| Metric | 11393982:btcusd:triple_med_gx:lsma265_110 | 11393982:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 11.31% | 61.16% |
| Max Drawdown | -26.7% | -29.51% |
| Sharpe | 0.26 | 0.59 |
| Sortino | 0.39 | 0.85 |
| Payoff Ratio | 1.03 | 1.02 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 27.04 | 3.79 |
| Outlier Loss Ratio | 3.42 | 3.47 |
| Volatility (ann.) | 13.65% | 25.19% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.41 | 2.0 |
| Skew | 0.75 | 0.21 |
| Kurtosis | 50.93 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.83% | 3.74% |
| Expected Yearly % | 5.5% | 26.95% |
| Kelly Criterion | 1.58% | 4.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.13% |
| Expected Shortfall (cVaR) | -1.17% | -2.13% |
| Year | 11393982:BTCUSD | 11393982:btcusd:triple_med_gx:lsma265_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.91 | 0.47 | - |
| 2025 | 16.76 | -5.60 | -0.33 | - |
| Metric | 11393982:btcusd:triple_med_gx:lsma265_110 | 11393982:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.17% | 31.46% |
| 6M | -5.6% | 12.77% |
| YTD | -5.6% | 16.76% |
| 1Y | 10.6% | 56.84% |
| 3Y (ann.) | 10.99% | 59.12% |
| 5Y (ann.) | 10.99% | 59.12% |
| Metric | 11393982:btcusd:triple_med_gx:lsma265_110 | 11393982:BTCUSD |
|---|---|---|
| Max Drawdown | -26.7% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -4.2% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 0.42 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -26.70 | 151 |
| 2024-12-05 | 2025-06-11 | -20.23 | 188 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| 2024-11-29 | 2024-11-29 | -0.29 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| Metric | 11393982:btcusd:triple_med_gx:lsma265_110 | 11393982:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.19% | 18.93% |
| Worst Week | -5.06% | -12.33% |
| Best Month | 17.36% | 37.42% |
| Worst Month | -4.59% | -17.69% |
| Best Year | 17.91% | 38.02% |
| Worst Year | -5.6% | 16.76% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.93% | -0.95% |
| Avg. Up Week | 2.65% | 5.61% |
| Avg. Down Week | -2.98% | -4.98% |
| Avg. Up Month | 5.74% | 16.18% |
| Avg. Down Month | -4.14% | -8.96% |
| Win Days % | 50.15% | 51.86% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 64.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |