| Metric | 11401269:btcusd:triple_med_gx:lsma85_135 | 11401269:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 7.99% | 61.16% |
| Max Drawdown | -8.99% | -29.51% |
| Sharpe | 0.32 | 0.59 |
| Sortino | 0.45 | 0.85 |
| Payoff Ratio | 1.17 | 1.05 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 0.08 | 1.07 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 0.07 | 0.98 |
| Outlier Win Ratio | 56.67 | 2.9 |
| Outlier Loss Ratio | 3.59 | 2.63 |
| Volatility (ann.) | 6.62% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.86 | 2.0 |
| Skew | -0.46 | 0.21 |
| Kurtosis | 51.01 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.59% | 3.74% |
| Expected Yearly % | 3.92% | 26.95% |
| Kelly Criterion | 1.07% | 6.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11401269:BTCUSD | 11401269:btcusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.18 | -0.11 | - |
| 2025 | 16.76 | 12.70 | 0.76 | - |
| Metric | 11401269:btcusd:triple_med_gx:lsma85_135 | 11401269:BTCUSD |
|---|---|---|
| MTD | 3.54% | 4.16% |
| 3M | 10.08% | 31.46% |
| 6M | 12.19% | 12.77% |
| YTD | 12.7% | 16.76% |
| 1Y | 7.63% | 56.84% |
| 3Y (ann.) | 7.77% | 59.12% |
| 5Y (ann.) | 7.77% | 59.12% |
| Metric | 11401269:btcusd:triple_med_gx:lsma85_135 | 11401269:BTCUSD |
|---|---|---|
| Max Drawdown | -8.99% | -29.51% |
| Longest DD Days | 240.0 | 144.0 |
| Avg. Drawdown | -2.11% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.89 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-14 | 2025-04-11 | -8.99 | 240 |
| 2024-08-11 | 2024-08-13 | -4.16 | 2 |
| 2024-06-08 | 2024-06-30 | -2.56 | 22 |
| 2025-04-11 | 2025-06-09 | -1.95 | 58 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2024-08-09 | 2024-08-09 | -0.95 | 0 |
| 2024-08-10 | 2024-08-10 | -0.79 | 0 |
| 2024-08-10 | 2024-08-11 | -0.27 | 0 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| 2024-06-08 | 2024-06-08 | -0.18 | 0 |
| Metric | 11401269:btcusd:triple_med_gx:lsma85_135 | 11401269:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.86% | 18.93% |
| Worst Week | -3.14% | -12.33% |
| Best Month | 3.54% | 37.42% |
| Worst Month | -4.76% | -17.69% |
| Best Year | 12.7% | 38.02% |
| Worst Year | -4.18% | 16.76% |
| Avg. Up Day | 0.84% | 0.87% |
| Avg. Down Day | -0.72% | -0.83% |
| Avg. Up Week | 2.13% | 5.92% |
| Avg. Down Week | -1.34% | -4.41% |
| Avg. Up Month | 2.06% | 13.23% |
| Avg. Down Month | -3.74% | -5.98% |
| Win Days % | 46.63% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |