| Metric | 11400426:btcusd:triple_med_gx:lsma55_130 | 11400426:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 41.28% | 61.16% |
| Max Drawdown | -24.08% | -29.51% |
| Sharpe | 0.62 | 0.59 |
| Sortino | 0.97 | 0.85 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.21 | 1.1 |
| Common Sense Ratio | 1.51 | 1.07 |
| CPC Index | 0.69 | 0.62 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 18.5 | 3.75 |
| Outlier Loss Ratio | 3.79 | 3.52 |
| Volatility (ann.) | 15.42% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.66 | 2.0 |
| Skew | 1.49 | 0.21 |
| Kurtosis | 43.76 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.69% | 3.74% |
| Expected Yearly % | 18.86% | 26.95% |
| Kelly Criterion | 6.98% | 7.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.13% |
| Expected Shortfall (cVaR) | -1.3% | -2.13% |
| Year | 11400426:BTCUSD | 11400426:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.09 | 0.21 | - |
| 2025 | 16.76 | 30.70 | 1.83 | + |
| Metric | 11400426:btcusd:triple_med_gx:lsma55_130 | 11400426:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 24.29% | 31.46% |
| 6M | 34.93% | 12.77% |
| YTD | 30.7% | 16.76% |
| 1Y | 45.08% | 56.84% |
| 3Y (ann.) | 39.98% | 59.12% |
| 5Y (ann.) | 39.98% | 59.12% |
| Metric | 11400426:btcusd:triple_med_gx:lsma55_130 | 11400426:BTCUSD |
|---|---|---|
| Max Drawdown | -24.08% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -3.75% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 1.71 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-04 | -24.08 | 180 |
| 2025-03-03 | 2025-05-08 | -11.57 | 66 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -5.45 | 5 |
| 2025-05-30 | 2025-06-08 | -4.29 | 9 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2025-05-10 | 2025-05-20 | -1.06 | 10 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| Metric | 11400426:btcusd:triple_med_gx:lsma55_130 | 11400426:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.62% | 18.93% |
| Worst Week | -7.97% | -12.33% |
| Best Month | 10.87% | 37.42% |
| Worst Month | -9.09% | -17.69% |
| Best Year | 30.7% | 38.02% |
| Worst Year | 8.09% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 3.73% | 4.37% |
| Avg. Down Week | -2.66% | -4.15% |
| Avg. Up Month | 6.08% | 14.57% |
| Avg. Down Month | -5.15% | -12.52% |
| Win Days % | 50.74% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 62.5% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |