| Metric | 11389829:btcusd:triple_med_gx:lsma170_95 | 11389829:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 2.71% | 61.52% |
| Max Drawdown | -15.23% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.17 | 0.86 |
| Payoff Ratio | 0.96 | 0.98 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.68 | 1.07 |
| CPC Index | 0.52 | 0.56 |
| Tail Ratio | 1.59 | 0.97 |
| Outlier Win Ratio | 48.45 | 2.76 |
| Outlier Loss Ratio | 3.24 | 2.78 |
| Volatility (ann.) | 7.39% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.17 | 2.02 |
| Skew | -0.24 | 0.21 |
| Kurtosis | 73.22 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.21% | 3.76% |
| Expected Yearly % | 1.35% | 27.09% |
| Kelly Criterion | -0.36% | 2.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.13% |
| Expected Shortfall (cVaR) | -0.63% | -2.13% |
| Year | 11389829:BTCUSD | 11389829:btcusd:triple_med_gx:lsma170_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.71 | -0.18 | - |
| 2025 | 17.02 | 10.10 | 0.59 | - |
| Metric | 11389829:btcusd:triple_med_gx:lsma170_95 | 11389829:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.23% | 31.76% |
| 6M | 10.1% | 12.25% |
| YTD | 10.1% | 17.02% |
| 1Y | 2.71% | 57.19% |
| 3Y (ann.) | 2.64% | 59.47% |
| 5Y (ann.) | 2.64% | 59.47% |
| Metric | 11389829:btcusd:triple_med_gx:lsma170_95 | 11389829:BTCUSD |
|---|---|---|
| Max Drawdown | -15.23% | -29.51% |
| Longest DD Days | 250.0 | 144.0 |
| Avg. Drawdown | -5.17% | -4.82% |
| Avg. Drawdown Days | 82.0 | 14.0 |
| Recovery Factor | 0.18 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-03-24 | -15.23 | 250 |
| 2025-03-24 | 2025-06-11 | -2.97 | 78 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.77 | 0 |
| Metric | 11389829:btcusd:triple_med_gx:lsma170_95 | 11389829:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -5.05% | -9.32% |
| Best Week | 7.14% | 18.93% |
| Worst Week | -8.06% | -12.33% |
| Best Month | 5.64% | 37.42% |
| Worst Month | -8.29% | -17.69% |
| Best Year | 10.1% | 38.02% |
| Worst Year | -6.71% | 17.02% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.8% | -0.79% |
| Avg. Up Week | 3.03% | 7.02% |
| Avg. Down Week | -3.55% | -6.41% |
| Avg. Up Month | 3.74% | 7.9% |
| Avg. Down Month | -8.29% | -8.73% |
| Win Days % | 50.82% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |