| Metric | 11402374:btcusd:triple_med_gx:lsma55_135 | 11402374:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 39.91% | 61.16% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.66 | 0.59 |
| Sortino | 1.04 | 0.85 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.7 | 0.66 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 18.86 | 3.75 |
| Outlier Loss Ratio | 3.91 | 3.42 |
| Volatility (ann.) | 13.66% | 25.19% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.76 | 2.0 |
| Skew | 1.39 | 0.21 |
| Kurtosis | 25.16 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.62% | 3.74% |
| Expected Yearly % | 18.28% | 26.95% |
| Kelly Criterion | 6.97% | 10.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.13% |
| Expected Shortfall (cVaR) | -1.15% | -2.13% |
| Year | 11402374:BTCUSD | 11402374:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 27.62 | 0.73 | - |
| 2025 | 16.76 | 9.63 | 0.57 | - |
| Metric | 11402374:btcusd:triple_med_gx:lsma55_135 | 11402374:BTCUSD |
|---|---|---|
| MTD | 3.97% | 4.16% |
| 3M | 12.97% | 31.46% |
| 6M | 9.35% | 12.77% |
| YTD | 9.63% | 16.76% |
| 1Y | 34.79% | 56.84% |
| 3Y (ann.) | 38.66% | 59.12% |
| 5Y (ann.) | 38.66% | 59.12% |
| Metric | 11402374:btcusd:triple_med_gx:lsma55_135 | 11402374:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 167.0 | 144.0 |
| Avg. Drawdown | -4.05% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 2.85 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-12-05 | 2025-05-21 | -12.20 | 167 |
| 2024-08-09 | 2024-09-13 | -9.97 | 35 |
| 2024-09-14 | 2024-10-14 | -6.94 | 30 |
| 2025-05-23 | 2025-06-09 | -5.98 | 17 |
| 2024-11-06 | 2024-12-04 | -1.62 | 28 |
| 2024-10-15 | 2024-11-05 | -1.46 | 21 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| Metric | 11402374:btcusd:triple_med_gx:lsma55_135 | 11402374:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 14.85% | 37.42% |
| Worst Month | -6.4% | -17.69% |
| Best Year | 27.62% | 38.02% |
| Worst Year | 9.63% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 4.06% | 4.22% |
| Avg. Down Week | -2.71% | -4.51% |
| Avg. Up Month | 4.02% | 12.23% |
| Avg. Down Month | -3.9% | -9.04% |
| Win Days % | 49.69% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 51.43% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |