| Metric | 11400705:btcusd:triple_med_gx:lsma55_130 | 11400705:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 34.68% | 61.16% |
| Max Drawdown | -15.31% | -29.51% |
| Sharpe | 0.57 | 0.59 |
| Sortino | 0.92 | 0.85 |
| Payoff Ratio | 1.14 | 1.14 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.66 | 0.65 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 18.17 | 3.75 |
| Outlier Loss Ratio | 3.92 | 3.47 |
| Volatility (ann.) | 14.4% | 25.19% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.2 | 2.0 |
| Skew | 2.13 | 0.21 |
| Kurtosis | 33.07 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.32% | 3.74% |
| Expected Yearly % | 16.05% | 26.95% |
| Kelly Criterion | 5.29% | 9.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.13% |
| Expected Shortfall (cVaR) | -1.22% | -2.13% |
| Year | 11400705:BTCUSD | 11400705:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.90 | 0.65 | - |
| 2025 | 16.76 | 7.83 | 0.47 | - |
| Metric | 11400705:btcusd:triple_med_gx:lsma55_130 | 11400705:BTCUSD |
|---|---|---|
| MTD | 3.97% | 4.16% |
| 3M | 7.42% | 31.46% |
| 6M | 7.81% | 12.77% |
| YTD | 7.83% | 16.76% |
| 1Y | 29.54% | 56.84% |
| 3Y (ann.) | 33.61% | 59.12% |
| 5Y (ann.) | 33.61% | 59.12% |
| Metric | 11400705:btcusd:triple_med_gx:lsma55_130 | 11400705:BTCUSD |
|---|---|---|
| Max Drawdown | -15.31% | -29.51% |
| Longest DD Days | 95.0 | 144.0 |
| Avg. Drawdown | -4.83% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 2.27 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-03-06 | -15.31 | 74 |
| 2024-06-10 | 2024-08-08 | -14.11 | 58 |
| 2025-03-06 | 2025-06-09 | -13.40 | 95 |
| 2024-08-09 | 2024-09-13 | -9.75 | 35 |
| 2024-09-14 | 2024-10-14 | -7.95 | 30 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-10-15 | 2024-11-05 | -2.63 | 21 |
| 2024-11-07 | 2024-12-04 | -2.37 | 27 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| Metric | 11400705:btcusd:triple_med_gx:lsma55_130 | 11400705:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -7.25% | -12.33% |
| Best Month | 13.9% | 37.42% |
| Worst Month | -7.14% | -17.69% |
| Best Year | 24.9% | 38.02% |
| Worst Year | 7.83% | 16.76% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 3.98% | 4.13% |
| Avg. Down Week | -3.1% | -4.51% |
| Avg. Up Month | 4.12% | 13.54% |
| Avg. Down Month | -6.76% | -12.52% |
| Win Days % | 49.5% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 51.35% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |