| Metric | 11391374:btcusd:triple_med_gx:lsma170_100 | 11391374:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 5.51% | 61.52% |
| Max Drawdown | -13.14% | -29.51% |
| Sharpe | 0.22 | 0.59 |
| Sortino | 0.3 | 0.86 |
| Payoff Ratio | 0.94 | 0.94 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 3.11 | 1.07 |
| CPC Index | 0.55 | 0.53 |
| Tail Ratio | 2.82 | 0.97 |
| Outlier Win Ratio | 50.82 | 2.75 |
| Outlier Loss Ratio | 3.14 | 2.82 |
| Volatility (ann.) | 7.28% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.41 | 2.02 |
| Skew | -0.06 | 0.21 |
| Kurtosis | 76.09 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.41% | 3.76% |
| Expected Yearly % | 2.72% | 27.09% |
| Kelly Criterion | 3.05% | 0.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11391374:BTCUSD | 11391374:btcusd:triple_med_gx:lsma170_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.85 | -0.07 | - |
| 2025 | 17.02 | 8.60 | 0.51 | - |
| Metric | 11391374:btcusd:triple_med_gx:lsma170_100 | 11391374:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.16% | 31.76% |
| 6M | 8.6% | 12.25% |
| YTD | 8.6% | 17.02% |
| 1Y | 5.51% | 57.19% |
| 3Y (ann.) | 5.36% | 59.47% |
| 5Y (ann.) | 5.36% | 59.47% |
| Metric | 11391374:btcusd:triple_med_gx:lsma170_100 | 11391374:BTCUSD |
|---|---|---|
| Max Drawdown | -13.14% | -29.51% |
| Longest DD Days | 245.0 | 144.0 |
| Avg. Drawdown | -4.16% | -4.82% |
| Avg. Drawdown Days | 65.0 | 14.0 |
| Recovery Factor | 0.42 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-03-19 | -13.14 | 245 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-24 | 2025-06-11 | -2.22 | 78 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11391374:btcusd:triple_med_gx:lsma170_100 | 11391374:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 4.36% | 18.93% |
| Worst Week | -8.04% | -12.33% |
| Best Month | 5.28% | 37.42% |
| Worst Month | -8.27% | -17.69% |
| Best Year | 8.6% | 38.02% |
| Worst Year | -2.85% | 17.02% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 2.5% | 5.58% |
| Avg. Down Week | -3.14% | -6.41% |
| Avg. Up Month | 3.48% | 7.76% |
| Avg. Down Month | -8.27% | -8.73% |
| Win Days % | 52.98% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 100.0% |