_med_gx:lsma275_70 | 11381870:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.97% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 15.23% | 37.42% |
| Worst Month | -8.1% | -17.69% |
| Best Year | 8.17% | 38.02% |
| Worst Year | -1.02% | 17.02% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 4.63% | 5.03% |
| Avg. Down Week | -3.43% | -3.42% |
| Avg. Up Month | 7.61% | 18.38% |
| Avg. Down Month | -3.73% | -7.93% |
| Win Days % | 52.2% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |