| Metric | 11400593:btcusd:triple_med_gx:lsma55_130 | 11400593:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 29.69% | 61.16% |
| Max Drawdown | -19.63% | -29.51% |
| Sharpe | 0.51 | 0.59 |
| Sortino | 0.76 | 0.85 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.65 | 0.62 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 18.86 | 3.75 |
| Outlier Loss Ratio | 3.86 | 3.47 |
| Volatility (ann.) | 14.27% | 25.19% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.47 | 2.0 |
| Skew | -0.04 | 0.21 |
| Kurtosis | 36.38 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.02% | 3.74% |
| Expected Yearly % | 13.88% | 26.95% |
| Kelly Criterion | 5.57% | 7.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.13% |
| Expected Shortfall (cVaR) | -1.21% | -2.13% |
| Year | 11400593:BTCUSD | 11400593:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.15 | 0.21 | - |
| 2025 | 16.76 | 19.92 | 1.19 | + |
| Metric | 11400593:btcusd:triple_med_gx:lsma55_130 | 11400593:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 21.59% | 31.46% |
| 6M | 18.12% | 12.77% |
| YTD | 19.92% | 16.76% |
| 1Y | 26.81% | 56.84% |
| 3Y (ann.) | 28.8% | 59.12% |
| 5Y (ann.) | 28.8% | 59.12% |
| Metric | 11400593:btcusd:triple_med_gx:lsma55_130 | 11400593:BTCUSD |
|---|---|---|
| Max Drawdown | -19.63% | -29.51% |
| Longest DD Days | 127.0 | 144.0 |
| Avg. Drawdown | -3.24% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 1.51 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-13 | -19.63 | 94 |
| 2024-12-05 | 2025-04-11 | -14.19 | 127 |
| 2025-05-23 | 2025-06-09 | -7.91 | 17 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-11-04 | 2024-12-05 | -4.21 | 30 |
| 2025-04-13 | 2025-05-08 | -1.80 | 25 |
| 2025-05-11 | 2025-05-20 | -1.43 | 9 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-04-11 | 2025-04-12 | -0.72 | 0 |
| Metric | 11400593:btcusd:triple_med_gx:lsma55_130 | 11400593:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.02% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 10.92% | 37.42% |
| Worst Month | -7.78% | -17.69% |
| Best Year | 19.92% | 38.02% |
| Worst Year | 8.15% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 3.09% | 3.63% |
| Avg. Down Week | -2.8% | -4.67% |
| Avg. Up Month | 5.22% | 8.63% |
| Avg. Down Month | -5.02% | -9.42% |
| Win Days % | 50.1% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 57.58% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |