| Metric | 11395459:btcusd:triple_med_gx:lsma290_115 | 11395459:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 2.54% | 61.16% |
| Max Drawdown | -25.06% | -29.51% |
| Sharpe | 0.11 | 0.59 |
| Sortino | 0.16 | 0.85 |
| Payoff Ratio | 0.96 | 0.94 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.52 | 0.53 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 28.11 | 3.45 |
| Outlier Loss Ratio | 3.4 | 3.47 |
| Volatility (ann.) | 13.03% | 25.19% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.1 | 2.0 |
| Skew | 0.54 | 0.21 |
| Kurtosis | 60.02 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.19% | 3.74% |
| Expected Yearly % | 1.26% | 26.95% |
| Kelly Criterion | 0.83% | 0.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.13% |
| Expected Shortfall (cVaR) | -1.12% | -2.13% |
| Year | 11395459:BTCUSD | 11395459:btcusd:triple_med_gx:lsma290_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.45 | 0.04 | - |
| 2025 | 16.76 | 1.08 | 0.06 | - |
| Metric | 11395459:btcusd:triple_med_gx:lsma290_115 | 11395459:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.18% | 31.46% |
| 6M | 1.08% | 12.77% |
| YTD | 1.08% | 16.76% |
| 1Y | 1.9% | 56.84% |
| 3Y (ann.) | 2.47% | 59.12% |
| 5Y (ann.) | 2.47% | 59.12% |
| Metric | 11395459:btcusd:triple_med_gx:lsma290_115 | 11395459:BTCUSD |
|---|---|---|
| Max Drawdown | -25.06% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -5.41% | -4.82% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 0.1 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -25.06 | 180 |
| 2024-12-05 | 2025-05-08 | -13.71 | 153 |
| 2025-05-19 | 2025-06-11 | -5.00 | 23 |
| 2025-05-13 | 2025-05-18 | -1.83 | 4 |
| 2025-05-12 | 2025-05-13 | -1.61 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395459:btcusd:triple_med_gx:lsma290_115 | 11395459:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.73% | 18.93% |
| Worst Week | -9.68% | -12.33% |
| Best Month | 17.34% | 37.42% |
| Worst Month | -12.82% | -17.69% |
| Best Year | 1.45% | 38.02% |
| Worst Year | 1.08% | 16.76% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.91% | -0.94% |
| Avg. Up Week | 2.87% | 4.69% |
| Avg. Down Week | -3.76% | -4.78% |
| Avg. Up Month | 5.65% | 18.38% |
| Avg. Down Month | -6.65% | -11.25% |
| Win Days % | 51.38% | 51.86% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 56.52% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |