| Metric | 11403682:btcusd:triple_med_gx:lsma55_140 | 11403682:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 29.53% | 61.16% |
| Max Drawdown | -18.7% | -29.51% |
| Sharpe | 0.49 | 0.59 |
| Sortino | 0.75 | 0.85 |
| Payoff Ratio | 1.11 | 1.05 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 20.1 | 3.76 |
| Outlier Loss Ratio | 3.74 | 3.56 |
| Volatility (ann.) | 15.02% | 25.19% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.53 | 2.0 |
| Skew | 1.07 | 0.21 |
| Kurtosis | 43.61 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.01% | 3.74% |
| Expected Yearly % | 13.81% | 26.95% |
| Kelly Criterion | 5.94% | 6.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.13% |
| Expected Shortfall (cVaR) | -1.27% | -2.13% |
| Year | 11403682:BTCUSD | 11403682:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.17 | 0.08 | - |
| 2025 | 16.76 | 25.55 | 1.52 | + |
| Metric | 11403682:btcusd:triple_med_gx:lsma55_140 | 11403682:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 19.61% | 31.46% |
| 6M | 20.05% | 12.77% |
| YTD | 25.55% | 16.76% |
| 1Y | 24.07% | 56.84% |
| 3Y (ann.) | 28.64% | 59.12% |
| 5Y (ann.) | 28.64% | 59.12% |
| Metric | 11403682:btcusd:triple_med_gx:lsma55_140 | 11403682:BTCUSD |
|---|---|---|
| Max Drawdown | -18.7% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -3.38% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.58 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-04 | -18.70 | 182 |
| 2024-12-05 | 2025-03-02 | -12.75 | 87 |
| 2025-03-03 | 2025-05-19 | -11.01 | 77 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-05-20 | 2025-05-20 | -0.84 | 0 |
| 2025-05-30 | 2025-05-31 | -0.79 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| Metric | 11403682:btcusd:triple_med_gx:lsma55_140 | 11403682:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 7.92% | 18.93% |
| Worst Week | -4.79% | -12.33% |
| Best Month | 9.48% | 37.42% |
| Worst Month | -6.25% | -17.69% |
| Best Year | 25.55% | 38.02% |
| Worst Year | 3.17% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.85% | -0.91% |
| Avg. Up Week | 3.34% | 3.78% |
| Avg. Down Week | -2.5% | -4.39% |
| Avg. Up Month | 4.34% | 12.59% |
| Avg. Down Month | -2.51% | -6.43% |
| Win Days % | 50.45% | 51.86% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 51.52% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |