| Metric | 11395554:btcusd:triple_med_gx:lsma205_115 | 11395554:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 13.36% | 61.16% |
| Max Drawdown | -25.82% | -29.51% |
| Sharpe | 0.31 | 0.59 |
| Sortino | 0.45 | 0.85 |
| Payoff Ratio | 0.98 | 0.96 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.62 | 1.07 |
| CPC Index | 0.58 | 0.55 |
| Tail Ratio | 1.44 | 0.98 |
| Outlier Win Ratio | 29.47 | 3.34 |
| Outlier Loss Ratio | 3.38 | 3.41 |
| Volatility (ann.) | 12.27% | 25.19% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.5 | 2.0 |
| Skew | 0.61 | 0.21 |
| Kurtosis | 73.26 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.97% | 3.74% |
| Expected Yearly % | 6.47% | 26.95% |
| Kelly Criterion | 3.71% | 1.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.13% |
| Expected Shortfall (cVaR) | -1.05% | -2.13% |
| Year | 11395554:BTCUSD | 11395554:btcusd:triple_med_gx:lsma205_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.07 | 0.13 | - |
| 2025 | 16.76 | 7.89 | 0.47 | - |
| Metric | 11395554:btcusd:triple_med_gx:lsma205_115 | 11395554:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.38% | 31.46% |
| 6M | 7.89% | 12.77% |
| YTD | 7.89% | 16.76% |
| 1Y | 15.27% | 56.84% |
| 3Y (ann.) | 12.98% | 59.12% |
| 5Y (ann.) | 12.98% | 59.12% |
| Metric | 11395554:btcusd:triple_med_gx:lsma205_115 | 11395554:BTCUSD |
|---|---|---|
| Max Drawdown | -25.82% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -4.76% | -4.82% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 0.52 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-10 | -25.82 | 155 |
| 2025-02-06 | 2025-05-08 | -14.17 | 91 |
| 2025-05-19 | 2025-06-11 | -3.29 | 23 |
| 2024-11-30 | 2025-01-27 | -2.94 | 58 |
| 2025-01-28 | 2025-02-06 | -2.24 | 9 |
| 2025-05-09 | 2025-05-18 | -1.94 | 9 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-11-29 | 2024-11-29 | -0.47 | 0 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395554:btcusd:triple_med_gx:lsma205_115 | 11395554:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.71% | 18.93% |
| Worst Week | -7.63% | -12.33% |
| Best Month | 19.59% | 37.42% |
| Worst Month | -13.26% | -17.69% |
| Best Year | 7.89% | 38.02% |
| Worst Year | 5.07% | 16.76% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.92% | -0.95% |
| Avg. Up Week | 6.43% | 8.67% |
| Avg. Down Week | -3.58% | -5.08% |
| Avg. Up Month | 6.59% | 15.1% |
| Avg. Down Month | -4.7% | -7.82% |
| Win Days % | 52.25% | 51.86% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 47.62% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |