| Metric | 11402151:btcusd:triple_med_gx:lsma55_135 | 11402151:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 25.78% | 61.16% |
| Max Drawdown | -24.01% | -29.51% |
| Sharpe | 0.44 | 0.59 |
| Sortino | 0.68 | 0.85 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.37 | 1.07 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 19.62 | 3.75 |
| Outlier Loss Ratio | 3.75 | 3.56 |
| Volatility (ann.) | 15.32% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.04 | 2.0 |
| Skew | 1.5 | 0.21 |
| Kurtosis | 44.99 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.78% | 3.74% |
| Expected Yearly % | 12.15% | 26.95% |
| Kelly Criterion | 4.97% | 8.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.13% |
| Expected Shortfall (cVaR) | -1.3% | -2.13% |
| Year | 11402151:BTCUSD | 11402151:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.47 | 0.20 | - |
| 2025 | 16.76 | 17.03 | 1.02 | + |
| Metric | 11402151:btcusd:triple_med_gx:lsma55_135 | 11402151:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 12.24% | 31.46% |
| 6M | 19.5% | 12.77% |
| YTD | 17.03% | 16.76% |
| 1Y | 29.6% | 56.84% |
| 3Y (ann.) | 25.01% | 59.12% |
| 5Y (ann.) | 25.01% | 59.12% |
| Metric | 11402151:btcusd:triple_med_gx:lsma55_135 | 11402151:BTCUSD |
|---|---|---|
| Max Drawdown | -24.01% | -29.51% |
| Longest DD Days | 152.0 | 144.0 |
| Avg. Drawdown | -5.49% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 1.07 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -24.01 | 152 |
| 2025-03-03 | 2025-05-22 | -12.48 | 80 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-23 | 2025-06-09 | -6.41 | 17 |
| 2024-12-05 | 2024-12-11 | -5.45 | 5 |
| 2024-12-23 | 2024-12-24 | -2.84 | 1 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-11-30 | 2024-12-01 | -1.05 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11402151:btcusd:triple_med_gx:lsma55_135 | 11402151:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.66% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 8.7% | 37.42% |
| Worst Month | -9.39% | -17.69% |
| Best Year | 17.03% | 38.02% |
| Worst Year | 7.47% | 16.76% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 3.32% | 4.22% |
| Avg. Down Week | -2.17% | -4.97% |
| Avg. Up Month | 3.63% | 13.54% |
| Avg. Down Month | -5.72% | -12.52% |
| Win Days % | 49.56% | 51.86% |
| Win Month % | 83.33% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |