| Metric | 11402318:btcusd:triple_med_gx:lsma55_135 | 11402318:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 44.22% | 61.16% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.73 | 0.59 |
| Sortino | 1.23 | 0.85 |
| Payoff Ratio | 1.24 | 1.18 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 1.53 | 1.07 |
| CPC Index | 0.75 | 0.67 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 19.71 | 3.75 |
| Outlier Loss Ratio | 4.05 | 3.35 |
| Volatility (ann.) | 13.37% | 25.19% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.06 | 2.0 |
| Skew | 2.63 | 0.21 |
| Kurtosis | 33.16 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.86% | 3.74% |
| Expected Yearly % | 20.09% | 26.95% |
| Kelly Criterion | 8.01% | 11.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.13% |
| Expected Shortfall (cVaR) | -1.12% | -2.13% |
| Year | 11402318:BTCUSD | 11402318:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.16 | 0.61 | - |
| 2025 | 16.76 | 17.10 | 1.02 | + |
| Metric | 11402318:btcusd:triple_med_gx:lsma55_135 | 11402318:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 17.71% | 31.46% |
| 6M | 11.83% | 12.77% |
| YTD | 17.1% | 16.76% |
| 1Y | 42.05% | 56.84% |
| 3Y (ann.) | 42.82% | 59.12% |
| 5Y (ann.) | 42.82% | 59.12% |
| Metric | 11402318:btcusd:triple_med_gx:lsma55_135 | 11402318:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 156.0 | 144.0 |
| Avg. Drawdown | -3.19% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 3.16 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-12-05 | 2025-05-10 | -10.92 | 156 |
| 2024-08-09 | 2024-09-13 | -7.79 | 35 |
| 2025-05-23 | 2025-06-09 | -6.80 | 17 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2025-05-11 | 2025-05-21 | -1.78 | 10 |
| 2024-11-06 | 2024-12-03 | -1.50 | 26 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| Metric | 11402318:btcusd:triple_med_gx:lsma55_135 | 11402318:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 15.24% | 18.93% |
| Worst Week | -8.16% | -12.33% |
| Best Month | 15.94% | 37.42% |
| Worst Month | -8.45% | -17.69% |
| Best Year | 23.16% | 38.02% |
| Worst Year | 17.1% | 16.76% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.65% | 4.22% |
| Avg. Down Week | -2.99% | -4.03% |
| Avg. Up Month | 4.74% | 12.23% |
| Avg. Down Month | -3.61% | -7.59% |
| Win Days % | 49.15% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 53.12% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |