| Metric | 11392335:btcusd:triple_med_gx:lsma55_105 | 11392335:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 9.84% | 61.16% |
| Max Drawdown | -31.9% | -29.51% |
| Sharpe | 0.22 | 0.59 |
| Sortino | 0.33 | 0.85 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 0.96 | 1.07 |
| CPC Index | 0.56 | 0.6 |
| Tail Ratio | 0.9 | 0.98 |
| Outlier Win Ratio | 16.11 | 3.89 |
| Outlier Loss Ratio | 3.72 | 3.61 |
| Volatility (ann.) | 16.79% | 25.19% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.3 | 2.0 |
| Skew | 1.0 | 0.21 |
| Kurtosis | 32.84 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.72% | 3.74% |
| Expected Yearly % | 4.81% | 26.95% |
| Kelly Criterion | 0.86% | 6.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.13% |
| Expected Shortfall (cVaR) | -1.44% | -2.13% |
| Year | 11392335:BTCUSD | 11392335:btcusd:triple_med_gx:lsma55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.19 | 0.08 | - |
| 2025 | 16.76 | 6.44 | 0.38 | - |
| Metric | 11392335:btcusd:triple_med_gx:lsma55_105 | 11392335:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | -0.08% | 31.46% |
| 6M | 6.74% | 12.77% |
| YTD | 6.44% | 16.76% |
| 1Y | 9.24% | 56.84% |
| 3Y (ann.) | 9.57% | 59.12% |
| 5Y (ann.) | 9.57% | 59.12% |
| Metric | 11392335:btcusd:triple_med_gx:lsma55_105 | 11392335:BTCUSD |
|---|---|---|
| Max Drawdown | -31.9% | -29.51% |
| Longest DD Days | 186.0 | 144.0 |
| Avg. Drawdown | -6.25% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.31 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-11 | -31.90 | 186 |
| 2025-03-03 | 2025-06-11 | -17.22 | 100 |
| 2025-02-04 | 2025-03-02 | -10.40 | 26 |
| 2024-12-26 | 2025-02-03 | -6.93 | 39 |
| 2024-12-21 | 2024-12-24 | -4.59 | 3 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11392335:btcusd:triple_med_gx:lsma55_105 | 11392335:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.31% | 18.93% |
| Worst Week | -8.62% | -12.33% |
| Best Month | 10.7% | 37.42% |
| Worst Month | -7.45% | -17.69% |
| Best Year | 6.44% | 38.02% |
| Worst Year | 3.19% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 3.29% | 4.56% |
| Avg. Down Week | -3.04% | -4.75% |
| Avg. Up Month | 4.74% | 13.9% |
| Avg. Down Month | -7.15% | -8.04% |
| Win Days % | 48.58% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 51.35% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |