| Metric | 11393613:btcusd:triple_med_gx:lsma85_110 | 11393613:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 9.74% | 61.16% |
| Max Drawdown | -6.61% | -29.51% |
| Sharpe | 0.36 | 0.59 |
| Sortino | 0.66 | 0.85 |
| Payoff Ratio | 1.56 | 1.5 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.76 | 0.85 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 58.95 | 2.86 |
| Outlier Loss Ratio | 4.36 | 2.7 |
| Volatility (ann.) | 6.87% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.43 | 2.0 |
| Skew | 7.24 | 0.21 |
| Kurtosis | 162.92 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.72% | 3.74% |
| Expected Yearly % | 4.76% | 26.95% |
| Kelly Criterion | 2.7% | 19.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.13% |
| Expected Shortfall (cVaR) | -0.58% | -2.13% |
| Year | 11393613:BTCUSD | 11393613:btcusd:triple_med_gx:lsma85_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.61 | 0.33 | - |
| 2025 | 16.76 | -2.55 | -0.15 | - |
| Metric | 11393613:btcusd:triple_med_gx:lsma85_110 | 11393613:BTCUSD |
|---|---|---|
| MTD | -1.58% | 4.16% |
| 3M | -4.93% | 31.46% |
| 6M | 0.98% | 12.77% |
| YTD | -2.55% | 16.76% |
| 1Y | 9.73% | 56.84% |
| 3Y (ann.) | 9.47% | 59.12% |
| 5Y (ann.) | 9.47% | 59.12% |
| Metric | 11393613:btcusd:triple_med_gx:lsma85_110 | 11393613:BTCUSD |
|---|---|---|
| Max Drawdown | -6.61% | -29.51% |
| Longest DD Days | 148.0 | 144.0 |
| Avg. Drawdown | -1.67% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 1.47 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-06 | -6.61 | 148 |
| 2025-05-13 | 2025-06-11 | -6.53 | 28 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2025-02-14 | 2025-03-11 | -1.53 | 25 |
| 2024-12-13 | 2025-02-14 | -1.44 | 62 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| 2025-04-13 | 2025-04-14 | -1.18 | 0 |
| 2025-03-12 | 2025-03-12 | -1.17 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2025-04-14 | 2025-05-13 | -1.05 | 28 |
| Metric | 11393613:btcusd:triple_med_gx:lsma85_110 | 11393613:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -2.4% | -9.32% |
| Best Week | 9.22% | 18.93% |
| Worst Week | -4.57% | -12.33% |
| Best Month | 9.22% | 37.42% |
| Worst Month | -3.84% | -17.69% |
| Best Year | 12.61% | 38.02% |
| Worst Year | -2.55% | 16.76% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.61% | -0.64% |
| Avg. Up Week | 2.94% | 5.04% |
| Avg. Down Week | -1.7% | -4.58% |
| Avg. Up Month | 3.89% | 18.55% |
| Avg. Down Month | -0.8% | -7.35% |
| Win Days % | 40.76% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |