| Metric | 11377317:btcusd:triple_med_gx:lsma215_50 | 11377317:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 14.03% | 79.62% |
| Max Drawdown | -17.13% | -29.51% |
| Sharpe | 0.36 | 0.65 |
| Sortino | 0.52 | 0.96 |
| Payoff Ratio | 1.01 | 0.97 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | 1.66 | 1.08 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.48 | 0.98 |
| Outlier Win Ratio | 28.83 | 3.16 |
| Outlier Loss Ratio | 3.7 | 3.17 |
| Volatility (ann.) | 9.36% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.73 | 2.33 |
| Skew | -0.13 | 0.2 |
| Kurtosis | 22.28 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.94% | 4.27% |
| Expected Yearly % | 6.78% | 34.02% |
| Kelly Criterion | 4.56% | 2.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.07% |
| Expected Shortfall (cVaR) | -0.8% | -2.07% |
| Year | 11377317:BTCUSD | 11377317:btcusd:triple_med_gx:lsma215_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.92 | -0.08 | - |
| 2025 | 30.14 | 17.46 | 0.58 | - |
| Metric | 11377317:btcusd:triple_med_gx:lsma215_50 | 11377317:BTCUSD |
|---|---|---|
| MTD | 2.82% | 13.36% |
| 3M | 27.68% | 45.08% |
| 6M | 18.8% | 28.47% |
| YTD | 17.46% | 30.14% |
| 1Y | 17.98% | 105.13% |
| 3Y (ann.) | 12.46% | 68.87% |
| 5Y (ann.) | 12.46% | 68.87% |
| Metric | 11377317:btcusd:triple_med_gx:lsma215_50 | 11377317:BTCUSD |
|---|---|---|
| Max Drawdown | -17.13% | -29.51% |
| Longest DD Days | 338.0 | 144.0 |
| Avg. Drawdown | -2.59% | -4.58% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | 0.82 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-05-08 | -17.13 | 338 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2025-05-15 | 2025-05-18 | -0.93 | 2 |
| 2024-06-01 | 2024-06-03 | -0.41 | 1 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| 2025-05-15 | 2025-05-15 | -0.18 | 0 |
| 2025-07-01 | 2025-07-02 | -0.18 | 0 |
| 2025-07-03 | 2025-07-03 | -0.03 | 0 |
| Metric | 11377317:btcusd:triple_med_gx:lsma215_50 | 11377317:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -8.84% | -12.33% |
| Best Month | 13.36% | 37.42% |
| Worst Month | -6.76% | -17.69% |
| Best Year | 17.46% | 38.02% |
| Worst Year | -2.92% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.37% | 4.5% |
| Avg. Down Week | -3.74% | -4.33% |
| Avg. Up Month | 7.9% | 16.67% |
| Avg. Down Month | -4.97% | -11.25% |
| Win Days % | 52.1% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 58.62% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |