| Metric | 11395524:btcusd:triple_med_gx:lsma55_115 | 11395524:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 24.27% | 61.16% |
| Max Drawdown | -27.98% | -29.51% |
| Sharpe | 0.41 | 0.59 |
| Sortino | 0.62 | 0.85 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 16.58 | 3.75 |
| Outlier Loss Ratio | 3.73 | 3.57 |
| Volatility (ann.) | 16.05% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.84 | 2.0 |
| Skew | 1.27 | 0.21 |
| Kurtosis | 37.35 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.69% | 3.74% |
| Expected Yearly % | 11.47% | 26.95% |
| Kelly Criterion | 4.09% | 6.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.13% |
| Expected Shortfall (cVaR) | -1.36% | -2.13% |
| Year | 11395524:BTCUSD | 11395524:btcusd:triple_med_gx:lsma55_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.95 | 0.13 | - |
| 2025 | 16.76 | 18.40 | 1.10 | + |
| Metric | 11395524:btcusd:triple_med_gx:lsma55_115 | 11395524:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 13.46% | 31.46% |
| 6M | 19.77% | 12.77% |
| YTD | 18.4% | 16.76% |
| 1Y | 26.68% | 56.84% |
| 3Y (ann.) | 23.55% | 59.12% |
| 5Y (ann.) | 23.55% | 59.12% |
| Metric | 11395524:btcusd:triple_med_gx:lsma55_115 | 11395524:BTCUSD |
|---|---|---|
| Max Drawdown | -27.98% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -5.37% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 0.87 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -27.98 | 151 |
| 2025-03-03 | 2025-05-08 | -16.10 | 66 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -5.88 | 6 |
| 2025-05-09 | 2025-06-09 | -4.94 | 31 |
| 2024-11-07 | 2024-12-04 | -4.18 | 27 |
| 2024-12-12 | 2024-12-24 | -3.92 | 11 |
| 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 |
| Metric | 11395524:btcusd:triple_med_gx:lsma55_115 | 11395524:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.91% | 18.93% |
| Worst Week | -6.1% | -12.33% |
| Best Month | 8.79% | 37.42% |
| Worst Month | -8.94% | -17.69% |
| Best Year | 18.4% | 38.02% |
| Worst Year | 4.95% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.86% | -0.88% |
| Avg. Up Week | 3.22% | 5.02% |
| Avg. Down Week | -2.31% | -4.23% |
| Avg. Up Month | 4.5% | 12.23% |
| Avg. Down Month | -5.91% | -11.25% |
| Win Days % | 50.09% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 55.88% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |