| Metric | 11397253:btcusd:triple_med_gx:lsma55_120 | 11397253:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 9.51% | 61.16% |
| Max Drawdown | -26.01% | -29.51% |
| Sharpe | 0.22 | 0.59 |
| Sortino | 0.32 | 0.85 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.55 | 0.6 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 16.92 | 3.52 |
| Outlier Loss Ratio | 3.75 | 3.57 |
| Volatility (ann.) | 14.84% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.36 | 2.0 |
| Skew | -0.27 | 0.21 |
| Kurtosis | 31.19 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.7% | 3.74% |
| Expected Yearly % | 4.65% | 26.95% |
| Kelly Criterion | 1.49% | 6.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.13% |
| Expected Shortfall (cVaR) | -1.27% | -2.13% |
| Year | 11397253:BTCUSD | 11397253:btcusd:triple_med_gx:lsma55_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.82 | -0.10 | - |
| 2025 | 16.76 | 13.86 | 0.83 | - |
| Metric | 11397253:btcusd:triple_med_gx:lsma55_120 | 11397253:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 21.66% | 31.46% |
| 6M | 12.88% | 12.77% |
| YTD | 13.86% | 16.76% |
| 1Y | 11.86% | 56.84% |
| 3Y (ann.) | 9.24% | 59.12% |
| 5Y (ann.) | 9.24% | 59.12% |
| Metric | 11397253:btcusd:triple_med_gx:lsma55_120 | 11397253:BTCUSD |
|---|---|---|
| Max Drawdown | -26.01% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -5.65% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.37 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -26.01 | 180 |
| 2025-01-30 | 2025-05-08 | -17.12 | 98 |
| 2025-05-29 | 2025-06-11 | -8.11 | 13 |
| 2024-12-05 | 2025-01-30 | -7.93 | 55 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-05-20 | 2025-05-20 | -0.84 | 0 |
| 2024-06-02 | 2024-06-07 | -0.43 | 5 |
| 2025-05-09 | 2025-05-10 | -0.29 | 1 |
| 2025-05-10 | 2025-05-10 | -0.25 | 0 |
| 2025-05-19 | 2025-05-20 | -0.18 | 0 |
| Metric | 11397253:btcusd:triple_med_gx:lsma55_120 | 11397253:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.02% | 18.93% |
| Worst Week | -9.0% | -12.33% |
| Best Month | 10.2% | 37.42% |
| Worst Month | -11.29% | -17.69% |
| Best Year | 13.86% | 38.02% |
| Worst Year | -3.82% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.85% | -0.86% |
| Avg. Up Week | 3.95% | 4.53% |
| Avg. Down Week | -3.15% | -4.56% |
| Avg. Up Month | 4.6% | 12.23% |
| Avg. Down Month | -5.09% | -7.82% |
| Win Days % | 49.42% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |