| Metric | 11395592:btcusd:triple_med_gx:lsma105_115 | 11395592:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 44.22% | 75.42% |
| Max Drawdown | -28.34% | -29.51% |
| Sharpe | 0.55 | 0.63 |
| Sortino | 0.84 | 0.92 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.13 | 0.96 |
| Outlier Win Ratio | 12.38 | 3.97 |
| Outlier Loss Ratio | 4.06 | 3.77 |
| Volatility (ann.) | 17.44% | 24.55% |
| R^2 | 0.5 | 0.5 |
| Calmar | 1.36 | 2.19 |
| Skew | 0.77 | 0.2 |
| Kurtosis | 26.15 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.65% | 4.1% |
| Expected Yearly % | 20.09% | 32.45% |
| Kelly Criterion | 4.68% | 6.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.07% |
| Expected Shortfall (cVaR) | -1.47% | -2.07% |
| Year | 11395592:BTCUSD | 11395592:btcusd:triple_med_gx:lsma105_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 32.49 | 0.85 | - |
| 2025 | 27.10 | 8.86 | 0.33 | - |
| Metric | 11395592:btcusd:triple_med_gx:lsma105_115 | 11395592:BTCUSD |
|---|---|---|
| MTD | -0.49% | 10.71% |
| 3M | 9.67% | 41.88% |
| 6M | 10.0% | 22.91% |
| YTD | 8.86% | 27.1% |
| 1Y | 60.87% | 82.29% |
| 3Y (ann.) | 38.43% | 64.73% |
| 5Y (ann.) | 38.43% | 64.73% |
| Metric | 11395592:btcusd:triple_med_gx:lsma105_115 | 11395592:BTCUSD |
|---|---|---|
| Max Drawdown | -28.34% | -29.51% |
| Longest DD Days | 131.0 | 144.0 |
| Avg. Drawdown | -4.03% | -4.71% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 1.56 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-14 | -28.34 | 130 |
| 2025-01-07 | 2025-05-18 | -18.89 | 131 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-06-10 | 2025-07-17 | -6.75 | 37 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-06-01 | -3.29 | 13 |
| 2024-11-29 | 2024-12-04 | -3.12 | 5 |
| 2024-10-16 | 2024-11-05 | -1.61 | 19 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| Metric | 11395592:btcusd:triple_med_gx:lsma105_115 | 11395592:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.18% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 15.09% | 37.42% |
| Worst Month | -11.5% | -17.69% |
| Best Year | 32.49% | 38.02% |
| Worst Year | 8.86% | 27.1% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.4% | 5.28% |
| Avg. Down Week | -2.6% | -3.91% |
| Avg. Up Month | 8.17% | 13.38% |
| Avg. Down Month | -6.06% | -8.96% |
| Win Days % | 50.19% | 51.89% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 54.35% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |