| Metric | 11382905:btcusd:triple_med_gx:lsma125_70 | 11382905:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 3.91% | 61.52% |
| Max Drawdown | -12.09% | -29.51% |
| Sharpe | 0.18 | 0.59 |
| Sortino | 0.27 | 0.86 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 0.59 | 1.07 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 0.54 | 0.97 |
| Outlier Win Ratio | 56.41 | 2.85 |
| Outlier Loss Ratio | 3.58 | 2.74 |
| Volatility (ann.) | 6.45% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.31 | 2.02 |
| Skew | 0.94 | 0.21 |
| Kurtosis | 44.53 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.3% | 3.76% |
| Expected Yearly % | 1.94% | 27.09% |
| Kelly Criterion | 1.66% | 6.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11382905:BTCUSD | 11382905:btcusd:triple_med_gx:lsma125_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.48 | 0.07 | - |
| 2025 | 17.02 | 1.39 | 0.08 | - |
| Metric | 11382905:btcusd:triple_med_gx:lsma125_70 | 11382905:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.3% | 31.76% |
| 6M | 1.39% | 12.25% |
| YTD | 1.39% | 17.02% |
| 1Y | 3.91% | 57.19% |
| 3Y (ann.) | 3.8% | 59.47% |
| 5Y (ann.) | 3.8% | 59.47% |
| Metric | 11382905:btcusd:triple_med_gx:lsma125_70 | 11382905:BTCUSD |
|---|---|---|
| Max Drawdown | -12.09% | -29.51% |
| Longest DD Days | 310.0 | 144.0 |
| Avg. Drawdown | -3.85% | -4.82% |
| Avg. Drawdown Days | 82.0 | 14.0 |
| Recovery Factor | 0.32 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-05-22 | -12.09 | 310 |
| 2025-05-23 | 2025-06-11 | -2.55 | 19 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11382905:btcusd:triple_med_gx:lsma125_70 | 11382905:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.31% | 18.93% |
| Worst Week | -7.4% | -12.33% |
| Best Month | 4.95% | 37.42% |
| Worst Month | -7.56% | -17.69% |
| Best Year | 2.48% | 38.02% |
| Worst Year | 1.39% | 17.02% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.69% | -0.7% |
| Avg. Up Week | 3.58% | 6.77% |
| Avg. Down Week | -3.64% | -4.3% |
| Avg. Up Month | 3.05% | 8.43% |
| Avg. Down Month | -5.33% | -5.41% |
| Win Days % | 49.43% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |