| Metric | 11378395:btcusd:triple_med_gx:lsma215_55 | 11378395:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 13.85% | 79.62% |
| Max Drawdown | -16.46% | -29.51% |
| Sharpe | 0.35 | 0.65 |
| Sortino | 0.51 | 0.96 |
| Payoff Ratio | 0.97 | 0.96 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | 1.58 | 1.08 |
| CPC Index | 0.57 | 0.55 |
| Tail Ratio | 1.41 | 0.98 |
| Outlier Win Ratio | 28.89 | 3.17 |
| Outlier Loss Ratio | 3.7 | 3.2 |
| Volatility (ann.) | 9.47% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.75 | 2.33 |
| Skew | 0.06 | 0.2 |
| Kurtosis | 22.35 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.93% | 4.27% |
| Expected Yearly % | 6.7% | 34.02% |
| Kelly Criterion | 2.88% | 1.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11378395:BTCUSD | 11378395:btcusd:triple_med_gx:lsma215_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.92 | -0.13 | - |
| 2025 | 30.14 | 19.74 | 0.65 | - |
| Metric | 11378395:btcusd:triple_med_gx:lsma215_55 | 11378395:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 23.61% | 45.08% |
| 6M | 19.74% | 28.47% |
| YTD | 19.74% | 30.14% |
| 1Y | 17.49% | 105.13% |
| 3Y (ann.) | 12.31% | 68.87% |
| 5Y (ann.) | 12.31% | 68.87% |
| Metric | 11378395:btcusd:triple_med_gx:lsma215_55 | 11378395:BTCUSD |
|---|---|---|
| Max Drawdown | -16.46% | -29.51% |
| Longest DD Days | 324.0 | 144.0 |
| Avg. Drawdown | -2.23% | -4.58% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 0.84 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-05-01 | -16.46 | 324 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2025-05-15 | 2025-05-18 | -1.11 | 3 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2025-05-01 | 2025-05-02 | -0.33 | 0 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| 2025-07-02 | 2025-07-02 | -0.18 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11378395:btcusd:triple_med_gx:lsma215_55 | 11378395: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 | 11.63% | 37.42% |
| Worst Month | -5.61% | -17.69% |
| Best Year | 19.74% | 38.02% |
| Worst Year | -4.92% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.82% | 4.37% |
| Avg. Down Week | -3.75% | -4.42% |
| Avg. Up Month | 7.08% | 16.67% |
| Avg. Down Month | -4.5% | -11.25% |
| Win Days % | 52.11% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 55.56% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |