| Metric | 11394576:btcusd:triple_med_gx:lsma25_115 | 11394576:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 34.05% | 61.16% |
| Max Drawdown | -14.08% | -29.51% |
| Sharpe | 0.66 | 0.59 |
| Sortino | 1.15 | 0.85 |
| Payoff Ratio | 1.36 | 1.27 |
| Profit Factor | 1.25 | 1.1 |
| Common Sense Ratio | 1.8 | 1.07 |
| CPC Index | 0.77 | 0.72 |
| Tail Ratio | 1.44 | 0.98 |
| Outlier Win Ratio | 24.14 | 3.39 |
| Outlier Loss Ratio | 4.45 | 3.09 |
| Volatility (ann.) | 11.73% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.34 | 2.0 |
| Skew | 3.98 | 0.21 |
| Kurtosis | 62.81 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.28% | 3.74% |
| Expected Yearly % | 15.78% | 26.95% |
| Kelly Criterion | 5.41% | 14.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.13% |
| Expected Shortfall (cVaR) | -0.99% | -2.13% |
| Year | 11394576:BTCUSD | 11394576:btcusd:triple_med_gx:lsma25_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.54 | 0.44 | - |
| 2025 | 16.76 | 15.02 | 0.90 | - |
| Metric | 11394576:btcusd:triple_med_gx:lsma25_115 | 11394576:BTCUSD |
|---|---|---|
| MTD | -0.56% | 4.16% |
| 3M | 9.24% | 31.46% |
| 6M | 14.76% | 12.77% |
| YTD | 15.02% | 16.76% |
| 1Y | 28.39% | 56.84% |
| 3Y (ann.) | 33.0% | 59.12% |
| 5Y (ann.) | 33.0% | 59.12% |
| Metric | 11394576:btcusd:triple_med_gx:lsma25_115 | 11394576:BTCUSD |
|---|---|---|
| Max Drawdown | -14.08% | -29.51% |
| Longest DD Days | 145.0 | 144.0 |
| Avg. Drawdown | -2.72% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 2.42 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-11-05 | -14.08 | 145 |
| 2025-01-30 | 2025-03-02 | -8.41 | 31 |
| 2025-05-21 | 2025-06-11 | -6.91 | 21 |
| 2024-11-30 | 2024-12-24 | -5.94 | 24 |
| 2025-03-03 | 2025-04-02 | -5.45 | 30 |
| 2024-12-26 | 2025-01-30 | -5.41 | 35 |
| 2025-04-10 | 2025-04-11 | -3.69 | 1 |
| 2025-05-01 | 2025-05-08 | -2.77 | 6 |
| 2025-05-09 | 2025-05-19 | -1.49 | 10 |
| 2024-06-05 | 2024-06-12 | -1.09 | 6 |
| Metric | 11394576:btcusd:triple_med_gx:lsma25_115 | 11394576:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 11.16% | 18.93% |
| Worst Week | -4.47% | -12.33% |
| Best Month | 12.1% | 37.42% |
| Worst Month | -4.34% | -17.69% |
| Best Year | 16.54% | 38.02% |
| Worst Year | 15.02% | 16.76% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.67% | -0.72% |
| Avg. Up Week | 4.21% | 5.75% |
| Avg. Down Week | -1.94% | -4.33% |
| Avg. Up Month | 5.24% | 15.1% |
| Avg. Down Month | -3.65% | -9.42% |
| Win Days % | 45.5% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 47.37% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |