| Metric | 11378296:btcusd:triple_med_gx:lsma275_55 | 11378296:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 25.4% | 79.62% |
| Max Drawdown | -15.66% | -29.51% |
| Sharpe | 0.57 | 0.65 |
| Sortino | 0.84 | 0.96 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.19 | 1.11 |
| Common Sense Ratio | 1.64 | 1.08 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.37 | 0.98 |
| Outlier Win Ratio | 25.67 | 3.18 |
| Outlier Loss Ratio | 3.97 | 3.24 |
| Volatility (ann.) | 9.7% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.43 | 2.33 |
| Skew | 0.19 | 0.2 |
| Kurtosis | 20.25 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.63% | 4.27% |
| Expected Yearly % | 11.98% | 34.02% |
| Kelly Criterion | 7.01% | 6.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.07% |
| Expected Shortfall (cVaR) | -0.82% | -2.07% |
| Year | 11378296:BTCUSD | 11378296:btcusd:triple_med_gx:lsma275_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.29 | -0.01 | - |
| 2025 | 30.14 | 25.77 | 0.86 | - |
| Metric | 11378296:btcusd:triple_med_gx:lsma275_55 | 11378296:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 17.58% | 45.08% |
| 6M | 25.77% | 28.47% |
| YTD | 25.77% | 30.14% |
| 1Y | 28.12% | 105.13% |
| 3Y (ann.) | 22.44% | 68.87% |
| 5Y (ann.) | 22.44% | 68.87% |
| Metric | 11378296:btcusd:triple_med_gx:lsma275_55 | 11378296:BTCUSD |
|---|---|---|
| Max Drawdown | -15.66% | -29.51% |
| Longest DD Days | 286.0 | 144.0 |
| Avg. Drawdown | -2.02% | -4.58% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.62 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-03-24 | -15.66 | 286 |
| 2025-04-02 | 2025-04-11 | -4.75 | 8 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-03-28 | 2025-04-01 | -2.81 | 3 |
| 2025-05-27 | 2025-07-14 | -2.34 | 47 |
| 2025-05-14 | 2025-05-18 | -1.64 | 4 |
| 2025-04-28 | 2025-05-01 | -1.32 | 2 |
| 2025-04-19 | 2025-04-21 | -1.28 | 1 |
| 2025-04-02 | 2025-04-02 | -1.25 | 0 |
| Metric | 11378296:btcusd:triple_med_gx:lsma275_55 | 11378296:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.18% | 18.93% |
| Worst Week | -8.03% | -12.33% |
| Best Month | 13.68% | 37.42% |
| Worst Month | -7.24% | -17.69% |
| Best Year | 25.77% | 38.02% |
| Worst Year | -0.29% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 3.98% | 4.62% |
| Avg. Down Week | -2.8% | -4.17% |
| Avg. Up Month | 7.61% | 14.62% |
| Avg. Down Month | -4.68% | -8.04% |
| Win Days % | 51.66% | 51.93% |
| Win Month % | 66.67% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |