| Metric | 11403187:btcusd:triple_med_gx:lsma65_140 | 11403187:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 15.85% | 61.16% |
| Max Drawdown | -11.39% | -29.51% |
| Sharpe | 0.45 | 0.59 |
| Sortino | 0.64 | 0.85 |
| Payoff Ratio | 1.16 | 1.08 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 2.06 | 1.07 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.74 | 0.98 |
| Outlier Win Ratio | 35.54 | 3.12 |
| Outlier Loss Ratio | 3.94 | 2.89 |
| Volatility (ann.) | 8.86% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.35 | 2.0 |
| Skew | -1.21 | 0.21 |
| Kurtosis | 45.05 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.14% | 3.74% |
| Expected Yearly % | 7.63% | 26.95% |
| Kelly Criterion | 4.06% | 7.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.13% |
| Expected Shortfall (cVaR) | -0.75% | -2.13% |
| Year | 11403187:BTCUSD | 11403187:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.86 | 0.10 | - |
| 2025 | 16.76 | 11.54 | 0.69 | - |
| Metric | 11403187:btcusd:triple_med_gx:lsma65_140 | 11403187:BTCUSD |
|---|---|---|
| MTD | 5.91% | 4.16% |
| 3M | 7.02% | 31.46% |
| 6M | 12.82% | 12.77% |
| YTD | 11.54% | 16.76% |
| 1Y | 15.04% | 56.84% |
| 3Y (ann.) | 15.39% | 59.12% |
| 5Y (ann.) | 15.39% | 59.12% |
| Metric | 11403187:btcusd:triple_med_gx:lsma65_140 | 11403187:BTCUSD |
|---|---|---|
| Max Drawdown | -11.39% | -29.51% |
| Longest DD Days | 126.0 | 144.0 |
| Avg. Drawdown | -2.87% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.39 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-15 | -11.39 | 126 |
| 2025-03-10 | 2025-06-09 | -8.58 | 91 |
| 2024-12-05 | 2025-01-03 | -7.93 | 29 |
| 2025-02-14 | 2025-03-05 | -3.87 | 18 |
| 2025-02-11 | 2025-02-14 | -2.78 | 3 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-06-05 | 2024-06-10 | -1.21 | 4 |
| 2024-11-04 | 2024-12-04 | -1.09 | 30 |
| 2025-01-04 | 2025-02-10 | -0.65 | 37 |
| 2025-03-05 | 2025-03-10 | -0.50 | 4 |
| Metric | 11403187:btcusd:triple_med_gx:lsma65_140 | 11403187:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 6.66% | 18.93% |
| Worst Week | -6.19% | -12.33% |
| Best Month | 6.77% | 37.42% |
| Worst Month | -8.06% | -17.69% |
| Best Year | 11.54% | 38.02% |
| Worst Year | 3.86% | 16.76% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 2.69% | 4.44% |
| Avg. Down Week | -2.31% | -3.26% |
| Avg. Up Month | 3.85% | 12.39% |
| Avg. Down Month | -4.19% | -11.25% |
| Win Days % | 48.53% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 56.67% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |