| Metric | 11402964:btcusd:triple_med_gx:lsma55_140 | 11402964:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 4.78% | 75.42% |
| Max Drawdown | -19.42% | -29.51% |
| Sharpe | 0.15 | 0.63 |
| Sortino | 0.24 | 0.92 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | 1.37 | 1.06 |
| CPC Index | 0.57 | 0.65 |
| Tail Ratio | 1.3 | 0.96 |
| Outlier Win Ratio | 29.56 | 3.2 |
| Outlier Loss Ratio | 3.93 | 3.18 |
| Volatility (ann.) | 10.54% | 24.55% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.22 | 2.19 |
| Skew | 2.97 | 0.2 |
| Kurtosis | 66.63 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.33% | 4.1% |
| Expected Yearly % | 2.36% | 32.45% |
| Kelly Criterion | -0.38% | 9.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.07% |
| Expected Shortfall (cVaR) | -0.9% | -2.07% |
| Year | 11402964:BTCUSD | 11402964:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.39 | -0.30 | - |
| 2025 | 27.10 | 18.25 | 0.67 | - |
| Metric | 11402964:btcusd:triple_med_gx:lsma55_140 | 11402964:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 10.67% | 41.88% |
| 6M | 15.8% | 22.91% |
| YTD | 18.25% | 27.1% |
| 1Y | 5.39% | 82.29% |
| 3Y (ann.) | 4.24% | 64.73% |
| 5Y (ann.) | 4.24% | 64.73% |
| Metric | 11402964:btcusd:triple_med_gx:lsma55_140 | 11402964:BTCUSD |
|---|---|---|
| Max Drawdown | -19.42% | -29.51% |
| Longest DD Days | 342.0 | 144.0 |
| Avg. Drawdown | -4.93% | -4.71% |
| Avg. Drawdown Days | 67.0 | 14.0 |
| Recovery Factor | 0.25 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-07-17 | -19.42 | 342 |
| 2024-06-07 | 2024-08-08 | -9.20 | 62 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11402964:btcusd:triple_med_gx:lsma55_140 | 11402964:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 14.56% | 18.93% |
| Worst Week | -6.58% | -12.33% |
| Best Month | 14.53% | 37.42% |
| Worst Month | -7.39% | -17.69% |
| Best Year | 18.25% | 38.02% |
| Worst Year | -11.39% | 27.1% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.91% | 3.86% |
| Avg. Down Week | -2.83% | -3.58% |
| Avg. Up Month | 3.35% | 6.58% |
| Avg. Down Month | -2.56% | -9.42% |
| Win Days % | 45.85% | 51.89% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 42.42% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |