| Metric | 11403794:btcusd:triple_med_gx:lsma55_140 | 11403794:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 20.84% | 61.16% |
| Max Drawdown | -16.63% | -29.51% |
| Sharpe | 0.38 | 0.59 |
| Sortino | 0.58 | 0.85 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 18.88 | 3.49 |
| Outlier Loss Ratio | 3.72 | 3.52 |
| Volatility (ann.) | 14.83% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.22 | 2.0 |
| Skew | 1.05 | 0.21 |
| Kurtosis | 45.24 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.47% | 3.74% |
| Expected Yearly % | 9.93% | 26.95% |
| Kelly Criterion | 4.02% | 5.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.13% |
| Expected Shortfall (cVaR) | -1.26% | -2.13% |
| Year | 11403794:BTCUSD | 11403794:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.37 | -0.01 | - |
| 2025 | 16.76 | 21.29 | 1.27 | + |
| Metric | 11403794:btcusd:triple_med_gx:lsma55_140 | 11403794:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 9.79% | 31.46% |
| 6M | 14.58% | 12.77% |
| YTD | 21.29% | 16.76% |
| 1Y | 16.84% | 56.84% |
| 3Y (ann.) | 20.23% | 59.12% |
| 5Y (ann.) | 20.23% | 59.12% |
| Metric | 11403794:btcusd:triple_med_gx:lsma55_140 | 11403794:BTCUSD |
|---|---|---|
| Max Drawdown | -16.63% | -29.51% |
| Longest DD Days | 117.0 | 144.0 |
| Avg. Drawdown | -5.43% | -4.82% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 1.25 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -16.63 | 64 |
| 2025-03-03 | 2025-05-21 | -11.01 | 79 |
| 2024-12-05 | 2025-02-03 | -9.01 | 60 |
| 2024-08-09 | 2024-12-04 | -8.86 | 117 |
| 2025-05-23 | 2025-06-09 | -6.70 | 17 |
| 2025-02-04 | 2025-03-02 | -5.67 | 26 |
| 2025-06-10 | 2025-06-11 | -0.86 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403794:btcusd:triple_med_gx:lsma55_140 | 11403794:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 6.12% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 5.41% | 37.42% |
| Worst Month | -3.27% | -17.69% |
| Best Year | 21.29% | 38.02% |
| Worst Year | -0.37% | 16.76% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 3.0% | 4.27% |
| Avg. Down Week | -2.82% | -4.32% |
| Avg. Up Month | 2.54% | 12.23% |
| Avg. Down Month | -2.66% | -6.43% |
| Win Days % | 50.44% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 53.12% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |