| Metric | 11397199:btcusd:triple_med_gx:lsma65_120 | 11397199:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 6.63% | 61.16% |
| Max Drawdown | -28.59% | -29.51% |
| Sharpe | 0.18 | 0.59 |
| Sortino | 0.26 | 0.85 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 1.1 | 1.07 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 17.58 | 3.79 |
| Outlier Loss Ratio | 3.67 | 3.65 |
| Volatility (ann.) | 15.88% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.23 | 2.0 |
| Skew | 0.11 | 0.21 |
| Kurtosis | 31.46 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.49% | 3.74% |
| Expected Yearly % | 3.26% | 26.95% |
| Kelly Criterion | 1.52% | 5.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.13% |
| Expected Shortfall (cVaR) | -1.36% | -2.13% |
| Year | 11397199:BTCUSD | 11397199:btcusd:triple_med_gx:lsma65_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.93 | -0.05 | - |
| 2025 | 16.76 | 8.73 | 0.52 | - |
| Metric | 11397199:btcusd:triple_med_gx:lsma65_120 | 11397199:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 24.13% | 31.46% |
| 6M | 12.68% | 12.77% |
| YTD | 8.73% | 16.76% |
| 1Y | 9.59% | 56.84% |
| 3Y (ann.) | 6.44% | 59.12% |
| 5Y (ann.) | 6.44% | 59.12% |
| Metric | 11397199:btcusd:triple_med_gx:lsma65_120 | 11397199:BTCUSD |
|---|---|---|
| Max Drawdown | -28.59% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -9.37% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | 0.23 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -28.59 | 180 |
| 2025-02-06 | 2025-06-09 | -18.90 | 122 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-02-06 | -6.93 | 42 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-06-01 | 2024-06-07 | -0.92 | 6 |
| Metric | 11397199:btcusd:triple_med_gx:lsma65_120 | 11397199:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -9.8% | -12.33% |
| Best Month | 9.47% | 37.42% |
| Worst Month | -17.01% | -17.69% |
| Best Year | 8.73% | 38.02% |
| Worst Year | -1.93% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 4.24% | 4.59% |
| Avg. Down Week | -2.85% | -4.3% |
| Avg. Up Month | 6.01% | 13.54% |
| Avg. Down Month | -11.85% | -6.06% |
| Win Days % | 49.52% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |