| Metric | 11378240:btcusd:triple_med_gx:lsma275_55 | 11378240:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 14.45% | 79.62% |
| Max Drawdown | -13.79% | -29.51% |
| Sharpe | 0.36 | 0.65 |
| Sortino | 0.53 | 0.96 |
| Payoff Ratio | 1.09 | 1.02 |
| Profit Factor | 1.11 | 1.11 |
| Common Sense Ratio | 1.46 | 1.08 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 25.78 | 3.17 |
| Outlier Loss Ratio | 4.08 | 3.26 |
| Volatility (ann.) | 9.71% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.93 | 2.33 |
| Skew | 0.51 | 0.2 |
| Kurtosis | 17.49 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.97% | 4.27% |
| Expected Yearly % | 6.98% | 34.02% |
| Kelly Criterion | 2.97% | 4.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.07% |
| Expected Shortfall (cVaR) | -0.83% | -2.07% |
| Year | 11378240:BTCUSD | 11378240:btcusd:triple_med_gx:lsma275_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.31 | -0.17 | - |
| 2025 | 30.14 | 22.16 | 0.74 | - |
| Metric | 11378240:btcusd:triple_med_gx:lsma275_55 | 11378240:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 14.94% | 45.08% |
| 6M | 22.16% | 28.47% |
| YTD | 22.16% | 30.14% |
| 1Y | 18.44% | 105.13% |
| 3Y (ann.) | 12.83% | 68.87% |
| 5Y (ann.) | 12.83% | 68.87% |
| Metric | 11378240:btcusd:triple_med_gx:lsma275_55 | 11378240:BTCUSD |
|---|---|---|
| Max Drawdown | -13.79% | -29.51% |
| Longest DD Days | 322.0 | 144.0 |
| Avg. Drawdown | -2.19% | -4.58% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 1.05 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-02 | 2025-04-21 | -13.79 | 322 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-27 | 2025-07-14 | -3.75 | 47 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-13 | 2025-05-18 | -1.83 | 4 |
| 2025-04-28 | 2025-05-01 | -1.32 | 2 |
| 2025-05-26 | 2025-05-27 | -0.82 | 1 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| 2025-04-27 | 2025-04-28 | -0.46 | 0 |
| 2025-05-01 | 2025-05-02 | -0.33 | 0 |
| Metric | 11378240:btcusd:triple_med_gx:lsma275_55 | 11378240:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -3.22% | -9.32% |
| Best Week | 8.49% | 18.93% |
| Worst Week | -7.88% | -12.33% |
| Best Month | 17.47% | 37.42% |
| Worst Month | -6.04% | -17.69% |
| Best Year | 22.16% | 38.02% |
| Worst Year | -6.31% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 4.18% | 4.82% |
| Avg. Down Week | -3.07% | -4.04% |
| Avg. Up Month | 8.48% | 17.5% |
| Avg. Down Month | -3.8% | -11.25% |
| Win Days % | 49.5% | 51.93% |
| Win Month % | 45.45% | 64.29% |
| Win Week % | 43.33% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |