| Metric | 11378399:btcusd:triple_med_gx:lsma235_55 | 11378399:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 8.93% | 79.62% |
| Max Drawdown | -18.2% | -29.51% |
| Sharpe | 0.24 | 0.65 |
| Sortino | 0.34 | 0.96 |
| Payoff Ratio | 0.94 | 0.93 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 1.4 | 1.08 |
| CPC Index | 0.52 | 0.54 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 27.15 | 3.18 |
| Outlier Loss Ratio | 3.76 | 3.35 |
| Volatility (ann.) | 9.93% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.44 | 2.33 |
| Skew | -0.27 | 0.2 |
| Kurtosis | 20.87 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.61% | 4.27% |
| Expected Yearly % | 4.37% | 34.02% |
| Kelly Criterion | 0.42% | 0.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11378399:BTCUSD | 11378399:btcusd:triple_med_gx:lsma235_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.31 | -0.11 | - |
| 2025 | 30.14 | 13.83 | 0.46 | - |
| Metric | 11378399:btcusd:triple_med_gx:lsma235_55 | 11378399:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 22.62% | 45.08% |
| 6M | 13.83% | 28.47% |
| YTD | 13.83% | 30.14% |
| 1Y | 12.53% | 105.13% |
| 3Y (ann.) | 7.95% | 68.87% |
| 5Y (ann.) | 7.95% | 68.87% |
| Metric | 11378399:btcusd:triple_med_gx:lsma235_55 | 11378399:BTCUSD |
|---|---|---|
| Max Drawdown | -18.2% | -29.51% |
| Longest DD Days | 331.0 | 144.0 |
| Avg. Drawdown | -2.75% | -4.58% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | 0.49 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-05-08 | -18.20 | 331 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-21 | 2025-07-02 | -2.22 | 42 |
| 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 |
| 2025-07-02 | 2025-07-03 | -0.30 | 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 | 11378399:btcusd:triple_med_gx:lsma235_55 | 11378399: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 | 10.86% | 37.42% |
| Worst Month | -8.1% | -17.69% |
| Best Year | 13.83% | 38.02% |
| Worst Year | -4.31% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 3.62% | 4.79% |
| Avg. Down Week | -3.98% | -4.11% |
| Avg. Up Month | 7.09% | 16.67% |
| Avg. Down Month | -6.26% | -11.25% |
| Win Days % | 51.85% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 57.14% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |