| Metric | 11376288:btcusd:triple_med_gx:lsma225_45 | 11376288:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 8.47% | 79.62% |
| Max Drawdown | -14.43% | -29.51% |
| Sharpe | 0.24 | 0.65 |
| Sortino | 0.34 | 0.96 |
| Payoff Ratio | 0.98 | 0.95 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 1.51 | 1.08 |
| CPC Index | 0.54 | 0.54 |
| Tail Ratio | 1.4 | 0.98 |
| Outlier Win Ratio | 28.06 | 3.15 |
| Outlier Loss Ratio | 3.81 | 3.2 |
| Volatility (ann.) | 9.56% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.52 | 2.33 |
| Skew | -0.24 | 0.2 |
| Kurtosis | 21.67 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.58% | 4.27% |
| Expected Yearly % | 4.15% | 34.02% |
| Kelly Criterion | 1.02% | 1.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.07% |
| Expected Shortfall (cVaR) | -0.82% | -2.07% |
| Year | 11376288:BTCUSD | 11376288:btcusd:triple_med_gx:lsma225_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.09 | -0.00 | - |
| 2025 | 30.14 | 8.57 | 0.28 | - |
| Metric | 11376288:btcusd:triple_med_gx:lsma225_45 | 11376288:BTCUSD |
|---|---|---|
| MTD | 2.95% | 13.36% |
| 3M | 19.32% | 45.08% |
| 6M | 8.57% | 28.47% |
| YTD | 8.57% | 30.14% |
| 1Y | 11.64% | 105.13% |
| 3Y (ann.) | 7.55% | 68.87% |
| 5Y (ann.) | 7.55% | 68.87% |
| Metric | 11376288:btcusd:triple_med_gx:lsma225_45 | 11376288:BTCUSD |
|---|---|---|
| Max Drawdown | -14.43% | -29.51% |
| Longest DD Days | 339.0 | 144.0 |
| Avg. Drawdown | -2.54% | -4.58% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | 0.59 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-05-08 | -14.43 | 339 |
| 2025-05-19 | 2025-07-02 | -3.29 | 44 |
| 2025-07-04 | 2025-07-14 | -1.78 | 10 |
| 2025-05-14 | 2025-05-15 | -1.28 | 0 |
| 2025-05-15 | 2025-05-18 | -0.93 | 2 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| 2025-07-03 | 2025-07-03 | -0.03 | 0 |
| Metric | 11376288:btcusd:triple_med_gx:lsma225_45 | 11376288:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.85% | 18.93% |
| Worst Week | -7.9% | -12.33% |
| Best Month | 12.93% | 37.42% |
| Worst Month | -8.81% | -17.69% |
| Best Year | 8.57% | 38.02% |
| Worst Year | -0.09% | 30.14% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 3.44% | 4.68% |
| Avg. Down Week | -3.13% | -4.07% |
| Avg. Up Month | 9.01% | 17.31% |
| Avg. Down Month | -4.17% | -8.96% |
| Win Days % | 50.93% | 51.93% |
| Win Month % | 33.33% | 64.29% |
| Win Week % | 46.67% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |