| Metric | 11400541:btcusd:triple_med_gx:lsma75_130 | 11400541:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 23.14% | 61.16% |
| Max Drawdown | -23.01% | -29.51% |
| Sharpe | 0.4 | 0.59 |
| Sortino | 0.59 | 0.85 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 15.42 | 3.47 |
| Outlier Loss Ratio | 3.87 | 3.56 |
| Volatility (ann.) | 15.54% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.98 | 2.0 |
| Skew | 0.18 | 0.21 |
| Kurtosis | 32.66 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.61% | 3.74% |
| Expected Yearly % | 10.97% | 26.95% |
| Kelly Criterion | 3.69% | 7.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.13% |
| Expected Shortfall (cVaR) | -1.32% | -2.13% |
| Year | 11400541:BTCUSD | 11400541:btcusd:triple_med_gx:lsma75_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.47 | 0.20 | - |
| 2025 | 16.76 | 14.58 | 0.87 | - |
| Metric | 11400541:btcusd:triple_med_gx:lsma75_130 | 11400541:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 18.01% | 31.46% |
| 6M | 13.43% | 12.77% |
| YTD | 14.58% | 16.76% |
| 1Y | 23.73% | 56.84% |
| 3Y (ann.) | 22.45% | 59.12% |
| 5Y (ann.) | 22.45% | 59.12% |
| Metric | 11400541:btcusd:triple_med_gx:lsma75_130 | 11400541:BTCUSD |
|---|---|---|
| Max Drawdown | -23.01% | -29.51% |
| Longest DD Days | 135.0 | 144.0 |
| Avg. Drawdown | -3.91% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 1.01 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-02 | 2024-10-16 | -23.01 | 135 |
| 2025-03-06 | 2025-05-08 | -15.46 | 63 |
| 2024-12-05 | 2025-03-06 | -8.41 | 90 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-11-07 | 2024-12-04 | -3.39 | 27 |
| 2025-05-11 | 2025-06-02 | -2.06 | 22 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-05 | 2024-11-06 | -1.00 | 0 |
| 2025-06-08 | 2025-06-09 | -0.67 | 0 |
| Metric | 11400541:btcusd:triple_med_gx:lsma75_130 | 11400541:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 9.08% | 37.42% |
| Worst Month | -10.26% | -17.69% |
| Best Year | 14.58% | 38.02% |
| Worst Year | 7.47% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 3.73% | 4.05% |
| Avg. Down Week | -2.91% | -3.69% |
| Avg. Up Month | 5.55% | 12.23% |
| Avg. Down Month | -4.3% | -7.82% |
| Win Days % | 49.07% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 51.52% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |