| Metric | 11403906:btcusd:triple_med_gx:lsma55_140 | 11403906:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 23.83% | 61.16% |
| Max Drawdown | -24.05% | -29.51% |
| Sharpe | 0.41 | 0.59 |
| Sortino | 0.64 | 0.85 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.63 | 0.62 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 19.42 | 3.75 |
| Outlier Loss Ratio | 3.75 | 3.56 |
| Volatility (ann.) | 15.33% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.96 | 2.0 |
| Skew | 1.48 | 0.21 |
| Kurtosis | 44.8 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.66% | 3.74% |
| Expected Yearly % | 11.28% | 26.95% |
| Kelly Criterion | 4.24% | 7.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.13% |
| Expected Shortfall (cVaR) | -1.3% | -2.13% |
| Year | 11403906:BTCUSD | 11403906:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.88 | 0.26 | - |
| 2025 | 16.76 | 12.69 | 0.76 | - |
| Metric | 11403906:btcusd:triple_med_gx:lsma55_140 | 11403906:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 10.85% | 31.46% |
| 6M | 14.74% | 12.77% |
| YTD | 12.69% | 16.76% |
| 1Y | 26.58% | 56.84% |
| 3Y (ann.) | 23.12% | 59.12% |
| 5Y (ann.) | 23.12% | 59.12% |
| Metric | 11403906:btcusd:triple_med_gx:lsma55_140 | 11403906:BTCUSD |
|---|---|---|
| Max Drawdown | -24.05% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -4.09% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 0.99 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -24.05 | 151 |
| 2025-03-03 | 2025-05-22 | -12.60 | 80 |
| 2025-05-23 | 2025-06-09 | -7.58 | 17 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -5.45 | 5 |
| 2024-12-22 | 2024-12-24 | -3.90 | 2 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11403906:btcusd:triple_med_gx:lsma55_140 | 11403906:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.18% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 11.17% | 37.42% |
| Worst Month | -8.67% | -17.69% |
| Best Year | 12.69% | 38.02% |
| Worst Year | 9.88% | 16.76% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 3.25% | 4.36% |
| Avg. Down Week | -2.79% | -4.07% |
| Avg. Up Month | 3.29% | 12.23% |
| Avg. Down Month | -5.79% | -12.52% |
| Win Days % | 49.34% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 59.26% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |