| Metric | 11378239:btcusd:triple_med_gx:lsma280_55 | 11378239:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 9.31% | 79.62% |
| Max Drawdown | -15.74% | -29.51% |
| Sharpe | 0.25 | 0.65 |
| Sortino | 0.36 | 0.96 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 1.37 | 1.08 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 25.56 | 3.17 |
| Outlier Loss Ratio | 4.12 | 3.39 |
| Volatility (ann.) | 9.9% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.53 | 2.33 |
| Skew | 0.31 | 0.2 |
| Kurtosis | 17.1 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.64% | 4.27% |
| Expected Yearly % | 4.55% | 34.02% |
| Kelly Criterion | 1.65% | 4.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11378239:BTCUSD | 11378239:btcusd:triple_med_gx:lsma280_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.43 | -0.22 | - |
| 2025 | 30.14 | 19.37 | 0.64 | - |
| Metric | 11378239:btcusd:triple_med_gx:lsma280_55 | 11378239:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 14.94% | 45.08% |
| 6M | 19.37% | 28.47% |
| YTD | 19.37% | 30.14% |
| 1Y | 13.12% | 105.13% |
| 3Y (ann.) | 8.29% | 68.87% |
| 5Y (ann.) | 8.29% | 68.87% |
| Metric | 11378239:btcusd:triple_med_gx:lsma280_55 | 11378239:BTCUSD |
|---|---|---|
| Max Drawdown | -15.74% | -29.51% |
| Longest DD Days | 324.0 | 144.0 |
| Avg. Drawdown | -2.44% | -4.58% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.59 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-02 | 2025-04-22 | -15.74 | 324 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-27 | 2025-07-14 | -3.75 | 47 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-13 | 2025-05-18 | -1.83 | 4 |
| 2025-04-28 | 2025-05-01 | -1.32 | 2 |
| 2025-05-26 | 2025-05-27 | -0.82 | 1 |
| 2025-04-27 | 2025-04-28 | -0.46 | 0 |
| 2025-05-01 | 2025-05-02 | -0.33 | 0 |
| 2025-05-13 | 2025-05-13 | -0.18 | 0 |
| Metric | 11378239:btcusd:triple_med_gx:lsma280_55 | 11378239:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -3.22% | -9.32% |
| Best Week | 8.49% | 18.93% |
| Worst Week | -7.88% | -12.33% |
| Best Month | 14.79% | 37.42% |
| Worst Month | -8.05% | -17.69% |
| Best Year | 19.37% | 38.02% |
| Worst Year | -8.43% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 4.18% | 4.82% |
| Avg. Down Week | -2.93% | -4.42% |
| Avg. Up Month | 7.81% | 17.5% |
| Avg. Down Month | -4.47% | -11.25% |
| Win Days % | 49.63% | 51.93% |
| Win Month % | 45.45% | 64.29% |
| Win Week % | 40.0% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |