| Metric | 11403241:btcusd:triple_med_gx:lsma70_140 | 11403241:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 7.82% | 75.42% |
| Max Drawdown | -15.98% | -29.51% |
| Sharpe | 0.25 | 0.63 |
| Sortino | 0.37 | 0.92 |
| Payoff Ratio | 1.07 | 1.1 |
| Profit Factor | 1.1 | 1.11 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.57 | 0.63 |
| Tail Ratio | 1.13 | 0.96 |
| Outlier Win Ratio | 43.31 | 3.15 |
| Outlier Loss Ratio | 3.79 | 2.96 |
| Volatility (ann.) | 7.79% | 24.55% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.43 | 2.19 |
| Skew | 0.15 | 0.2 |
| Kurtosis | 32.32 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.54% | 4.1% |
| Expected Yearly % | 3.84% | 32.45% |
| Kelly Criterion | 0.35% | 8.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11403241:BTCUSD | 11403241:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.08 | -0.11 | - |
| 2025 | 27.10 | 12.40 | 0.46 | - |
| Metric | 11403241:btcusd:triple_med_gx:lsma70_140 | 11403241:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 3.82% | 41.88% |
| 6M | 7.04% | 22.91% |
| YTD | 12.4% | 27.1% |
| 1Y | 22.5% | 82.29% |
| 3Y (ann.) | 6.92% | 64.73% |
| 5Y (ann.) | 6.92% | 64.73% |
| Metric | 11403241:btcusd:triple_med_gx:lsma70_140 | 11403241:BTCUSD |
|---|---|---|
| Max Drawdown | -15.98% | -29.51% |
| Longest DD Days | 210.0 | 144.0 |
| Avg. Drawdown | -2.98% | -4.71% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | 0.49 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-01-03 | -15.98 | 210 |
| 2025-02-14 | 2025-03-11 | -3.62 | 24 |
| 2025-02-11 | 2025-02-14 | -2.78 | 3 |
| 2025-04-13 | 2025-05-10 | -1.80 | 27 |
| 2025-05-28 | 2025-06-09 | -1.55 | 12 |
| 2025-06-10 | 2025-07-17 | -1.41 | 37 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-03-11 | 2025-04-12 | -0.87 | 32 |
| 2025-01-04 | 2025-02-11 | -0.36 | 38 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11403241:btcusd:triple_med_gx:lsma70_140 | 11403241:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.07% | 18.93% |
| Worst Week | -6.14% | -12.33% |
| Best Month | 8.3% | 37.42% |
| Worst Month | -13.42% | -17.69% |
| Best Year | 12.4% | 38.02% |
| Worst Year | -4.08% | 27.1% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.72% | -0.71% |
| Avg. Up Week | 2.84% | 4.17% |
| Avg. Down Week | -2.18% | -3.22% |
| Avg. Up Month | 3.47% | 8.38% |
| Avg. Down Month | -4.76% | -9.25% |
| Win Days % | 48.43% | 51.89% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 46.15% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |