| Metric | 11403687:btcusd:triple_med_gx:lsma75_140 | 11403687:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 5.31% | 61.16% |
| Max Drawdown | -30.88% | -29.51% |
| Sharpe | 0.16 | 0.59 |
| Sortino | 0.23 | 0.85 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 0.96 | 1.07 |
| CPC Index | 0.54 | 0.58 |
| Tail Ratio | 0.92 | 0.98 |
| Outlier Win Ratio | 16.37 | 3.89 |
| Outlier Loss Ratio | 3.57 | 3.68 |
| Volatility (ann.) | 17.17% | 25.19% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.17 | 2.0 |
| Skew | 0.82 | 0.21 |
| Kurtosis | 30.68 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.4% | 3.74% |
| Expected Yearly % | 2.62% | 26.95% |
| Kelly Criterion | 0.37% | 4.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.13% |
| Expected Shortfall (cVaR) | -1.47% | -2.13% |
| Year | 11403687:BTCUSD | 11403687:btcusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.92 | -0.13 | - |
| 2025 | 16.76 | 10.77 | 0.64 | - |
| Metric | 11403687:btcusd:triple_med_gx:lsma75_140 | 11403687:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 13.41% | 31.46% |
| 6M | 7.78% | 12.77% |
| YTD | 10.77% | 16.76% |
| 1Y | 3.21% | 56.84% |
| 3Y (ann.) | 5.17% | 59.12% |
| 5Y (ann.) | 5.17% | 59.12% |
| Metric | 11403687:btcusd:triple_med_gx:lsma75_140 | 11403687:BTCUSD |
|---|---|---|
| Max Drawdown | -30.88% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -6.7% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.17 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-05 | -30.88 | 175 |
| 2025-03-03 | 2025-06-11 | -17.71 | 100 |
| 2024-12-05 | 2025-03-02 | -11.89 | 87 |
| 2024-06-07 | 2024-06-12 | -3.68 | 5 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403687:btcusd:triple_med_gx:lsma75_140 | 11403687:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.25% | 18.93% |
| Worst Week | -9.61% | -12.33% |
| Best Month | 9.81% | 37.42% |
| Worst Month | -7.23% | -17.69% |
| Best Year | 10.77% | 38.02% |
| Worst Year | -4.92% | 16.76% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.93% | -0.96% |
| Avg. Up Week | 3.43% | 4.41% |
| Avg. Down Week | -3.56% | -4.25% |
| Avg. Up Month | 6.34% | 13.94% |
| Avg. Down Month | -6.0% | -5.35% |
| Win Days % | 48.98% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |