| Metric | 11378351:btcusd:triple_med_gx:lsma275_55 | 11378351:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 14.27% | 79.62% |
| Max Drawdown | -15.9% | -29.51% |
| Sharpe | 0.34 | 0.65 |
| Sortino | 0.48 | 0.96 |
| Payoff Ratio | 1.0 | 1.0 |
| Profit Factor | 1.11 | 1.11 |
| Common Sense Ratio | 1.51 | 1.08 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.36 | 0.98 |
| Outlier Win Ratio | 25.47 | 3.27 |
| Outlier Loss Ratio | 3.84 | 3.38 |
| Volatility (ann.) | 10.3% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.8 | 2.33 |
| Skew | -0.43 | 0.2 |
| Kurtosis | 19.41 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.96% | 4.27% |
| Expected Yearly % | 6.9% | 34.02% |
| Kelly Criterion | 2.93% | 3.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.07% |
| Expected Shortfall (cVaR) | -0.88% | -2.07% |
| Year | 11378351:BTCUSD | 11378351:btcusd:triple_med_gx:lsma275_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.43 | 0.04 | - |
| 2025 | 30.14 | 12.66 | 0.42 | - |
| Metric | 11378351:btcusd:triple_med_gx:lsma275_55 | 11378351:BTCUSD |
|---|---|---|
| MTD | 2.05% | 13.36% |
| 3M | 22.34% | 45.08% |
| 6M | 12.66% | 28.47% |
| YTD | 12.66% | 30.14% |
| 1Y | 16.29% | 105.13% |
| 3Y (ann.) | 12.67% | 68.87% |
| 5Y (ann.) | 12.67% | 68.87% |
| Metric | 11378351:btcusd:triple_med_gx:lsma275_55 | 11378351:BTCUSD |
|---|---|---|
| Max Drawdown | -15.9% | -29.51% |
| Longest DD Days | 152.0 | 144.0 |
| Avg. Drawdown | -3.34% | -4.58% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 0.9 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-27 | -15.90 | 121 |
| 2024-11-30 | 2025-05-01 | -10.92 | 152 |
| 2024-06-10 | 2024-07-29 | -7.33 | 48 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-21 | 2025-07-14 | -3.31 | 54 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-27 | 2024-11-29 | -1.52 | 1 |
| 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 |
| Metric | 11378351:btcusd:triple_med_gx:lsma275_55 | 11378351:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -8.57% | -12.33% |
| Best Month | 12.43% | 37.42% |
| Worst Month | -6.38% | -17.69% |
| Best Year | 12.66% | 38.02% |
| Worst Year | 1.43% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.9% | 5.04% |
| Avg. Down Week | -3.4% | -3.98% |
| Avg. Up Month | 6.56% | 16.67% |
| Avg. Down Month | -3.68% | -9.25% |
| Win Days % | 51.5% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 51.72% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |