| Metric | 11382405:btcusd:triple_med_gx:lsma95_70 | 11382405:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 6.99% | 61.52% |
| Max Drawdown | -11.32% | -29.51% |
| Sharpe | 0.28 | 0.59 |
| Sortino | 0.42 | 0.86 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.15 | 0.97 |
| Outlier Win Ratio | 49.56 | 2.9 |
| Outlier Loss Ratio | 3.83 | 2.74 |
| Volatility (ann.) | 6.57% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.6 | 2.02 |
| Skew | 0.38 | 0.21 |
| Kurtosis | 30.59 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.52% | 3.76% |
| Expected Yearly % | 3.44% | 27.09% |
| Kelly Criterion | -0.26% | 4.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11382405:BTCUSD | 11382405:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.67 | -0.20 | - |
| 2025 | 17.02 | 15.87 | 0.93 | - |
| Metric | 11382405:btcusd:triple_med_gx:lsma95_70 | 11382405:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.37% | 31.76% |
| 6M | 18.05% | 12.25% |
| YTD | 15.87% | 17.02% |
| 1Y | 8.0% | 57.19% |
| 3Y (ann.) | 6.8% | 59.47% |
| 5Y (ann.) | 6.8% | 59.47% |
| Metric | 11382405:btcusd:triple_med_gx:lsma95_70 | 11382405:BTCUSD |
|---|---|---|
| Max Drawdown | -11.32% | -29.51% |
| Longest DD Days | 220.0 | 144.0 |
| Avg. Drawdown | -3.49% | -4.82% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | 0.62 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-01-17 | -11.32 | 220 |
| 2025-03-24 | 2025-06-11 | -4.76 | 78 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-01-24 | 2025-03-11 | -4.23 | 46 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| 2025-03-12 | 2025-03-12 | -1.17 | 0 |
| 2025-03-14 | 2025-03-23 | -0.48 | 9 |
| 2025-01-23 | 2025-01-24 | -0.18 | 0 |
| Metric | 11382405:btcusd:triple_med_gx:lsma95_70 | 11382405:BTCUSD |
|---|---|---|
| Best Day | 3.0% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 7.65% | 18.93% |
| Worst Week | -4.62% | -12.33% |
| Best Month | 11.33% | 37.42% |
| Worst Month | -4.62% | -17.69% |
| Best Year | 15.87% | 38.02% |
| Worst Year | -7.67% | 17.02% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 1.65% | 4.1% |
| Avg. Down Week | -2.25% | -5.27% |
| Avg. Up Month | 4.58% | 20.41% |
| Avg. Down Month | -2.76% | -11.25% |
| Win Days % | 49.02% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 53.85% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |