| Metric | 11403710:btcusd:triple_med_gx:lsma195_140 | 11403710:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 12.15% | 61.16% |
| Max Drawdown | -15.64% | -29.51% |
| Sharpe | 0.35 | 0.59 |
| Sortino | 0.57 | 0.85 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 1.68 | 1.07 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.4 | 0.98 |
| Outlier Win Ratio | 46.17 | 2.88 |
| Outlier Loss Ratio | 3.23 | 2.74 |
| Volatility (ann.) | 9.08% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.75 | 2.0 |
| Skew | 4.61 | 0.21 |
| Kurtosis | 117.24 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.89% | 3.74% |
| Expected Yearly % | 5.9% | 26.95% |
| Kelly Criterion | 5.79% | 4.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.13% |
| Expected Shortfall (cVaR) | -0.77% | -2.13% |
| Year | 11403710:BTCUSD | 11403710:btcusd:triple_med_gx:lsma195_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.53 | 0.04 | - |
| 2025 | 16.76 | 10.46 | 0.62 | - |
| Metric | 11403710:btcusd:triple_med_gx:lsma195_140 | 11403710:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.52% | 31.46% |
| 6M | 10.46% | 12.77% |
| YTD | 10.46% | 16.76% |
| 1Y | 9.84% | 56.84% |
| 3Y (ann.) | 11.81% | 59.12% |
| 5Y (ann.) | 11.81% | 59.12% |
| Metric | 11403710:btcusd:triple_med_gx:lsma195_140 | 11403710:BTCUSD |
|---|---|---|
| Max Drawdown | -15.64% | -29.51% |
| Longest DD Days | 304.0 | 144.0 |
| Avg. Drawdown | -2.6% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.78 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-04-08 | -15.64 | 304 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-11 | 2025-05-18 | -2.32 | 7 |
| 2025-05-21 | 2025-06-11 | -1.34 | 21 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-04-16 | 2025-05-10 | -1.01 | 24 |
| 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 |
| Metric | 11403710:btcusd:triple_med_gx:lsma195_140 | 11403710:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -5.01% | -9.32% |
| Best Week | 10.19% | 18.93% |
| Worst Week | -5.52% | -12.33% |
| Best Month | 10.72% | 37.42% |
| Worst Month | -8.11% | -17.69% |
| Best Year | 10.46% | 38.02% |
| Worst Year | 1.53% | 16.76% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 2.8% | 4.99% |
| Avg. Down Week | -3.33% | -6.02% |
| Avg. Up Month | 5.64% | 18.38% |
| Avg. Down Month | -8.11% | -8.73% |
| Win Days % | 51.65% | 51.86% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |