| Metric | 11380947:btcusd:triple_med_gx:lsma55_65 | 11380947:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 0.25% | 75.42% |
| Max Drawdown | -26.28% | -29.51% |
| Sharpe | 0.09 | 0.63 |
| Sortino | 0.12 | 0.92 |
| Payoff Ratio | 0.98 | 0.96 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 1.02 | 1.06 |
| CPC Index | 0.5 | 0.55 |
| Tail Ratio | 1.0 | 0.96 |
| Outlier Win Ratio | 14.31 | 3.89 |
| Outlier Loss Ratio | 3.68 | 3.82 |
| Volatility (ann.) | 16.74% | 24.55% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.01 | 2.19 |
| Skew | -0.11 | 0.2 |
| Kurtosis | 24.19 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.02% | 4.1% |
| Expected Yearly % | 0.12% | 32.45% |
| Kelly Criterion | -1.34% | 1.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.07% |
| Expected Shortfall (cVaR) | -1.44% | -2.07% |
| Year | 11380947:BTCUSD | 11380947:btcusd:triple_med_gx:lsma55_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.38 | -0.17 | - |
| 2025 | 27.10 | 7.07 | 0.26 | - |
| Metric | 11380947:btcusd:triple_med_gx:lsma55_65 | 11380947:BTCUSD |
|---|---|---|
| MTD | 1.52% | 10.71% |
| 3M | 8.1% | 41.88% |
| 6M | 4.68% | 22.91% |
| YTD | 7.07% | 27.1% |
| 1Y | -3.0% | 82.29% |
| 3Y (ann.) | 0.22% | 64.73% |
| 5Y (ann.) | 0.22% | 64.73% |
| Metric | 11380947:btcusd:triple_med_gx:lsma55_65 | 11380947:BTCUSD |
|---|---|---|
| Max Drawdown | -26.28% | -29.51% |
| Longest DD Days | 352.0 | 144.0 |
| Avg. Drawdown | -4.45% | -4.71% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | 0.01 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -26.28 | 352 |
| 2024-06-03 | 2024-07-14 | -6.03 | 40 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-07-14 | 2024-07-26 | -0.84 | 11 |
| 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 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11380947:btcusd:triple_med_gx:lsma55_65 | 11380947:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.18% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 10.3% | 37.42% |
| Worst Month | -15.31% | -17.69% |
| Best Year | 7.07% | 38.02% |
| Worst Year | -6.38% | 27.1% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.91% | -0.94% |
| Avg. Up Week | 3.49% | 5.89% |
| Avg. Down Week | -3.32% | -4.25% |
| Avg. Up Month | 4.47% | 13.82% |
| Avg. Down Month | -5.48% | -9.25% |
| Win Days % | 49.85% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 47.92% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |