| Metric | 11403738:btcusd:triple_med_gx:lsma55_140 | 11403738:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 23.73% | 61.16% |
| Max Drawdown | -22.04% | -29.51% |
| Sharpe | 0.42 | 0.59 |
| Sortino | 0.63 | 0.85 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 19.98 | 3.76 |
| Outlier Loss Ratio | 3.72 | 3.57 |
| Volatility (ann.) | 15.08% | 25.19% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.05 | 2.0 |
| Skew | 1.05 | 0.21 |
| Kurtosis | 42.96 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.65% | 3.74% |
| Expected Yearly % | 11.23% | 26.95% |
| Kelly Criterion | 4.3% | 7.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.13% |
| Expected Shortfall (cVaR) | -1.28% | -2.13% |
| Year | 11403738:BTCUSD | 11403738:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.89 | -0.13 | - |
| 2025 | 16.76 | 30.10 | 1.80 | + |
| Metric | 11403738:btcusd:triple_med_gx:lsma55_140 | 11403738:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 20.66% | 31.46% |
| 6M | 22.9% | 12.77% |
| YTD | 30.1% | 16.76% |
| 1Y | 18.85% | 56.84% |
| 3Y (ann.) | 23.03% | 59.12% |
| 5Y (ann.) | 23.03% | 59.12% |
| Metric | 11403738:btcusd:triple_med_gx:lsma55_140 | 11403738:BTCUSD |
|---|---|---|
| Max Drawdown | -22.04% | -29.51% |
| Longest DD Days | 269.0 | 144.0 |
| Avg. Drawdown | -3.16% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.08 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-03-02 | -22.04 | 269 |
| 2025-03-03 | 2025-04-09 | -11.01 | 37 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-23 | 2025-06-01 | -1.74 | 9 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-04-11 | 2025-05-10 | -1.10 | 29 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-05-11 | 2025-05-20 | -0.93 | 9 |
| 2025-05-20 | 2025-05-20 | -0.84 | 0 |
| Metric | 11403738:btcusd:triple_med_gx:lsma55_140 | 11403738:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.39% | 18.93% |
| Worst Week | -7.14% | -12.33% |
| Best Month | 8.39% | 37.42% |
| Worst Month | -4.93% | -17.69% |
| Best Year | 30.1% | 38.02% |
| Worst Year | -4.89% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 3.0% | 3.78% |
| Avg. Down Week | -2.82% | -3.99% |
| Avg. Up Month | 4.59% | 13.47% |
| Avg. Down Month | -3.87% | -6.43% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |