| Metric | 11391338:btcusd:triple_med_gx:lsma165_100 | 11391338:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 5.86% | 61.52% |
| Max Drawdown | -11.49% | -29.51% |
| Sharpe | 0.23 | 0.59 |
| Sortino | 0.32 | 0.86 |
| Payoff Ratio | 1.03 | 1.02 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 2.31 | 1.07 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 2.07 | 0.97 |
| Outlier Win Ratio | 52.03 | 2.76 |
| Outlier Loss Ratio | 3.19 | 2.74 |
| Volatility (ann.) | 7.16% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.5 | 2.02 |
| Skew | -0.05 | 0.21 |
| Kurtosis | 78.98 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.44% | 3.76% |
| Expected Yearly % | 2.89% | 27.09% |
| Kelly Criterion | 3.3% | 4.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11391338:BTCUSD | 11391338:btcusd:triple_med_gx:lsma165_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.25 | -0.09 | - |
| 2025 | 17.02 | 9.41 | 0.55 | - |
| Metric | 11391338:btcusd:triple_med_gx:lsma165_100 | 11391338:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.02% | 31.76% |
| 6M | 9.41% | 12.25% |
| YTD | 9.41% | 17.02% |
| 1Y | 5.86% | 57.19% |
| 3Y (ann.) | 5.7% | 59.47% |
| 5Y (ann.) | 5.7% | 59.47% |
| Metric | 11391338:btcusd:triple_med_gx:lsma165_100 | 11391338:BTCUSD |
|---|---|---|
| Max Drawdown | -11.49% | -29.51% |
| Longest DD Days | 187.0 | 144.0 |
| Avg. Drawdown | -4.99% | -4.82% |
| Avg. Drawdown Days | 82.0 | 14.0 |
| Recovery Factor | 0.51 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-01-20 | -11.49 | 187 |
| 2025-01-20 | 2025-06-11 | -6.58 | 141 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11391338:btcusd:triple_med_gx:lsma165_100 | 11391338:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -7.66% | -12.33% |
| Best Month | 8.31% | 37.42% |
| Worst Month | -7.88% | -17.69% |
| Best Year | 9.41% | 38.02% |
| Worst Year | -3.25% | 17.02% |
| Avg. Up Day | 0.8% | 0.8% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 3.1% | 6.73% |
| Avg. Down Week | -3.59% | -6.41% |
| Avg. Up Month | 4.26% | 9.45% |
| Avg. Down Month | -4.07% | -5.41% |
| Win Days % | 50.92% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 53.85% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |