| Metric | 11385551:btcusd:triple_med_gx:lsma70_80 | 11385551:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 11.53% | 61.52% |
| Max Drawdown | -7.39% | -29.51% |
| Sharpe | 0.47 | 0.59 |
| Sortino | 0.84 | 0.86 |
| Payoff Ratio | 1.42 | 1.03 |
| Profit Factor | 1.59 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.07 | 0.58 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 103.77 | 2.51 |
| Outlier Loss Ratio | 2.67 | 2.17 |
| Volatility (ann.) | 6.04% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.52 | 2.02 |
| Skew | 8.51 | 0.21 |
| Kurtosis | 312.13 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.84% | 3.76% |
| Expected Yearly % | 5.61% | 27.09% |
| Kelly Criterion | 10.05% | 5.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11385551:BTCUSD | 11385551:btcusd:triple_med_gx:lsma70_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.39 | -0.17 | - |
| 2025 | 17.02 | 19.15 | 1.12 | + |
| Metric | 11385551:btcusd:triple_med_gx:lsma70_80 | 11385551:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 11.9% | 31.76% |
| 6M | 19.15% | 12.25% |
| YTD | 19.15% | 17.02% |
| 1Y | 14.73% | 57.19% |
| 3Y (ann.) | 11.2% | 59.47% |
| 5Y (ann.) | 11.2% | 59.47% |
| Metric | 11385551:btcusd:triple_med_gx:lsma70_80 | 11385551:BTCUSD |
|---|---|---|
| Max Drawdown | -7.39% | -29.51% |
| Longest DD Days | 284.0 | 144.0 |
| Avg. Drawdown | -1.9% | -4.82% |
| Avg. Drawdown Days | 51.0 | 14.0 |
| Recovery Factor | 1.56 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-19 | -7.39 | 284 |
| 2025-05-23 | 2025-06-11 | -1.92 | 18 |
| 2024-06-05 | 2024-06-07 | -1.09 | 2 |
| 2025-04-09 | 2025-04-09 | -0.62 | 0 |
| 2025-05-23 | 2025-05-23 | -0.18 | 0 |
| 2025-04-08 | 2025-04-09 | -0.18 | 0 |
| Metric | 11385551:btcusd:triple_med_gx:lsma70_80 | 11385551:BTCUSD |
|---|---|---|
| Best Day | 7.68% | 9.33% |
| Worst Day | -5.01% | -9.32% |
| Best Week | 7.41% | 18.93% |
| Worst Week | -4.85% | -12.33% |
| Best Month | 7.41% | 37.42% |
| Worst Month | -3.61% | -17.69% |
| Best Year | 19.15% | 38.02% |
| Worst Year | -6.39% | 17.02% |
| Avg. Up Day | 1.26% | 1.31% |
| Avg. Down Day | -0.89% | -1.28% |
| Avg. Up Week | 1.47% | 7.41% |
| Avg. Down Week | -1.69% | -3.73% |
| Avg. Up Month | 2.18% | 8.86% |
| Avg. Down Month | -3.2% | -8.04% |
| Win Days % | 47.17% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |