| Metric | 11378392:btcusd:triple_med_gx:lsma200_55 | 11378392:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 12.92% | 79.62% |
| Max Drawdown | -15.66% | -29.51% |
| Sharpe | 0.34 | 0.65 |
| Sortino | 0.49 | 0.96 |
| Payoff Ratio | 0.99 | 0.99 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | 1.49 | 1.08 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.34 | 0.98 |
| Outlier Win Ratio | 30.27 | 3.17 |
| Outlier Loss Ratio | 3.74 | 3.2 |
| Volatility (ann.) | 9.3% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.73 | 2.33 |
| Skew | 0.12 | 0.2 |
| Kurtosis | 23.74 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.87% | 4.27% |
| Expected Yearly % | 6.26% | 34.02% |
| Kelly Criterion | 2.09% | 3.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.07% |
| Expected Shortfall (cVaR) | -0.79% | -2.07% |
| Year | 11378392:BTCUSD | 11378392:btcusd:triple_med_gx:lsma200_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.31 | -0.09 | - |
| 2025 | 30.14 | 16.78 | 0.56 | - |
| Metric | 11378392:btcusd:triple_med_gx:lsma200_55 | 11378392:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 19.59% | 45.08% |
| 6M | 17.39% | 28.47% |
| YTD | 16.78% | 30.14% |
| 1Y | 13.45% | 105.13% |
| 3Y (ann.) | 11.48% | 68.87% |
| 5Y (ann.) | 11.48% | 68.87% |
| Metric | 11378392:btcusd:triple_med_gx:lsma200_55 | 11378392:BTCUSD |
|---|---|---|
| Max Drawdown | -15.66% | -29.51% |
| Longest DD Days | 267.0 | 144.0 |
| Avg. Drawdown | -2.72% | -4.58% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.82 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-04-22 | -15.66 | 267 |
| 2024-06-10 | 2024-07-27 | -6.27 | 47 |
| 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 |
| 2025-05-15 | 2025-07-02 | -1.47 | 48 |
| 2025-04-23 | 2025-05-01 | -1.42 | 8 |
| 2025-05-01 | 2025-05-02 | -0.33 | 0 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| Metric | 11378392:btcusd:triple_med_gx:lsma200_55 | 11378392: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 | -6.27% | -17.69% |
| Best Year | 16.78% | 38.02% |
| Worst Year | -3.31% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 3.81% | 4.43% |
| Avg. Down Week | -2.76% | -4.73% |
| Avg. Up Month | 6.86% | 16.67% |
| Avg. Down Month | -4.01% | -11.25% |
| Win Days % | 51.33% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 48.28% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |