| Metric | 11398689:btcusd:triple_med_gx:lsma80_125 | 11398689:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 20.78% | 61.16% |
| Max Drawdown | -26.5% | -29.51% |
| Sharpe | 0.36 | 0.59 |
| Sortino | 0.53 | 0.85 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 1.14 | 1.07 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 1.04 | 0.98 |
| Outlier Win Ratio | 15.05 | 3.79 |
| Outlier Loss Ratio | 3.74 | 3.65 |
| Volatility (ann.) | 16.91% | 25.19% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.76 | 2.0 |
| Skew | 0.83 | 0.21 |
| Kurtosis | 31.98 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.46% | 3.74% |
| Expected Yearly % | 9.9% | 26.95% |
| Kelly Criterion | 2.95% | 5.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.13% |
| Expected Shortfall (cVaR) | -1.44% | -2.13% |
| Year | 11398689:BTCUSD | 11398689:btcusd:triple_med_gx:lsma80_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.43 | 0.14 | - |
| 2025 | 16.76 | 14.56 | 0.87 | - |
| Metric | 11398689:btcusd:triple_med_gx:lsma80_125 | 11398689:BTCUSD |
|---|---|---|
| MTD | 2.84% | 4.16% |
| 3M | 13.65% | 31.46% |
| 6M | 15.1% | 12.77% |
| YTD | 14.56% | 16.76% |
| 1Y | 22.82% | 56.84% |
| 3Y (ann.) | 20.18% | 59.12% |
| 5Y (ann.) | 20.18% | 59.12% |
| Metric | 11398689:btcusd:triple_med_gx:lsma80_125 | 11398689:BTCUSD |
|---|---|---|
| Max Drawdown | -26.5% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -6.16% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.78 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -26.50 | 151 |
| 2025-03-03 | 2025-05-08 | -16.84 | 66 |
| 2025-05-13 | 2025-06-11 | -9.02 | 28 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-11-07 | 2024-12-04 | -3.09 | 27 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2025-05-09 | 2025-05-13 | -0.63 | 4 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| Metric | 11398689:btcusd:triple_med_gx:lsma80_125 | 11398689:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -8.94% | -12.33% |
| Best Month | 11.67% | 37.42% |
| Worst Month | -12.21% | -17.69% |
| Best Year | 14.56% | 38.02% |
| Worst Year | 5.43% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 4.89% | 4.86% |
| Avg. Down Week | -2.75% | -4.66% |
| Avg. Up Month | 5.43% | 12.23% |
| Avg. Down Month | -5.65% | -8.96% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |