| Metric | 11398130:btcusd:triple_med_gx:lsma55_125 | 11398130:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 2.88% | 61.16% |
| Max Drawdown | -19.42% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.18 | 0.85 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.55 | 0.64 |
| Tail Ratio | 1.39 | 0.98 |
| Outlier Win Ratio | 31.36 | 3.13 |
| Outlier Loss Ratio | 3.92 | 3.16 |
| Volatility (ann.) | 10.27% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.14 | 2.0 |
| Skew | 2.03 | 0.21 |
| Kurtosis | 47.97 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.22% | 3.74% |
| Expected Yearly % | 1.43% | 26.95% |
| Kelly Criterion | -2.25% | 9.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.13% |
| Expected Shortfall (cVaR) | -0.88% | -2.13% |
| Year | 11398130:BTCUSD | 11398130:btcusd:triple_med_gx:lsma55_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.41 | -0.14 | - |
| 2025 | 16.76 | 8.76 | 0.52 | - |
| Metric | 11398130:btcusd:triple_med_gx:lsma55_125 | 11398130:BTCUSD |
|---|---|---|
| MTD | 2.23% | 4.16% |
| 3M | 4.09% | 31.46% |
| 6M | 7.59% | 12.77% |
| YTD | 8.76% | 16.76% |
| 1Y | 0.45% | 56.84% |
| 3Y (ann.) | 2.8% | 59.12% |
| 5Y (ann.) | 2.8% | 59.12% |
| Metric | 11398130:btcusd:triple_med_gx:lsma55_125 | 11398130:BTCUSD |
|---|---|---|
| Max Drawdown | -19.42% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -3.6% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | 0.15 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -19.42 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 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 | 11398130:btcusd:triple_med_gx:lsma55_125 | 11398130:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.99% | 18.93% |
| Worst Week | -6.19% | -12.33% |
| Best Month | 4.22% | 37.42% |
| Worst Month | -9.9% | -17.69% |
| Best Year | 8.76% | 38.02% |
| Worst Year | -5.41% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 2.53% | 4.78% |
| Avg. Down Week | -2.1% | -3.12% |
| Avg. Up Month | 3.44% | 8.64% |
| Avg. Down Month | -3.72% | -11.25% |
| Win Days % | 44.71% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 48.48% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |