| Metric | 11395552:btcusd:triple_med_gx:lsma195_115 | 11395552:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 8.26% | 61.16% |
| Max Drawdown | -24.09% | -29.51% |
| Sharpe | 0.22 | 0.59 |
| Sortino | 0.32 | 0.85 |
| Payoff Ratio | 0.98 | 0.96 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 1.74 | 1.07 |
| CPC Index | 0.55 | 0.55 |
| Tail Ratio | 1.58 | 0.98 |
| Outlier Win Ratio | 31.51 | 3.11 |
| Outlier Loss Ratio | 3.36 | 3.32 |
| Volatility (ann.) | 11.84% | 25.19% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.33 | 2.0 |
| Skew | 0.65 | 0.21 |
| Kurtosis | 84.14 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.61% | 3.74% |
| Expected Yearly % | 4.05% | 26.95% |
| Kelly Criterion | 1.07% | 1.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.13% |
| Expected Shortfall (cVaR) | -1.01% | -2.13% |
| Year | 11395552:BTCUSD | 11395552:btcusd:triple_med_gx:lsma195_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.08 | -0.00 | - |
| 2025 | 16.76 | 8.34 | 0.50 | - |
| Metric | 11395552:btcusd:triple_med_gx:lsma195_115 | 11395552:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.16% | 31.46% |
| 6M | 8.34% | 12.77% |
| YTD | 8.34% | 16.76% |
| 1Y | 10.37% | 56.84% |
| 3Y (ann.) | 8.03% | 59.12% |
| 5Y (ann.) | 8.03% | 59.12% |
| Metric | 11395552:btcusd:triple_med_gx:lsma195_115 | 11395552:BTCUSD |
|---|---|---|
| Max Drawdown | -24.09% | -29.51% |
| Longest DD Days | 156.0 | 144.0 |
| Avg. Drawdown | -5.23% | -4.82% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | 0.34 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-11 | -24.09 | 156 |
| 2025-01-28 | 2025-05-08 | -12.73 | 99 |
| 2025-05-19 | 2025-06-11 | -3.47 | 23 |
| 2024-11-30 | 2025-01-27 | -2.94 | 58 |
| 2025-05-09 | 2025-05-18 | -1.94 | 9 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-11-29 | 2024-11-29 | -0.47 | 0 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395552:btcusd:triple_med_gx:lsma195_115 | 11395552:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.71% | 18.93% |
| Worst Week | -8.15% | -12.33% |
| Best Month | 19.59% | 37.42% |
| Worst Month | -13.75% | -17.69% |
| Best Year | 8.34% | 38.02% |
| Worst Year | -0.08% | 16.76% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.92% | -0.96% |
| Avg. Up Week | 6.87% | 9.78% |
| Avg. Down Week | -3.79% | -4.94% |
| Avg. Up Month | 8.04% | 18.09% |
| Avg. Down Month | -5.32% | -5.35% |
| Win Days % | 50.97% | 51.86% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |