| Metric | 11398134:btcusd:triple_med_gx:lsma70_125 | 11398134:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 10.34% | 61.16% |
| Max Drawdown | -14.4% | -29.51% |
| Sharpe | 0.33 | 0.59 |
| Sortino | 0.48 | 0.85 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.57 | 1.07 |
| CPC Index | 0.63 | 0.63 |
| Tail Ratio | 1.38 | 0.98 |
| Outlier Win Ratio | 40.57 | 3.07 |
| Outlier Loss Ratio | 3.72 | 2.9 |
| Volatility (ann.) | 8.19% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.7 | 2.0 |
| Skew | -0.16 | 0.21 |
| Kurtosis | 30.14 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.76% | 3.74% |
| Expected Yearly % | 5.04% | 26.95% |
| Kelly Criterion | 2.42% | 8.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.13% |
| Expected Shortfall (cVaR) | -0.7% | -2.13% |
| Year | 11398134:BTCUSD | 11398134:btcusd:triple_med_gx:lsma70_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.07 | 0.11 | - |
| 2025 | 16.76 | 6.02 | 0.36 | - |
| Metric | 11398134:btcusd:triple_med_gx:lsma70_125 | 11398134:BTCUSD |
|---|---|---|
| MTD | 2.75% | 4.16% |
| 3M | 3.35% | 31.46% |
| 6M | 8.64% | 12.77% |
| YTD | 6.02% | 16.76% |
| 1Y | 12.86% | 56.84% |
| 3Y (ann.) | 10.05% | 59.12% |
| 5Y (ann.) | 10.05% | 59.12% |
| Metric | 11398134:btcusd:triple_med_gx:lsma70_125 | 11398134:BTCUSD |
|---|---|---|
| Max Drawdown | -14.4% | -29.51% |
| Longest DD Days | 126.0 | 144.0 |
| Avg. Drawdown | -3.51% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.72 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-11 | -14.40 | 126 |
| 2025-03-06 | 2025-05-10 | -7.48 | 65 |
| 2024-12-05 | 2025-01-02 | -6.95 | 27 |
| 2025-05-11 | 2025-06-09 | -3.08 | 29 |
| 2025-01-04 | 2025-03-06 | -3.00 | 61 |
| 2024-10-15 | 2024-11-05 | -2.24 | 21 |
| 2025-06-10 | 2025-06-11 | -1.58 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-10-13 | 2024-10-14 | -1.09 | 1 |
| 2024-10-11 | 2024-10-12 | -0.65 | 0 |
| Metric | 11398134:btcusd:triple_med_gx:lsma70_125 | 11398134:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 8.65% | 18.93% |
| Worst Week | -5.0% | -12.33% |
| Best Month | 8.65% | 37.42% |
| Worst Month | -9.95% | -17.69% |
| Best Year | 6.02% | 38.02% |
| Worst Year | 4.07% | 16.76% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.53% | 5.49% |
| Avg. Down Week | -1.72% | -3.26% |
| Avg. Up Month | 4.06% | 12.39% |
| Avg. Down Month | -3.17% | -7.82% |
| Win Days % | 47.83% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 46.15% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |