| Metric | 11394866:btcusd:triple_med_gx:lsma70_115 | 11394866:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 3.11% | 61.16% |
| Max Drawdown | -13.47% | -29.51% |
| Sharpe | 0.14 | 0.59 |
| Sortino | 0.19 | 0.85 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.55 | 0.6 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 46.57 | 3.0 |
| Outlier Loss Ratio | 3.73 | 2.9 |
| Volatility (ann.) | 7.57% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.22 | 2.0 |
| Skew | -1.21 | 0.21 |
| Kurtosis | 32.86 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.24% | 3.74% |
| Expected Yearly % | 1.54% | 26.95% |
| Kelly Criterion | -0.13% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11394866:BTCUSD | 11394866:btcusd:triple_med_gx:lsma70_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.25 | -0.06 | - |
| 2025 | 16.76 | 5.48 | 0.33 | - |
| Metric | 11394866:btcusd:triple_med_gx:lsma70_115 | 11394866:BTCUSD |
|---|---|---|
| MTD | 2.75% | 4.16% |
| 3M | 3.65% | 31.46% |
| 6M | 8.08% | 12.77% |
| YTD | 5.48% | 16.76% |
| 1Y | 5.47% | 56.84% |
| 3Y (ann.) | 3.02% | 59.12% |
| 5Y (ann.) | 3.02% | 59.12% |
| Metric | 11394866:btcusd:triple_med_gx:lsma70_115 | 11394866:BTCUSD |
|---|---|---|
| Max Drawdown | -13.47% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -3.63% | -4.82% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | 0.23 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-01-02 | -13.47 | 208 |
| 2025-03-06 | 2025-04-12 | -6.45 | 37 |
| 2025-04-13 | 2025-06-09 | -3.17 | 57 |
| 2025-01-03 | 2025-03-06 | -2.71 | 61 |
| 2025-06-10 | 2025-06-11 | -1.58 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-01-03 | 2025-01-03 | -0.23 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11394866:btcusd:triple_med_gx:lsma70_115 | 11394866:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.51% | 18.93% |
| Worst Week | -5.0% | -12.33% |
| Best Month | 5.69% | 37.42% |
| Worst Month | -9.95% | -17.69% |
| Best Year | 5.48% | 38.02% |
| Worst Year | -2.25% | 16.76% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.05% | 5.49% |
| Avg. Down Week | -2.77% | -3.59% |
| Avg. Up Month | 3.31% | 12.39% |
| Avg. Down Month | -3.6% | -7.82% |
| Win Days % | 47.64% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |