| Metric | 11400650:btcusd:triple_med_gx:lsma55_130 | 11400650:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 20.7% | 61.16% |
| Max Drawdown | -21.0% | -29.51% |
| Sharpe | 0.39 | 0.59 |
| Sortino | 0.57 | 0.85 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 19.0 | 3.75 |
| Outlier Loss Ratio | 3.81 | 3.47 |
| Volatility (ann.) | 14.32% | 25.19% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.96 | 2.0 |
| Skew | -0.16 | 0.21 |
| Kurtosis | 35.05 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.46% | 3.74% |
| Expected Yearly % | 9.86% | 26.95% |
| Kelly Criterion | 3.72% | 7.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.13% |
| Expected Shortfall (cVaR) | -1.22% | -2.13% |
| Year | 11400650:BTCUSD | 11400650:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.98 | 0.31 | - |
| 2025 | 16.76 | 7.79 | 0.46 | - |
| Metric | 11400650:btcusd:triple_med_gx:lsma55_130 | 11400650:BTCUSD |
|---|---|---|
| MTD | 3.97% | 4.16% |
| 3M | 15.2% | 31.46% |
| 6M | 9.81% | 12.77% |
| YTD | 7.79% | 16.76% |
| 1Y | 18.9% | 56.84% |
| 3Y (ann.) | 20.09% | 59.12% |
| 5Y (ann.) | 20.09% | 59.12% |
| Metric | 11400650:btcusd:triple_med_gx:lsma55_130 | 11400650:BTCUSD |
|---|---|---|
| Max Drawdown | -21.0% | -29.51% |
| Longest DD Days | 148.0 | 144.0 |
| Avg. Drawdown | -5.01% | -4.82% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 0.99 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-06 | -21.00 | 148 |
| 2025-01-04 | 2025-05-22 | -14.63 | 138 |
| 2024-12-05 | 2025-01-03 | -7.93 | 29 |
| 2025-05-23 | 2025-06-09 | -5.87 | 17 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-06-03 | 2024-06-10 | -1.03 | 6 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-12-02 | 2024-12-02 | -0.18 | 0 |
| Metric | 11400650:btcusd:triple_med_gx:lsma55_130 | 11400650:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 8.37% | 37.42% |
| Worst Month | -8.57% | -17.69% |
| Best Year | 11.98% | 38.02% |
| Worst Year | 7.79% | 16.76% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 3.75% | 4.37% |
| Avg. Down Week | -3.04% | -4.51% |
| Avg. Up Month | 3.98% | 12.23% |
| Avg. Down Month | -5.59% | -9.04% |
| Win Days % | 49.8% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 54.29% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |