| Metric | 11399821:btcusd:triple_med_gx:lsma70_130 | 11399821:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 18.57% | 61.16% |
| Max Drawdown | -14.68% | -29.51% |
| Sharpe | 0.54 | 0.59 |
| Sortino | 0.8 | 0.85 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 2.08 | 1.07 |
| CPC Index | 0.71 | 0.63 |
| Tail Ratio | 1.69 | 0.98 |
| Outlier Win Ratio | 37.95 | 3.09 |
| Outlier Loss Ratio | 3.7 | 2.9 |
| Volatility (ann.) | 8.29% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.23 | 2.0 |
| Skew | -0.03 | 0.21 |
| Kurtosis | 29.04 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.32% | 3.74% |
| Expected Yearly % | 8.89% | 26.95% |
| Kelly Criterion | 7.14% | 8.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.13% |
| Expected Shortfall (cVaR) | -0.7% | -2.13% |
| Year | 11399821:BTCUSD | 11399821:btcusd:triple_med_gx:lsma70_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.19 | 0.22 | - |
| 2025 | 16.76 | 9.60 | 0.57 | - |
| Metric | 11399821:btcusd:triple_med_gx:lsma70_130 | 11399821:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 5.77% | 31.46% |
| 6M | 12.31% | 12.77% |
| YTD | 9.6% | 16.76% |
| 1Y | 21.29% | 56.84% |
| 3Y (ann.) | 18.04% | 59.12% |
| 5Y (ann.) | 18.04% | 59.12% |
| Metric | 11399821:btcusd:triple_med_gx:lsma70_130 | 11399821:BTCUSD |
|---|---|---|
| Max Drawdown | -14.68% | -29.51% |
| Longest DD Days | 126.0 | 144.0 |
| Avg. Drawdown | -2.75% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 1.27 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-11 | -14.68 | 126 |
| 2024-12-05 | 2025-01-02 | -6.95 | 27 |
| 2025-03-06 | 2025-04-12 | -6.69 | 37 |
| 2025-01-04 | 2025-02-14 | -2.80 | 41 |
| 2025-05-11 | 2025-06-09 | -2.21 | 29 |
| 2025-04-13 | 2025-05-10 | -1.80 | 27 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-11-04 | 2024-11-05 | -1.40 | 1 |
| 2025-02-14 | 2025-03-06 | -1.35 | 19 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| Metric | 11399821:btcusd:triple_med_gx:lsma70_130 | 11399821:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.36% | 18.93% |
| Worst Week | -5.0% | -12.33% |
| Best Month | 10.42% | 37.42% |
| Worst Month | -9.95% | -17.69% |
| Best Year | 9.6% | 38.02% |
| Worst Year | 8.19% | 16.76% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 4.32% | 5.49% |
| Avg. Down Week | -1.44% | -3.62% |
| Avg. Up Month | 5.67% | 13.94% |
| Avg. Down Month | -2.93% | -7.82% |
| Win Days % | 50.62% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 42.31% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |