| Metric | 11396146:btcusd:triple_med_gx:lsma55_120 | 11396146:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 5.03% | 61.16% |
| Max Drawdown | -17.7% | -29.51% |
| Sharpe | 0.17 | 0.59 |
| Sortino | 0.27 | 0.85 |
| Payoff Ratio | 1.24 | 1.22 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.58 | 0.69 |
| Tail Ratio | 1.34 | 0.98 |
| Outlier Win Ratio | 32.52 | 3.13 |
| Outlier Loss Ratio | 4.09 | 3.09 |
| Volatility (ann.) | 10.28% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.28 | 2.0 |
| Skew | 3.61 | 0.21 |
| Kurtosis | 77.71 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.38% | 3.74% |
| Expected Yearly % | 2.48% | 26.95% |
| Kelly Criterion | -1.14% | 12.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.13% |
| Expected Shortfall (cVaR) | -0.88% | -2.13% |
| Year | 11396146:BTCUSD | 11396146:btcusd:triple_med_gx:lsma55_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.31 | -0.24 | - |
| 2025 | 16.76 | 15.81 | 0.94 | - |
| Metric | 11396146:btcusd:triple_med_gx:lsma55_120 | 11396146:BTCUSD |
|---|---|---|
| MTD | 0.99% | 4.16% |
| 3M | 1.29% | 31.46% |
| 6M | 8.14% | 12.77% |
| YTD | 15.81% | 16.76% |
| 1Y | 1.47% | 56.84% |
| 3Y (ann.) | 4.89% | 59.12% |
| 5Y (ann.) | 4.89% | 59.12% |
| Metric | 11396146:btcusd:triple_med_gx:lsma55_120 | 11396146:BTCUSD |
|---|---|---|
| Max Drawdown | -17.7% | -29.51% |
| Longest DD Days | 279.0 | 144.0 |
| Avg. Drawdown | -4.14% | -4.82% |
| Avg. Drawdown Days | 43.0 | 14.0 |
| Recovery Factor | 0.28 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-05 | 2025-06-11 | -17.70 | 279 |
| 2024-06-07 | 2024-08-08 | -9.20 | 62 |
| 2024-08-09 | 2024-08-13 | -3.30 | 4 |
| 2024-09-03 | 2024-09-04 | -1.95 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11396146:btcusd:triple_med_gx:lsma55_120 | 11396146:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 14.38% | 18.93% |
| Worst Week | -6.84% | -12.33% |
| Best Month | 14.38% | 37.42% |
| Worst Month | -6.41% | -17.69% |
| Best Year | 15.81% | 38.02% |
| Worst Year | -9.31% | 16.76% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 3.73% | 4.48% |
| Avg. Down Week | -3.5% | -3.95% |
| Avg. Up Month | 2.72% | 7.02% |
| Avg. Down Month | -3.74% | -9.42% |
| Win Days % | 43.99% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 48.28% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |