| Metric | 11400482:btcusd:triple_med_gx:lsma55_130 | 11400482:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 33.1% | 61.16% |
| Max Drawdown | -24.44% | -29.51% |
| Sharpe | 0.52 | 0.59 |
| Sortino | 0.82 | 0.85 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.37 | 1.07 |
| CPC Index | 0.67 | 0.64 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 18.71 | 3.75 |
| Outlier Loss Ratio | 3.75 | 3.56 |
| Volatility (ann.) | 15.52% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.31 | 2.0 |
| Skew | 1.43 | 0.21 |
| Kurtosis | 42.83 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.22% | 3.74% |
| Expected Yearly % | 15.37% | 26.95% |
| Kelly Criterion | 6.26% | 8.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.13% |
| Expected Shortfall (cVaR) | -1.31% | -2.13% |
| Year | 11400482:BTCUSD | 11400482:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.74 | 0.10 | - |
| 2025 | 16.76 | 28.31 | 1.69 | + |
| Metric | 11400482:btcusd:triple_med_gx:lsma55_130 | 11400482:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 23.91% | 31.46% |
| 6M | 31.56% | 12.77% |
| YTD | 28.31% | 16.76% |
| 1Y | 36.14% | 56.84% |
| 3Y (ann.) | 32.09% | 59.12% |
| 5Y (ann.) | 32.09% | 59.12% |
| Metric | 11400482:btcusd:triple_med_gx:lsma55_130 | 11400482:BTCUSD |
|---|---|---|
| Max Drawdown | -24.44% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -4.19% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 1.35 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-04 | -24.44 | 180 |
| 2025-03-03 | 2025-05-08 | -12.99 | 66 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -5.88 | 6 |
| 2025-05-22 | 2025-06-08 | -4.28 | 16 |
| 2024-12-12 | 2024-12-24 | -1.73 | 11 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2025-05-20 | 2025-05-20 | -1.02 | 0 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11400482:btcusd:triple_med_gx:lsma55_130 | 11400482:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.91% | 18.93% |
| Worst Week | -9.0% | -12.33% |
| Best Month | 12.18% | 37.42% |
| Worst Month | -10.38% | -17.69% |
| Best Year | 28.31% | 38.02% |
| Worst Year | 3.74% | 16.76% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.85% | -0.86% |
| Avg. Up Week | 3.39% | 4.14% |
| Avg. Down Week | -2.71% | -4.22% |
| Avg. Up Month | 5.76% | 12.93% |
| Avg. Down Month | -3.0% | -8.96% |
| Win Days % | 50.32% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 62.07% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |