| Metric | 11399818:btcusd:triple_med_gx:lsma55_130 | 11399818:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 14.39% | 61.16% |
| Max Drawdown | -18.68% | -29.51% |
| Sharpe | 0.37 | 0.59 |
| Sortino | 0.57 | 0.85 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.68 | 1.07 |
| CPC Index | 0.64 | 0.64 |
| Tail Ratio | 1.47 | 0.98 |
| Outlier Win Ratio | 30.02 | 3.16 |
| Outlier Loss Ratio | 3.87 | 3.13 |
| Volatility (ann.) | 10.29% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.75 | 2.0 |
| Skew | 2.12 | 0.21 |
| Kurtosis | 47.55 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.04% | 3.74% |
| Expected Yearly % | 6.95% | 26.95% |
| Kelly Criterion | 2.86% | 9.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.13% |
| Expected Shortfall (cVaR) | -0.88% | -2.13% |
| Year | 11399818:BTCUSD | 11399818:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.38 | 0.06 | - |
| 2025 | 16.76 | 11.74 | 0.70 | - |
| Metric | 11399818:btcusd:triple_med_gx:lsma55_130 | 11399818:BTCUSD |
|---|---|---|
| MTD | 3.69% | 4.16% |
| 3M | 6.08% | 31.46% |
| 6M | 10.53% | 12.77% |
| YTD | 11.74% | 16.76% |
| 1Y | 11.69% | 56.84% |
| 3Y (ann.) | 13.98% | 59.12% |
| 5Y (ann.) | 13.98% | 59.12% |
| Metric | 11399818:btcusd:triple_med_gx:lsma55_130 | 11399818:BTCUSD |
|---|---|---|
| Max Drawdown | -18.68% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -3.25% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.77 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-01-02 | -18.68 | 208 |
| 2025-03-06 | 2025-06-09 | -12.67 | 95 |
| 2025-02-11 | 2025-03-05 | -2.96 | 22 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2025-01-04 | 2025-02-07 | -0.59 | 34 |
| 2025-01-02 | 2025-01-03 | -0.41 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2025-03-05 | 2025-03-05 | -0.14 | 0 |
| Metric | 11399818:btcusd:triple_med_gx:lsma55_130 | 11399818:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 9.69% | 18.93% |
| Worst Week | -6.19% | -12.33% |
| Best Month | 6.37% | 37.42% |
| Worst Month | -9.9% | -17.69% |
| Best Year | 11.74% | 38.02% |
| Worst Year | 2.38% | 16.76% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 3.3% | 4.86% |
| Avg. Down Week | -1.86% | -3.38% |
| Avg. Up Month | 4.8% | 8.64% |
| Avg. Down Month | -3.6% | -11.25% |
| Win Days % | 47.65% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 45.16% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |