| Metric | 11403616:btcusd:triple_med_gx:lsma285_140 | 11403616:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 3.14% | 61.16% |
| Max Drawdown | -25.16% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.18 | 0.85 |
| Payoff Ratio | 1.01 | 1.0 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.53 | 0.57 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 29.07 | 3.34 |
| Outlier Loss Ratio | 3.46 | 3.37 |
| Volatility (ann.) | 12.64% | 25.19% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.12 | 2.0 |
| Skew | 0.77 | 0.21 |
| Kurtosis | 67.01 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.24% | 3.74% |
| Expected Yearly % | 1.56% | 26.95% |
| Kelly Criterion | 1.25% | 3.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.13% |
| Expected Shortfall (cVaR) | -1.08% | -2.13% |
| Year | 11403616:BTCUSD | 11403616:btcusd:triple_med_gx:lsma285_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.21 | 0.01 | - |
| 2025 | 16.76 | 2.92 | 0.17 | - |
| Metric | 11403616:btcusd:triple_med_gx:lsma285_140 | 11403616:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 8.74% | 31.46% |
| 6M | 2.92% | 12.77% |
| YTD | 2.92% | 16.76% |
| 1Y | 0.38% | 56.84% |
| 3Y (ann.) | 3.06% | 59.12% |
| 5Y (ann.) | 3.06% | 59.12% |
| Metric | 11403616:btcusd:triple_med_gx:lsma285_140 | 11403616:BTCUSD |
|---|---|---|
| Max Drawdown | -25.16% | -29.51% |
| Longest DD Days | 345.0 | 144.0 |
| Avg. Drawdown | -3.61% | -4.82% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.12 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-05-18 | -25.16 | 345 |
| 2025-05-23 | 2025-06-11 | -7.49 | 19 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403616:btcusd:triple_med_gx:lsma285_140 | 11403616:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.91% | 18.93% |
| Worst Week | -12.19% | -12.33% |
| Best Month | 13.08% | 37.42% |
| Worst Month | -14.75% | -17.69% |
| Best Year | 2.92% | 38.02% |
| Worst Year | 0.21% | 16.76% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.87% | -0.88% |
| Avg. Up Week | 4.06% | 3.86% |
| Avg. Down Week | -4.75% | -4.42% |
| Avg. Up Month | 5.48% | 18.38% |
| Avg. Down Month | -6.73% | -11.25% |
| Win Days % | 50.32% | 51.86% |
| Win Month % | 55.56% | 61.54% |
| Win Week % | 55.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |