| Metric | 11378391:btcusd:triple_med_gx:lsma195_55 | 11378391:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 15.68% | 79.62% |
| Max Drawdown | -15.95% | -29.51% |
| Sharpe | 0.4 | 0.65 |
| Sortino | 0.58 | 0.96 |
| Payoff Ratio | 0.99 | 1.0 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 1.65 | 1.08 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.44 | 0.98 |
| Outlier Win Ratio | 30.5 | 3.17 |
| Outlier Loss Ratio | 3.71 | 3.17 |
| Volatility (ann.) | 9.23% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.87 | 2.33 |
| Skew | 0.12 | 0.2 |
| Kurtosis | 24.17 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.05% | 4.27% |
| Expected Yearly % | 7.55% | 34.02% |
| Kelly Criterion | 3.63% | 3.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11378391:BTCUSD | 11378391:btcusd:triple_med_gx:lsma195_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.92 | -0.08 | - |
| 2025 | 30.14 | 19.16 | 0.64 | - |
| Metric | 11378391:btcusd:triple_med_gx:lsma195_55 | 11378391:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 20.0% | 45.08% |
| 6M | 19.77% | 28.47% |
| YTD | 19.16% | 30.14% |
| 1Y | 15.83% | 105.13% |
| 3Y (ann.) | 13.92% | 68.87% |
| 5Y (ann.) | 13.92% | 68.87% |
| Metric | 11378391:btcusd:triple_med_gx:lsma195_55 | 11378391:BTCUSD |
|---|---|---|
| Max Drawdown | -15.95% | -29.51% |
| Longest DD Days | 267.0 | 144.0 |
| Avg. Drawdown | -2.64% | -4.58% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.98 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-04-22 | -15.95 | 267 |
| 2024-06-02 | 2024-07-26 | -5.45 | 54 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2025-04-23 | 2025-05-01 | -1.42 | 8 |
| 2025-05-15 | 2025-07-02 | -1.13 | 48 |
| 2025-05-01 | 2025-05-02 | -0.33 | 0 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11378391:btcusd:triple_med_gx:lsma195_55 | 11378391:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 10.26% | 37.42% |
| Worst Month | -6.6% | -17.69% |
| Best Year | 19.16% | 38.02% |
| Worst Year | -2.92% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 4.1% | 4.59% |
| Avg. Down Week | -2.8% | -4.72% |
| Avg. Up Month | 7.03% | 16.67% |
| Avg. Down Month | -3.47% | -11.25% |
| Win Days % | 51.94% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 46.43% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |