| Metric | 11397201:btcusd:triple_med_gx:lsma75_120 | 11397201:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 22.02% | 61.16% |
| Max Drawdown | -27.69% | -29.51% |
| Sharpe | 0.38 | 0.59 |
| Sortino | 0.55 | 0.85 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 1.22 | 1.07 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 15.7 | 3.79 |
| Outlier Loss Ratio | 3.79 | 3.65 |
| Volatility (ann.) | 16.22% | 25.19% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.77 | 2.0 |
| Skew | 0.14 | 0.21 |
| Kurtosis | 28.66 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.54% | 3.74% |
| Expected Yearly % | 10.46% | 26.95% |
| Kelly Criterion | 3.61% | 6.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.13% |
| Expected Shortfall (cVaR) | -1.38% | -2.13% |
| Year | 11397201:BTCUSD | 11397201:btcusd:triple_med_gx:lsma75_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.17 | 0.14 | - |
| 2025 | 16.76 | 16.02 | 0.96 | - |
| Metric | 11397201:btcusd:triple_med_gx:lsma75_120 | 11397201:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 27.51% | 31.46% |
| 6M | 19.88% | 12.77% |
| YTD | 16.02% | 16.76% |
| 1Y | 25.42% | 56.84% |
| 3Y (ann.) | 21.38% | 59.12% |
| 5Y (ann.) | 21.38% | 59.12% |
| Metric | 11397201:btcusd:triple_med_gx:lsma75_120 | 11397201:BTCUSD |
|---|---|---|
| Max Drawdown | -27.69% | -29.51% |
| Longest DD Days | 152.0 | 144.0 |
| Avg. Drawdown | -4.21% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 0.8 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -27.69 | 152 |
| 2025-02-06 | 2025-05-08 | -19.42 | 91 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-02-06 | -6.93 | 42 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 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 |
| 2025-05-15 | 2025-05-15 | -1.10 | 0 |
| Metric | 11397201:btcusd:triple_med_gx:lsma75_120 | 11397201:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -7.99% | -12.33% |
| Best Month | 10.53% | 37.42% |
| Worst Month | -13.85% | -17.69% |
| Best Year | 16.02% | 38.02% |
| Worst Year | 5.17% | 16.76% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.86% | -0.88% |
| Avg. Up Week | 4.21% | 4.13% |
| Avg. Down Week | -2.5% | -4.3% |
| Avg. Up Month | 6.3% | 12.23% |
| Avg. Down Month | -7.54% | -8.96% |
| Win Days % | 50.09% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 47.06% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |