| Metric | 11402039:btcusd:triple_med_gx:lsma55_135 | 11402039:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 31.67% | 61.16% |
| Max Drawdown | -18.44% | -29.51% |
| Sharpe | 0.52 | 0.59 |
| Sortino | 0.79 | 0.85 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.38 | 1.07 |
| CPC Index | 0.65 | 0.61 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 19.65 | 3.75 |
| Outlier Loss Ratio | 3.75 | 3.52 |
| Volatility (ann.) | 14.97% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.67 | 2.0 |
| Skew | 1.07 | 0.21 |
| Kurtosis | 43.84 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.14% | 3.74% |
| Expected Yearly % | 14.75% | 26.95% |
| Kelly Criterion | 6.16% | 6.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.13% |
| Expected Shortfall (cVaR) | -1.27% | -2.13% |
| Year | 11402039:BTCUSD | 11402039:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.93 | 0.08 | - |
| 2025 | 16.76 | 27.92 | 1.67 | + |
| Metric | 11402039:btcusd:triple_med_gx:lsma55_135 | 11402039:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 12.46% | 31.46% |
| 6M | 24.75% | 12.77% |
| YTD | 27.92% | 16.76% |
| 1Y | 24.86% | 56.84% |
| 3Y (ann.) | 30.71% | 59.12% |
| 5Y (ann.) | 30.71% | 59.12% |
| Metric | 11402039:btcusd:triple_med_gx:lsma55_135 | 11402039:BTCUSD |
|---|---|---|
| Max Drawdown | -18.44% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -3.81% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.72 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-05 | -18.44 | 182 |
| 2025-03-03 | 2025-05-21 | -11.73 | 79 |
| 2024-12-26 | 2025-02-03 | -6.93 | 39 |
| 2025-02-04 | 2025-03-01 | -5.67 | 25 |
| 2024-12-05 | 2024-12-24 | -5.45 | 19 |
| 2025-05-22 | 2025-06-08 | -4.28 | 16 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2025-06-10 | 2025-06-11 | -0.86 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| Metric | 11402039:btcusd:triple_med_gx:lsma55_135 | 11402039:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 6.12% | 18.93% |
| Worst Week | -6.29% | -12.33% |
| Best Month | 5.83% | 37.42% |
| Worst Month | -4.59% | -17.69% |
| Best Year | 27.92% | 38.02% |
| Worst Year | 2.93% | 16.76% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 3.19% | 3.95% |
| Avg. Down Week | -2.85% | -3.8% |
| Avg. Up Month | 3.66% | 12.93% |
| Avg. Down Month | -2.98% | -8.04% |
| Win Days % | 51.19% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |