| Metric | 11403032:btcusd:triple_med_gx:lsma115_140 | 11403032:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 7.41% | 61.16% |
| Max Drawdown | -8.4% | -29.51% |
| Sharpe | 0.35 | 0.59 |
| Sortino | 0.54 | 0.85 |
| Payoff Ratio | 1.19 | 1.01 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.69 | 0.58 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 86.32 | 2.78 |
| Outlier Loss Ratio | 3.32 | 2.46 |
| Volatility (ann.) | 5.41% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.86 | 2.0 |
| Skew | 1.66 | 0.21 |
| Kurtosis | 76.62 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.55% | 3.74% |
| Expected Yearly % | 3.64% | 26.95% |
| Kelly Criterion | 2.27% | 4.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.13% |
| Expected Shortfall (cVaR) | -0.46% | -2.13% |
| Year | 11403032:BTCUSD | 11403032:btcusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.97 | 0.08 | - |
| 2025 | 16.76 | 4.31 | 0.26 | - |
| Metric | 11403032:btcusd:triple_med_gx:lsma115_140 | 11403032:BTCUSD |
|---|---|---|
| MTD | 0.51% | 4.16% |
| 3M | 4.09% | 31.46% |
| 6M | 3.91% | 12.77% |
| YTD | 4.31% | 16.76% |
| 1Y | 7.41% | 56.84% |
| 3Y (ann.) | 7.2% | 59.12% |
| 5Y (ann.) | 7.2% | 59.12% |
| Metric | 11403032:btcusd:triple_med_gx:lsma115_140 | 11403032:BTCUSD |
|---|---|---|
| Max Drawdown | -8.4% | -29.51% |
| Longest DD Days | 105.0 | 144.0 |
| Avg. Drawdown | -1.97% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.88 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2024-10-14 | -8.40 | 105 |
| 2025-02-14 | 2025-05-22 | -3.56 | 96 |
| 2025-01-09 | 2025-01-13 | -2.07 | 4 |
| 2025-02-13 | 2025-02-14 | -1.18 | 1 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| 2024-12-14 | 2025-01-03 | -0.92 | 20 |
| 2024-12-13 | 2024-12-14 | -0.18 | 0 |
| 2025-06-09 | 2025-06-09 | -0.18 | 0 |
| 2024-06-30 | 2024-06-30 | -0.18 | 0 |
| Metric | 11403032:btcusd:triple_med_gx:lsma115_140 | 11403032:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.52% | -9.32% |
| Best Week | 4.02% | 18.93% |
| Worst Week | -2.64% | -12.33% |
| Best Month | 4.02% | 37.42% |
| Worst Month | -2.66% | -17.69% |
| Best Year | 4.31% | 38.02% |
| Worst Year | 2.97% | 16.76% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.75% | -0.92% |
| Avg. Up Week | 1.74% | 6.83% |
| Avg. Down Week | -1.11% | -3.37% |
| Avg. Up Month | 2.4% | 8.64% |
| Avg. Down Month | -1.23% | -4.68% |
| Win Days % | 46.94% | 51.86% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 56.25% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |