| Metric | 11401871:btcusd:triple_med_gx:lsma55_135 | 11401871:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 6.23% | 61.16% |
| Max Drawdown | -22.29% | -29.51% |
| Sharpe | 0.17 | 0.59 |
| Sortino | 0.25 | 0.85 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 20.25 | 3.89 |
| Outlier Loss Ratio | 3.52 | 3.6 |
| Volatility (ann.) | 15.74% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.27 | 2.0 |
| Skew | 0.71 | 0.21 |
| Kurtosis | 37.92 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.47% | 3.74% |
| Expected Yearly % | 3.07% | 26.95% |
| Kelly Criterion | 1.29% | 5.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.13% |
| Expected Shortfall (cVaR) | -1.35% | -2.13% |
| Year | 11401871:BTCUSD | 11401871:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.36 | -0.01 | - |
| 2025 | 16.76 | 6.61 | 0.39 | - |
| Metric | 11401871:btcusd:triple_med_gx:lsma55_135 | 11401871:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 9.61% | 31.46% |
| 6M | 4.72% | 12.77% |
| YTD | 6.61% | 16.76% |
| 1Y | 1.34% | 56.84% |
| 3Y (ann.) | 6.06% | 59.12% |
| 5Y (ann.) | 6.06% | 59.12% |
| Metric | 11401871:btcusd:triple_med_gx:lsma55_135 | 11401871:BTCUSD |
|---|---|---|
| Max Drawdown | -22.29% | -29.51% |
| Longest DD Days | 350.0 | 144.0 |
| Avg. Drawdown | -3.63% | -4.82% |
| Avg. Drawdown Days | 45.0 | 14.0 |
| Recovery Factor | 0.28 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-21 | -22.29 | 350 |
| 2025-05-30 | 2025-06-08 | -4.26 | 9 |
| 2025-06-08 | 2025-06-11 | -0.84 | 2 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-01 | 2024-06-02 | -0.18 | 1 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11401871:btcusd:triple_med_gx:lsma55_135 | 11401871:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 7.21% | 18.93% |
| Worst Week | -8.82% | -12.33% |
| Best Month | 13.16% | 37.42% |
| Worst Month | -6.89% | -17.69% |
| Best Year | 6.61% | 38.02% |
| Worst Year | -0.36% | 16.76% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.91% | -0.94% |
| Avg. Up Week | 2.78% | 3.79% |
| Avg. Down Week | -2.99% | -4.8% |
| Avg. Up Month | 4.23% | 13.34% |
| Avg. Down Month | -6.21% | -13.21% |
| Win Days % | 49.12% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 56.25% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |