| Metric | 11388454:btcusd:triple_med_gx:lsma25_95 | 11388454:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 27.58% | 61.52% |
| Max Drawdown | -14.57% | -29.51% |
| Sharpe | 0.55 | 0.59 |
| Sortino | 0.9 | 0.86 |
| Payoff Ratio | 1.26 | 1.18 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 1.79 | 1.07 |
| CPC Index | 0.7 | 0.67 |
| Tail Ratio | 1.49 | 0.97 |
| Outlier Win Ratio | 23.89 | 3.41 |
| Outlier Loss Ratio | 4.49 | 3.26 |
| Volatility (ann.) | 12.19% | 25.2% |
| R^2 | 0.23 | 0.23 |
| Calmar | 1.84 | 2.02 |
| Skew | 3.12 | 0.21 |
| Kurtosis | 57.06 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.89% | 3.76% |
| Expected Yearly % | 12.95% | 27.09% |
| Kelly Criterion | 3.2% | 11.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.13% |
| Expected Shortfall (cVaR) | -1.03% | -2.13% |
| Year | 11388454:BTCUSD | 11388454:btcusd:triple_med_gx:lsma25_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.91 | 0.42 | - |
| 2025 | 17.02 | 10.07 | 0.59 | - |
| Metric | 11388454:btcusd:triple_med_gx:lsma25_95 | 11388454:BTCUSD |
|---|---|---|
| MTD | -3.29% | 4.4% |
| 3M | 1.35% | 31.76% |
| 6M | 8.31% | 12.25% |
| YTD | 10.07% | 17.02% |
| 1Y | 22.47% | 57.19% |
| 3Y (ann.) | 26.75% | 59.47% |
| 5Y (ann.) | 26.75% | 59.47% |
| Metric | 11388454:btcusd:triple_med_gx:lsma25_95 | 11388454:BTCUSD |
|---|---|---|
| Max Drawdown | -14.57% | -29.51% |
| Longest DD Days | 138.0 | 144.0 |
| Avg. Drawdown | -2.27% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.89 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-10-28 | -14.57 | 138 |
| 2024-11-30 | 2025-03-02 | -8.15 | 92 |
| 2025-03-03 | 2025-05-08 | -7.27 | 66 |
| 2025-05-27 | 2025-06-11 | -5.98 | 14 |
| 2025-05-09 | 2025-05-19 | -1.49 | 10 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-05-20 | 2025-05-20 | -0.84 | 0 |
| 2024-11-21 | 2024-11-29 | -0.83 | 7 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| 2024-11-06 | 2024-11-19 | -0.73 | 13 |
| Metric | 11388454:btcusd:triple_med_gx:lsma25_95 | 11388454:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.48% | 18.93% |
| Worst Week | -5.04% | -12.33% |
| Best Month | 12.7% | 37.42% |
| Worst Month | -5.56% | -17.69% |
| Best Year | 15.91% | 38.02% |
| Worst Year | 10.07% | 17.02% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.71% | -0.77% |
| Avg. Up Week | 4.25% | 5.65% |
| Avg. Down Week | -2.16% | -4.53% |
| Avg. Up Month | 5.64% | 15.1% |
| Avg. Down Month | -3.86% | -9.42% |
| Win Days % | 46.1% | 51.9% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 44.74% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |