| Metric | 11399820:btcusd:triple_med_gx:lsma65_130 | 11399820:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 7.0% | 61.16% |
| Max Drawdown | -16.68% | -29.51% |
| Sharpe | 0.22 | 0.59 |
| Sortino | 0.34 | 0.85 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 36.94 | 3.07 |
| Outlier Loss Ratio | 3.64 | 2.93 |
| Volatility (ann.) | 9.24% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.41 | 2.0 |
| Skew | 2.27 | 0.21 |
| Kurtosis | 66.41 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.52% | 3.74% |
| Expected Yearly % | 3.44% | 26.95% |
| Kelly Criterion | 1.37% | 5.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.13% |
| Expected Shortfall (cVaR) | -0.79% | -2.13% |
| Year | 11399820:BTCUSD | 11399820:btcusd:triple_med_gx:lsma65_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.34 | -0.11 | - |
| 2025 | 16.76 | 11.86 | 0.71 | - |
| Metric | 11399820:btcusd:triple_med_gx:lsma65_130 | 11399820:BTCUSD |
|---|---|---|
| MTD | 4.69% | 4.16% |
| 3M | 4.84% | 31.46% |
| 6M | 9.78% | 12.77% |
| YTD | 11.86% | 16.76% |
| 1Y | 8.8% | 56.84% |
| 3Y (ann.) | 6.81% | 59.12% |
| 5Y (ann.) | 6.81% | 59.12% |
| Metric | 11399820:btcusd:triple_med_gx:lsma65_130 | 11399820:BTCUSD |
|---|---|---|
| Max Drawdown | -16.68% | -29.51% |
| Longest DD Days | 217.0 | 144.0 |
| Avg. Drawdown | -3.99% | -4.82% |
| Avg. Drawdown Days | 43.0 | 14.0 |
| Recovery Factor | 0.42 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-14 | -16.68 | 128 |
| 2024-11-04 | 2025-06-09 | -11.07 | 217 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-11-03 | 2024-11-03 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11399820:btcusd:triple_med_gx:lsma65_130 | 11399820:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 11.44% | 18.93% |
| Worst Week | -4.79% | -12.33% |
| Best Month | 11.44% | 37.42% |
| Worst Month | -10.95% | -17.69% |
| Best Year | 11.86% | 38.02% |
| Worst Year | -4.34% | 16.76% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 4.07% | 5.45% |
| Avg. Down Week | -1.4% | -3.56% |
| Avg. Up Month | 5.06% | 13.94% |
| Avg. Down Month | -7.05% | -6.43% |
| Win Days % | 49.23% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 37.04% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |