| Metric | 11384565:btcusd:triple_med_gx:lsma55_80 | 11384565:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 5.94% | 61.52% |
| Max Drawdown | -11.0% | -29.51% |
| Sharpe | 0.2 | 0.59 |
| Sortino | 0.31 | 0.86 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.57 | 0.65 |
| Tail Ratio | 1.17 | 0.97 |
| Outlier Win Ratio | 41.04 | 2.92 |
| Outlier Loss Ratio | 3.79 | 3.01 |
| Volatility (ann.) | 9.11% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.53 | 2.02 |
| Skew | 2.75 | 0.21 |
| Kurtosis | 73.97 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.44% | 3.76% |
| Expected Yearly % | 2.93% | 27.09% |
| Kelly Criterion | -2.4% | 9.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11384565:BTCUSD | 11384565:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.96 | 0.05 | - |
| 2025 | 17.02 | 3.90 | 0.23 | - |
| Metric | 11384565:btcusd:triple_med_gx:lsma55_80 | 11384565:BTCUSD |
|---|---|---|
| MTD | -0.22% | 4.4% |
| 3M | -3.66% | 31.76% |
| 6M | 2.77% | 12.25% |
| YTD | 3.9% | 17.02% |
| 1Y | 1.57% | 57.19% |
| 3Y (ann.) | 5.78% | 59.47% |
| 5Y (ann.) | 5.78% | 59.47% |
| Metric | 11384565:btcusd:triple_med_gx:lsma55_80 | 11384565:BTCUSD |
|---|---|---|
| Max Drawdown | -11.0% | -29.51% |
| Longest DD Days | 127.0 | 144.0 |
| Avg. Drawdown | -4.03% | -4.82% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | 0.54 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-17 | 2025-06-11 | -11.00 | 85 |
| 2024-10-29 | 2025-03-05 | -8.81 | 127 |
| 2024-06-05 | 2024-09-06 | -6.37 | 92 |
| 2024-09-06 | 2024-09-27 | -4.61 | 21 |
| 2024-09-27 | 2024-10-11 | -4.51 | 13 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11384565:btcusd:triple_med_gx:lsma55_80 | 11384565:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.9% | 18.93% |
| Worst Week | -6.72% | -12.33% |
| Best Month | 3.9% | 37.42% |
| Worst Month | -6.72% | -17.69% |
| Best Year | 3.9% | 38.02% |
| Worst Year | 1.96% | 17.02% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 2.77% | 5.86% |
| Avg. Down Week | -1.64% | -3.35% |
| Avg. Up Month | 1.9% | 9.39% |
| Avg. Down Month | -1.99% | -17.69% |
| Win Days % | 44.98% | 51.9% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |