| Metric | 11398516:btcusd:triple_med_gx:lsma55_125 | 11398516:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 20.12% | 61.16% |
| Max Drawdown | -21.36% | -29.51% |
| Sharpe | 0.36 | 0.59 |
| Sortino | 0.54 | 0.85 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 19.36 | 3.89 |
| Outlier Loss Ratio | 3.58 | 3.6 |
| Volatility (ann.) | 15.75% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.91 | 2.0 |
| Skew | 0.71 | 0.21 |
| Kurtosis | 37.64 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.42% | 3.74% |
| Expected Yearly % | 9.6% | 26.95% |
| Kelly Criterion | 4.26% | 5.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.13% |
| Expected Shortfall (cVaR) | -1.34% | -2.13% |
| Year | 11398516:BTCUSD | 11398516:btcusd:triple_med_gx:lsma55_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.73 | 0.15 | - |
| 2025 | 16.76 | 13.61 | 0.81 | - |
| Metric | 11398516:btcusd:triple_med_gx:lsma55_125 | 11398516:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 13.08% | 31.46% |
| 6M | 11.27% | 12.77% |
| YTD | 13.61% | 16.76% |
| 1Y | 14.95% | 56.84% |
| 3Y (ann.) | 19.54% | 59.12% |
| 5Y (ann.) | 19.54% | 59.12% |
| Metric | 11398516:btcusd:triple_med_gx:lsma55_125 | 11398516:BTCUSD |
|---|---|---|
| Max Drawdown | -21.36% | -29.51% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -4.38% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 0.94 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-12-05 | -21.36 | 125 |
| 2025-03-03 | 2025-05-19 | -14.81 | 77 |
| 2024-12-26 | 2025-03-02 | -14.53 | 66 |
| 2024-06-05 | 2024-07-10 | -9.08 | 34 |
| 2024-12-05 | 2024-12-24 | -5.45 | 19 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-21 | 2025-06-01 | -1.95 | 11 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2024-07-10 | 2024-08-01 | -1.21 | 22 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11398516:btcusd:triple_med_gx:lsma55_125 | 11398516:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 6.16% | 18.93% |
| Worst Week | -6.01% | -12.33% |
| Best Month | 11.52% | 37.42% |
| Worst Month | -6.41% | -17.69% |
| Best Year | 13.61% | 38.02% |
| Worst Year | 5.73% | 16.76% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 2.88% | 4.46% |
| Avg. Down Week | -2.17% | -4.8% |
| Avg. Up Month | 5.33% | 13.34% |
| Avg. Down Month | -3.44% | -11.25% |
| Win Days % | 50.54% | 51.86% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 51.52% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |