| Metric | 11397197:btcusd:triple_med_gx:lsma55_120 | 11397197:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 34.75% | 61.16% |
| Max Drawdown | -27.94% | -29.51% |
| Sharpe | 0.55 | 0.59 |
| Sortino | 0.82 | 0.85 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.66 | 0.63 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 17.0 | 3.76 |
| Outlier Loss Ratio | 3.8 | 3.56 |
| Volatility (ann.) | 15.44% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.21 | 2.0 |
| Skew | 0.51 | 0.21 |
| Kurtosis | 32.64 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.32% | 3.74% |
| Expected Yearly % | 16.08% | 26.95% |
| Kelly Criterion | 5.86% | 8.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.13% |
| Expected Shortfall (cVaR) | -1.31% | -2.13% |
| Year | 11397197:BTCUSD | 11397197:btcusd:triple_med_gx:lsma55_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.99 | 0.10 | - |
| 2025 | 16.76 | 29.58 | 1.76 | + |
| Metric | 11397197:btcusd:triple_med_gx:lsma55_120 | 11397197:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 30.57% | 31.46% |
| 6M | 33.89% | 12.77% |
| YTD | 29.58% | 16.76% |
| 1Y | 38.5% | 56.84% |
| 3Y (ann.) | 33.68% | 59.12% |
| 5Y (ann.) | 33.68% | 59.12% |
| Metric | 11397197:btcusd:triple_med_gx:lsma55_120 | 11397197:BTCUSD |
|---|---|---|
| Max Drawdown | -27.94% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -3.22% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 1.24 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-07 | -27.94 | 153 |
| 2025-02-06 | 2025-04-12 | -11.50 | 65 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-30 | -6.93 | 35 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2025-04-13 | 2025-05-06 | -2.15 | 23 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11397197:btcusd:triple_med_gx:lsma55_120 | 11397197:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.29% | 18.93% |
| Worst Week | -7.99% | -12.33% |
| Best Month | 15.1% | 37.42% |
| Worst Month | -13.85% | -17.69% |
| Best Year | 29.58% | 38.02% |
| Worst Year | 3.99% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 3.57% | 4.79% |
| Avg. Down Week | -2.29% | -4.6% |
| Avg. Up Month | 6.59% | 12.23% |
| Avg. Down Month | -8.05% | -6.06% |
| Win Days % | 50.1% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 57.58% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |