| Metric | 11395582:btcusd:triple_med_gx:lsma70_115 | 11395582:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 25.74% | 61.16% |
| Max Drawdown | -28.14% | -29.51% |
| Sharpe | 0.41 | 0.59 |
| Sortino | 0.62 | 0.85 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.03 | 0.98 |
| Outlier Win Ratio | 15.35 | 3.82 |
| Outlier Loss Ratio | 3.68 | 3.6 |
| Volatility (ann.) | 16.87% | 25.19% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.89 | 2.0 |
| Skew | 0.91 | 0.21 |
| Kurtosis | 32.22 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.78% | 3.74% |
| Expected Yearly % | 12.13% | 26.95% |
| Kelly Criterion | 4.08% | 5.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.13% |
| Expected Shortfall (cVaR) | -1.43% | -2.13% |
| Year | 11395582:BTCUSD | 11395582:btcusd:triple_med_gx:lsma70_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.00 | 0.13 | - |
| 2025 | 16.76 | 19.75 | 1.18 | + |
| Metric | 11395582:btcusd:triple_med_gx:lsma70_115 | 11395582:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 20.22% | 31.46% |
| 6M | 21.64% | 12.77% |
| YTD | 19.75% | 16.76% |
| 1Y | 29.85% | 56.84% |
| 3Y (ann.) | 24.97% | 59.12% |
| 5Y (ann.) | 24.97% | 59.12% |
| Metric | 11395582:btcusd:triple_med_gx:lsma70_115 | 11395582:BTCUSD |
|---|---|---|
| Max Drawdown | -28.14% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -5.44% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.91 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -28.14 | 153 |
| 2025-03-03 | 2025-05-08 | -16.84 | 66 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-11-29 | 2024-12-04 | -3.12 | 5 |
| 2025-05-09 | 2025-06-01 | -2.24 | 23 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| Metric | 11395582:btcusd:triple_med_gx:lsma70_115 | 11395582:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.28% | 37.42% |
| Worst Month | -12.87% | -17.69% |
| Best Year | 19.75% | 38.02% |
| Worst Year | 5.0% | 16.76% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 4.42% | 4.51% |
| Avg. Down Week | -2.54% | -3.94% |
| Avg. Up Month | 6.84% | 12.23% |
| Avg. Down Month | -7.49% | -8.96% |
| Win Days % | 50.35% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 45.71% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |