| Metric | 11393885:btcusd:triple_med_gx:lsma55_110 | 11393885:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 23.32% | 61.16% |
| Max Drawdown | -27.65% | -29.51% |
| Sharpe | 0.39 | 0.59 |
| Sortino | 0.6 | 0.85 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 0.99 | 0.98 |
| Outlier Win Ratio | 16.62 | 3.89 |
| Outlier Loss Ratio | 3.68 | 3.57 |
| Volatility (ann.) | 16.38% | 25.19% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.82 | 2.0 |
| Skew | 1.23 | 0.21 |
| Kurtosis | 34.79 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.63% | 3.74% |
| Expected Yearly % | 11.05% | 26.95% |
| Kelly Criterion | 3.78% | 6.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.13% |
| Expected Shortfall (cVaR) | -1.39% | -2.13% |
| Year | 11393885:BTCUSD | 11393885:btcusd:triple_med_gx:lsma55_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.87 | 0.21 | - |
| 2025 | 16.76 | 14.32 | 0.85 | - |
| Metric | 11393885:btcusd:triple_med_gx:lsma55_110 | 11393885:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 5.89% | 31.46% |
| 6M | 16.4% | 12.77% |
| YTD | 14.32% | 16.76% |
| 1Y | 22.87% | 56.84% |
| 3Y (ann.) | 22.64% | 59.12% |
| 5Y (ann.) | 22.64% | 59.12% |
| Metric | 11393885:btcusd:triple_med_gx:lsma55_110 | 11393885:BTCUSD |
|---|---|---|
| Max Drawdown | -27.65% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -4.34% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.84 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -27.65 | 180 |
| 2025-03-03 | 2025-06-11 | -16.47 | 100 |
| 2024-12-26 | 2025-03-01 | -6.93 | 65 |
| 2024-12-05 | 2024-12-11 | -5.45 | 5 |
| 2024-12-22 | 2024-12-24 | -3.90 | 2 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| Metric | 11393885:btcusd:triple_med_gx:lsma55_110 | 11393885:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.65% | 18.93% |
| Worst Week | -6.66% | -12.33% |
| Best Month | 10.58% | 37.42% |
| Worst Month | -5.52% | -17.69% |
| Best Year | 14.32% | 38.02% |
| Worst Year | 7.87% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 3.37% | 4.58% |
| Avg. Down Week | -2.58% | -4.55% |
| Avg. Up Month | 3.71% | 13.94% |
| Avg. Down Month | -5.47% | -8.04% |
| Win Days % | 49.72% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |