| Metric | 11395247:btcusd:triple_med_gx:lsma55_115 | 11395247:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 4.51% | 61.16% |
| Max Drawdown | -25.02% | -29.51% |
| Sharpe | 0.15 | 0.59 |
| Sortino | 0.21 | 0.85 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 1.03 | 1.07 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 0.99 | 0.98 |
| Outlier Win Ratio | 18.51 | 3.89 |
| Outlier Loss Ratio | 3.55 | 3.61 |
| Volatility (ann.) | 16.09% | 25.19% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.18 | 2.0 |
| Skew | 0.63 | 0.21 |
| Kurtosis | 34.66 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.34% | 3.74% |
| Expected Yearly % | 2.23% | 26.95% |
| Kelly Criterion | 0.92% | 5.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.13% |
| Expected Shortfall (cVaR) | -1.38% | -2.13% |
| Year | 11395247:BTCUSD | 11395247:btcusd:triple_med_gx:lsma55_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.97 | -0.21 | - |
| 2025 | 16.76 | 13.56 | 0.81 | - |
| Metric | 11395247:btcusd:triple_med_gx:lsma55_115 | 11395247:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 14.66% | 31.46% |
| 6M | 9.93% | 12.77% |
| YTD | 13.56% | 16.76% |
| 1Y | 0.18% | 56.84% |
| 3Y (ann.) | 4.39% | 59.12% |
| 5Y (ann.) | 4.39% | 59.12% |
| Metric | 11395247:btcusd:triple_med_gx:lsma55_115 | 11395247:BTCUSD |
|---|---|---|
| Max Drawdown | -25.02% | -29.51% |
| Longest DD Days | 336.0 | 144.0 |
| Avg. Drawdown | -5.12% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | 0.18 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-06-11 | -25.02 | 336 |
| 2024-06-05 | 2024-07-10 | -9.08 | 34 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395247:btcusd:triple_med_gx:lsma55_115 | 11395247:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.59% | 18.93% |
| Worst Week | -8.9% | -12.33% |
| Best Month | 12.06% | 37.42% |
| Worst Month | -8.76% | -17.69% |
| Best Year | 13.56% | 38.02% |
| Worst Year | -7.97% | 16.76% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.9% | -0.94% |
| Avg. Up Week | 3.01% | 4.53% |
| Avg. Down Week | -3.22% | -4.94% |
| Avg. Up Month | 3.94% | 13.34% |
| Avg. Down Month | -4.73% | -11.25% |
| Win Days % | 48.68% | 51.86% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 53.12% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |