| Metric | 11378224:btcusd:triple_med_gx:lsma195_55 | 11378224:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 12.35% | 79.62% |
| Max Drawdown | -13.83% | -29.51% |
| Sharpe | 0.35 | 0.65 |
| Sortino | 0.52 | 0.96 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | 1.59 | 1.08 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 1.41 | 0.98 |
| Outlier Win Ratio | 32.15 | 3.09 |
| Outlier Loss Ratio | 4.31 | 3.1 |
| Volatility (ann.) | 8.5% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.79 | 2.33 |
| Skew | 0.88 | 0.2 |
| Kurtosis | 23.2 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.83% | 4.27% |
| Expected Yearly % | 5.99% | 34.02% |
| Kelly Criterion | 2.76% | 8.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.07% |
| Expected Shortfall (cVaR) | -0.72% | -2.07% |
| Year | 11378224:BTCUSD | 11378224:btcusd:triple_med_gx:lsma195_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.04 | -0.16 | - |
| 2025 | 30.14 | 19.57 | 0.65 | - |
| Metric | 11378224:btcusd:triple_med_gx:lsma195_55 | 11378224:BTCUSD |
|---|---|---|
| MTD | 1.69% | 13.36% |
| 3M | 14.73% | 45.08% |
| 6M | 18.7% | 28.47% |
| YTD | 19.57% | 30.14% |
| 1Y | 13.32% | 105.13% |
| 3Y (ann.) | 10.98% | 68.87% |
| 5Y (ann.) | 10.98% | 68.87% |
| Metric | 11378224:btcusd:triple_med_gx:lsma195_55 | 11378224:BTCUSD |
|---|---|---|
| Max Drawdown | -13.83% | -29.51% |
| Longest DD Days | 268.0 | 144.0 |
| Avg. Drawdown | -2.49% | -4.58% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.89 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-27 | 2025-04-22 | -13.83 | 268 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-13 | 2025-07-02 | -2.29 | 49 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2025-04-28 | 2025-05-01 | -1.32 | 2 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-06-01 | 2024-07-20 | -1.12 | 49 |
| 2025-04-27 | 2025-04-28 | -0.46 | 0 |
| 2025-05-01 | 2025-05-02 | -0.33 | 0 |
| Metric | 11378224:btcusd:triple_med_gx:lsma195_55 | 11378224:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -3.12% | -9.32% |
| Best Week | 8.49% | 18.93% |
| Worst Week | -6.78% | -12.33% |
| Best Month | 12.05% | 37.42% |
| Worst Month | -5.53% | -17.69% |
| Best Year | 19.57% | 38.02% |
| Worst Year | -6.04% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.64% | -0.68% |
| Avg. Up Week | 3.87% | 4.98% |
| Avg. Down Week | -2.74% | -4.86% |
| Avg. Up Month | 5.13% | 19.0% |
| Avg. Down Month | -0.52% | -8.04% |
| Win Days % | 47.95% | 51.93% |
| Win Month % | 45.45% | 64.29% |
| Win Week % | 44.44% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |