| Metric | 11393942:btcusd:triple_med_gx:lsma55_110 | 11393942:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 18.62% | 61.16% |
| Max Drawdown | -27.36% | -29.51% |
| Sharpe | 0.34 | 0.59 |
| Sortino | 0.51 | 0.85 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 1.1 | 1.07 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.0 | 0.98 |
| Outlier Win Ratio | 16.49 | 3.79 |
| Outlier Loss Ratio | 3.7 | 3.57 |
| Volatility (ann.) | 16.24% | 25.19% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.66 | 2.0 |
| Skew | 1.25 | 0.21 |
| Kurtosis | 35.75 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.32% | 3.74% |
| Expected Yearly % | 8.91% | 26.95% |
| Kelly Criterion | 3.08% | 6.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.13% |
| Expected Shortfall (cVaR) | -1.38% | -2.13% |
| Year | 11393942:BTCUSD | 11393942:btcusd:triple_med_gx:lsma55_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.24 | 0.19 | - |
| 2025 | 16.76 | 10.61 | 0.63 | - |
| Metric | 11393942:btcusd:triple_med_gx:lsma55_110 | 11393942:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 7.91% | 31.46% |
| 6M | 11.85% | 12.77% |
| YTD | 10.61% | 16.76% |
| 1Y | 18.17% | 56.84% |
| 3Y (ann.) | 18.08% | 59.12% |
| 5Y (ann.) | 18.08% | 59.12% |
| Metric | 11393942:btcusd:triple_med_gx:lsma55_110 | 11393942:BTCUSD |
|---|---|---|
| Max Drawdown | -27.36% | -29.51% |
| Longest DD Days | 152.0 | 144.0 |
| Avg. Drawdown | -4.92% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 0.68 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -27.36 | 152 |
| 2025-03-03 | 2025-06-11 | -16.80 | 100 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -5.88 | 6 |
| 2024-12-12 | 2024-12-24 | -3.96 | 11 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-11-07 | 2024-11-29 | -1.48 | 22 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| Metric | 11393942:btcusd:triple_med_gx:lsma55_110 | 11393942:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.42% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.13% | 37.42% |
| Worst Month | -6.61% | -17.69% |
| Best Year | 10.61% | 38.02% |
| Worst Year | 7.24% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 2.82% | 4.19% |
| Avg. Down Week | -2.1% | -4.53% |
| Avg. Up Month | 3.52% | 12.23% |
| Avg. Down Month | -5.17% | -11.25% |
| Win Days % | 49.72% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |