| Metric | 11386919:btcusd:triple_med_gx:lsma140_85 | 11386919:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 17.1% | 61.52% |
| Max Drawdown | -10.14% | -29.51% |
| Sharpe | 0.65 | 0.59 |
| Sortino | 0.95 | 0.86 |
| Payoff Ratio | 1.03 | 1.05 |
| Profit Factor | 1.34 | 1.1 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 0.76 | 0.6 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 55.78 | 2.86 |
| Outlier Loss Ratio | 3.39 | 2.72 |
| Volatility (ann.) | 6.25% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.64 | 2.02 |
| Skew | -0.45 | 0.21 |
| Kurtosis | 51.76 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.22% | 3.76% |
| Expected Yearly % | 8.21% | 27.09% |
| Kelly Criterion | 11.14% | 5.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.13% |
| Expected Shortfall (cVaR) | -0.53% | -2.13% |
| Year | 11386919:BTCUSD | 11386919:btcusd:triple_med_gx:lsma140_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.04 | 0.19 | - |
| 2025 | 17.02 | 9.40 | 0.55 | - |
| Metric | 11386919:btcusd:triple_med_gx:lsma140_85 | 11386919:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.86% | 31.76% |
| 6M | 9.4% | 12.25% |
| YTD | 9.4% | 17.02% |
| 1Y | 17.1% | 57.19% |
| 3Y (ann.) | 16.61% | 59.47% |
| 5Y (ann.) | 16.61% | 59.47% |
| Metric | 11386919:btcusd:triple_med_gx:lsma140_85 | 11386919:BTCUSD |
|---|---|---|
| Max Drawdown | -10.14% | -29.51% |
| Longest DD Days | 183.0 | 144.0 |
| Avg. Drawdown | -3.05% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 1.69 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-15 | -10.14 | 183 |
| 2025-01-19 | 2025-03-19 | -5.88 | 59 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-24 | 2025-06-11 | -1.44 | 78 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11386919:btcusd:triple_med_gx:lsma140_85 | 11386919:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 9.06% | 18.93% |
| Worst Week | -7.48% | -12.33% |
| Best Month | 7.21% | 37.42% |
| Worst Month | -7.65% | -17.69% |
| Best Year | 9.4% | 38.02% |
| Worst Year | 7.04% | 17.02% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.75% | -0.74% |
| Avg. Up Week | 4.42% | 5.49% |
| Avg. Down Week | -5.27% | -5.24% |
| Avg. Up Month | 4.88% | 7.76% |
| Avg. Down Month | -7.65% | -8.73% |
| Win Days % | 54.9% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |