| Metric | 11401927:btcusd:triple_med_gx:lsma55_135 | 11401927:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 18.74% | 61.16% |
| Max Drawdown | -20.68% | -29.51% |
| Sharpe | 0.35 | 0.59 |
| Sortino | 0.51 | 0.85 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 19.65 | 3.76 |
| Outlier Loss Ratio | 3.6 | 3.6 |
| Volatility (ann.) | 15.49% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.88 | 2.0 |
| Skew | 0.72 | 0.21 |
| Kurtosis | 40.04 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.33% | 3.74% |
| Expected Yearly % | 8.97% | 26.95% |
| Kelly Criterion | 3.56% | 4.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.13% |
| Expected Shortfall (cVaR) | -1.32% | -2.13% |
| Year | 11401927:BTCUSD | 11401927:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.03 | 0.03 | - |
| 2025 | 16.76 | 17.53 | 1.05 | + |
| Metric | 11401927:btcusd:triple_med_gx:lsma55_135 | 11401927:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 18.67% | 31.46% |
| 6M | 15.36% | 12.77% |
| YTD | 17.53% | 16.76% |
| 1Y | 13.82% | 56.84% |
| 3Y (ann.) | 18.2% | 59.12% |
| 5Y (ann.) | 18.2% | 59.12% |
| Metric | 11401927:btcusd:triple_med_gx:lsma55_135 | 11401927:BTCUSD |
|---|---|---|
| Max Drawdown | -20.68% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -3.21% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 0.91 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-05 | -20.68 | 182 |
| 2024-12-26 | 2025-05-19 | -15.75 | 144 |
| 2024-12-05 | 2024-12-24 | -5.45 | 19 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2025-05-20 | 2025-05-20 | -0.84 | 0 |
| 2025-05-22 | 2025-05-31 | -0.80 | 9 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| Metric | 11401927:btcusd:triple_med_gx:lsma55_135 | 11401927:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 7.4% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 13.88% | 37.42% |
| Worst Month | -8.52% | -17.69% |
| Best Year | 17.53% | 38.02% |
| Worst Year | 1.03% | 16.76% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.9% | -0.94% |
| Avg. Up Week | 3.11% | 3.68% |
| Avg. Down Week | -2.48% | -5.0% |
| Avg. Up Month | 4.77% | 13.47% |
| Avg. Down Month | -4.65% | -11.25% |
| Win Days % | 50.33% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |