| Metric | 11400661:btcusd:triple_med_gx:lsma110_130 | 11400661:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 51.8% | 61.16% |
| Max Drawdown | -27.47% | -29.51% |
| Sharpe | 0.7 | 0.59 |
| Sortino | 1.03 | 0.85 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 13.55 | 3.86 |
| Outlier Loss Ratio | 3.86 | 3.57 |
| Volatility (ann.) | 16.31% | 25.19% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.82 | 2.0 |
| Skew | -0.17 | 0.21 |
| Kurtosis | 22.71 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.26% | 3.74% |
| Expected Yearly % | 23.21% | 26.95% |
| Kelly Criterion | 6.97% | 7.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.13% |
| Expected Shortfall (cVaR) | -1.37% | -2.13% |
| Year | 11400661:BTCUSD | 11400661:btcusd:triple_med_gx:lsma110_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 34.58 | 0.91 | - |
| 2025 | 16.76 | 12.80 | 0.76 | - |
| Metric | 11400661:btcusd:triple_med_gx:lsma110_130 | 11400661:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 16.64% | 31.46% |
| 6M | 16.26% | 12.77% |
| YTD | 12.8% | 16.76% |
| 1Y | 51.95% | 56.84% |
| 3Y (ann.) | 50.12% | 59.12% |
| 5Y (ann.) | 50.12% | 59.12% |
| Metric | 11400661:btcusd:triple_med_gx:lsma110_130 | 11400661:BTCUSD |
|---|---|---|
| Max Drawdown | -27.47% | -29.51% |
| Longest DD Days | 146.0 | 144.0 |
| Avg. Drawdown | -3.81% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.89 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-15 | -27.47 | 126 |
| 2025-01-07 | 2025-06-02 | -16.54 | 146 |
| 2024-12-17 | 2025-01-06 | -8.24 | 19 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| Metric | 11400661:btcusd:triple_med_gx:lsma110_130 | 11400661:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 23.67% | 37.42% |
| Worst Month | -11.65% | -17.69% |
| Best Year | 34.58% | 38.02% |
| Worst Year | 12.8% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 4.75% | 6.05% |
| Avg. Down Week | -3.29% | -3.75% |
| Avg. Up Month | 8.47% | 13.54% |
| Avg. Down Month | -8.42% | -4.72% |
| Win Days % | 51.32% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |