| Metric | 11371058:btcusd:triple_med_gx:lsma55_15 | 11371058:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 13.19% | 79.62% |
| Max Drawdown | -17.84% | -29.51% |
| Sharpe | 0.35 | 0.65 |
| Sortino | 0.51 | 0.96 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 1.94 | 1.08 |
| CPC Index | 0.62 | 0.64 |
| Tail Ratio | 1.7 | 0.98 |
| Outlier Win Ratio | 36.49 | 3.26 |
| Outlier Loss Ratio | 3.65 | 3.13 |
| Volatility (ann.) | 8.97% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.66 | 2.33 |
| Skew | -0.16 | 0.2 |
| Kurtosis | 27.7 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.89% | 4.27% |
| Expected Yearly % | 6.39% | 34.02% |
| Kelly Criterion | 0.87% | 8.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11371058:BTCUSD | 11371058:btcusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.06 | 0.05 | - |
| 2025 | 30.14 | 10.91 | 0.36 | - |
| Metric | 11371058:btcusd:triple_med_gx:lsma55_15 | 11371058:BTCUSD |
|---|---|---|
| MTD | 2.93% | 13.36% |
| 3M | 12.03% | 45.08% |
| 6M | 10.91% | 28.47% |
| YTD | 10.91% | 30.14% |
| 1Y | 3.13% | 105.13% |
| 3Y (ann.) | 11.73% | 68.87% |
| 5Y (ann.) | 11.73% | 68.87% |
| Metric | 11371058:btcusd:triple_med_gx:lsma55_15 | 11371058:BTCUSD |
|---|---|---|
| Max Drawdown | -17.84% | -29.51% |
| Longest DD Days | 323.0 | 144.0 |
| Avg. Drawdown | -2.84% | -4.58% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.74 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-07-14 | -17.84 | 323 |
| 2024-08-09 | 2024-08-23 | -5.78 | 14 |
| 2024-06-05 | 2024-07-01 | -4.35 | 25 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-08-08 | 2024-08-08 | -0.18 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-07-08 | 2024-07-08 | -0.18 | 0 |
| Metric | 11371058:btcusd:triple_med_gx:lsma55_15 | 11371058:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -6.75% | -12.33% |
| Best Month | 9.11% | 37.42% |
| Worst Month | -7.12% | -17.69% |
| Best Year | 10.91% | 38.02% |
| Worst Year | 2.06% | 30.14% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 2.46% | 5.26% |
| Avg. Down Week | -1.22% | -3.57% |
| Avg. Up Month | 5.67% | 7.94% |
| Avg. Down Month | -3.46% | -7.67% |
| Win Days % | 46.97% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 51.43% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |