| Metric | 11378396:btcusd:triple_med_gx:lsma220_55 | 11378396:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 7.44% | 79.62% |
| Max Drawdown | -19.13% | -29.51% |
| Sharpe | 0.21 | 0.65 |
| Sortino | 0.3 | 0.96 |
| Payoff Ratio | 0.96 | 0.95 |
| Profit Factor | 1.07 | 1.11 |
| Common Sense Ratio | 1.47 | 1.08 |
| CPC Index | 0.53 | 0.55 |
| Tail Ratio | 1.37 | 0.98 |
| Outlier Win Ratio | 28.48 | 3.18 |
| Outlier Loss Ratio | 3.7 | 3.26 |
| Volatility (ann.) | 9.74% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.35 | 2.33 |
| Skew | -0.1 | 0.2 |
| Kurtosis | 21.21 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.51% | 4.27% |
| Expected Yearly % | 3.65% | 34.02% |
| Kelly Criterion | 0.43% | 1.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.07% |
| Expected Shortfall (cVaR) | -0.83% | -2.07% |
| Year | 11378396:BTCUSD | 11378396:btcusd:triple_med_gx:lsma220_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.05 | -0.21 | - |
| 2025 | 30.14 | 16.84 | 0.56 | - |
| Metric | 11378396:btcusd:triple_med_gx:lsma220_55 | 11378396:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 20.72% | 45.08% |
| 6M | 16.84% | 28.47% |
| YTD | 16.84% | 30.14% |
| 1Y | 10.87% | 105.13% |
| 3Y (ann.) | 6.63% | 68.87% |
| 5Y (ann.) | 6.63% | 68.87% |
| Metric | 11378396:btcusd:triple_med_gx:lsma220_55 | 11378396:BTCUSD |
|---|---|---|
| Max Drawdown | -19.13% | -29.51% |
| Longest DD Days | 331.0 | 144.0 |
| Avg. Drawdown | -3.24% | -4.58% |
| Avg. Drawdown Days | 49.0 | 14.0 |
| Recovery Factor | 0.39 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-05-08 | -19.13 | 331 |
| 2025-05-19 | 2025-07-03 | -3.29 | 45 |
| 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 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| 2025-07-03 | 2025-07-03 | -0.03 | 0 |
| Metric | 11378396:btcusd:triple_med_gx:lsma220_55 | 11378396: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 | 9.11% | 37.42% |
| Worst Month | -8.62% | -17.69% |
| Best Year | 16.84% | 38.02% |
| Worst Year | -8.05% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 3.64% | 4.37% |
| Avg. Down Week | -3.67% | -4.07% |
| Avg. Up Month | 6.54% | 16.67% |
| Avg. Down Month | -5.5% | -11.25% |
| Win Days % | 51.1% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 51.85% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |