| Metric | 11402207:btcusd:triple_med_gx:lsma55_135 | 11402207:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 29.77% | 61.16% |
| Max Drawdown | -24.83% | -29.51% |
| Sharpe | 0.49 | 0.59 |
| Sortino | 0.76 | 0.85 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.67 | 0.64 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 19.33 | 3.75 |
| Outlier Loss Ratio | 3.74 | 3.52 |
| Volatility (ann.) | 15.33% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.16 | 2.0 |
| Skew | 1.53 | 0.21 |
| Kurtosis | 44.88 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.02% | 3.74% |
| Expected Yearly % | 13.92% | 26.95% |
| Kelly Criterion | 6.31% | 8.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.13% |
| Expected Shortfall (cVaR) | -1.3% | -2.13% |
| Year | 11402207:BTCUSD | 11402207:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.61 | 0.12 | - |
| 2025 | 16.76 | 24.05 | 1.44 | + |
| Metric | 11402207:btcusd:triple_med_gx:lsma55_135 | 11402207:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 17.82% | 31.46% |
| 6M | 27.19% | 12.77% |
| YTD | 24.05% | 16.76% |
| 1Y | 34.44% | 56.84% |
| 3Y (ann.) | 28.87% | 59.12% |
| 5Y (ann.) | 28.87% | 59.12% |
| Metric | 11402207:btcusd:triple_med_gx:lsma55_135 | 11402207:BTCUSD |
|---|---|---|
| Max Drawdown | -24.83% | -29.51% |
| Longest DD Days | 152.0 | 144.0 |
| Avg. Drawdown | -4.86% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.2 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -24.83 | 152 |
| 2025-03-03 | 2025-04-11 | -11.01 | 39 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-23 | 2025-06-09 | -6.39 | 17 |
| 2024-12-05 | 2024-12-11 | -5.88 | 6 |
| 2024-11-07 | 2024-12-04 | -3.36 | 27 |
| 2025-05-11 | 2025-05-21 | -2.12 | 10 |
| 2024-12-12 | 2024-12-24 | -1.73 | 11 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11402207:btcusd:triple_med_gx:lsma55_135 | 11402207:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.91% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 10.73% | 37.42% |
| Worst Month | -11.53% | -17.69% |
| Best Year | 24.05% | 38.02% |
| Worst Year | 4.61% | 16.76% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 3.05% | 3.99% |
| Avg. Down Week | -2.26% | -3.92% |
| Avg. Up Month | 4.37% | 12.23% |
| Avg. Down Month | -4.46% | -11.25% |
| Win Days % | 49.89% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 55.17% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |