| Metric | 11395468:btcusd:triple_med_gx:lsma55_115 | 11395468:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 19.89% | 61.16% |
| Max Drawdown | -26.72% | -29.51% |
| Sharpe | 0.35 | 0.59 |
| Sortino | 0.54 | 0.85 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 16.94 | 3.75 |
| Outlier Loss Ratio | 3.68 | 3.57 |
| Volatility (ann.) | 15.99% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.72 | 2.0 |
| Skew | 1.24 | 0.21 |
| Kurtosis | 37.95 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.41% | 3.74% |
| Expected Yearly % | 9.49% | 26.95% |
| Kelly Criterion | 3.39% | 5.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.13% |
| Expected Shortfall (cVaR) | -1.36% | -2.13% |
| Year | 11395468:BTCUSD | 11395468:btcusd:triple_med_gx:lsma55_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.50 | 0.14 | - |
| 2025 | 16.76 | 13.64 | 0.81 | - |
| Metric | 11395468:btcusd:triple_med_gx:lsma55_115 | 11395468:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 9.05% | 31.46% |
| 6M | 16.34% | 12.77% |
| YTD | 13.64% | 16.76% |
| 1Y | 22.56% | 56.84% |
| 3Y (ann.) | 19.31% | 59.12% |
| 5Y (ann.) | 19.31% | 59.12% |
| Metric | 11395468:btcusd:triple_med_gx:lsma55_115 | 11395468:BTCUSD |
|---|---|---|
| Max Drawdown | -26.72% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -5.23% | -4.82% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 0.74 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -26.72 | 180 |
| 2025-03-03 | 2025-06-09 | -15.65 | 98 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -5.45 | 5 |
| 2024-12-23 | 2024-12-24 | -2.67 | 1 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 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 |
| 2024-12-22 | 2024-12-23 | -0.67 | 0 |
| Metric | 11395468:btcusd:triple_med_gx:lsma55_115 | 11395468:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.62% | 18.93% |
| Worst Week | -8.73% | -12.33% |
| Best Month | 10.34% | 37.42% |
| Worst Month | -7.43% | -17.69% |
| Best Year | 13.64% | 38.02% |
| Worst Year | 5.5% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 3.69% | 4.55% |
| Avg. Down Week | -3.26% | -4.62% |
| Avg. Up Month | 3.91% | 12.93% |
| Avg. Down Month | -5.45% | -11.25% |
| Win Days % | 50.1% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 59.38% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |