| Metric | 11403626:btcusd:triple_med_gx:lsma55_140 | 11403626:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 4.65% | 61.16% |
| Max Drawdown | -24.84% | -29.51% |
| Sharpe | 0.15 | 0.59 |
| Sortino | 0.22 | 0.85 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 1.18 | 1.07 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 20.3 | 3.76 |
| Outlier Loss Ratio | 3.61 | 3.57 |
| Volatility (ann.) | 15.4% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.18 | 2.0 |
| Skew | 0.74 | 0.21 |
| Kurtosis | 40.94 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.35% | 3.74% |
| Expected Yearly % | 2.3% | 26.95% |
| Kelly Criterion | -0.5% | 5.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.13% |
| Expected Shortfall (cVaR) | -1.32% | -2.13% |
| Year | 11403626:BTCUSD | 11403626:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.22 | -0.14 | - |
| 2025 | 16.76 | 10.41 | 0.62 | - |
| Metric | 11403626:btcusd:triple_med_gx:lsma55_140 | 11403626:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 13.52% | 31.46% |
| 6M | 7.26% | 12.77% |
| YTD | 10.41% | 16.76% |
| 1Y | -0.0% | 56.84% |
| 3Y (ann.) | 4.52% | 59.12% |
| 5Y (ann.) | 4.52% | 59.12% |
| Metric | 11403626:btcusd:triple_med_gx:lsma55_140 | 11403626:BTCUSD |
|---|---|---|
| Max Drawdown | -24.84% | -29.51% |
| Longest DD Days | 350.0 | 144.0 |
| Avg. Drawdown | -4.55% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | 0.19 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-22 | -24.84 | 350 |
| 2025-05-22 | 2025-06-11 | -5.25 | 20 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403626:btcusd:triple_med_gx:lsma55_140 | 11403626:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 7.4% | 18.93% |
| Worst Week | -6.29% | -12.33% |
| Best Month | 9.43% | 37.42% |
| Worst Month | -8.61% | -17.69% |
| Best Year | 10.41% | 38.02% |
| Worst Year | -5.22% | 16.76% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.91% | -0.93% |
| Avg. Up Week | 2.58% | 3.79% |
| Avg. Down Week | -3.09% | -5.15% |
| Avg. Up Month | 3.01% | 8.67% |
| Avg. Down Month | -7.75% | -13.21% |
| Win Days % | 48.44% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 59.38% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |