| Metric | 11398794:btcusd:triple_med_gx:lsma55_125 | 11398794:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 32.02% | 61.16% |
| Max Drawdown | -24.97% | -29.51% |
| Sharpe | 0.51 | 0.59 |
| Sortino | 0.79 | 0.85 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.65 | 0.63 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 17.98 | 3.76 |
| Outlier Loss Ratio | 3.82 | 3.56 |
| Volatility (ann.) | 15.68% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.24 | 2.0 |
| Skew | 1.42 | 0.21 |
| Kurtosis | 41.16 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.16% | 3.74% |
| Expected Yearly % | 14.9% | 26.95% |
| Kelly Criterion | 5.12% | 8.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.13% |
| Expected Shortfall (cVaR) | -1.33% | -2.13% |
| Year | 11398794:BTCUSD | 11398794:btcusd:triple_med_gx:lsma55_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.27 | 0.06 | - |
| 2025 | 16.76 | 29.09 | 1.74 | + |
| Metric | 11398794:btcusd:triple_med_gx:lsma55_125 | 11398794:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 25.62% | 31.46% |
| 6M | 31.64% | 12.77% |
| YTD | 29.09% | 16.76% |
| 1Y | 35.73% | 56.84% |
| 3Y (ann.) | 31.05% | 59.12% |
| 5Y (ann.) | 31.05% | 59.12% |
| Metric | 11398794:btcusd:triple_med_gx:lsma55_125 | 11398794:BTCUSD |
|---|---|---|
| Max Drawdown | -24.97% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -4.5% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.28 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -24.97 | 180 |
| 2025-03-03 | 2025-04-12 | -11.01 | 40 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -5.88 | 6 |
| 2025-05-22 | 2025-06-09 | -4.47 | 18 |
| 2024-12-12 | 2024-12-24 | -2.12 | 11 |
| 2025-04-13 | 2025-05-08 | -1.50 | 25 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2025-05-10 | 2025-05-20 | -1.06 | 10 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11398794:btcusd:triple_med_gx:lsma55_125 | 11398794:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.59% | 18.93% |
| Worst Week | -7.82% | -12.33% |
| Best Month | 10.16% | 37.42% |
| Worst Month | -10.85% | -17.69% |
| Best Year | 29.09% | 38.02% |
| Worst Year | 2.27% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 3.03% | 4.02% |
| Avg. Down Week | -2.43% | -4.06% |
| Avg. Up Month | 5.99% | 12.93% |
| Avg. Down Month | -3.79% | -8.96% |
| Win Days % | 49.8% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 58.06% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |