| Metric | 11398712:btcusd:triple_med_gx:lsma205_125 | 11398712:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 15.5% | 61.16% |
| Max Drawdown | -21.38% | -29.51% |
| Sharpe | 0.36 | 0.59 |
| Sortino | 0.54 | 0.85 |
| Payoff Ratio | 0.95 | 0.9 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 2.24 | 1.07 |
| CPC Index | 0.62 | 0.51 |
| Tail Ratio | 1.9 | 0.98 |
| Outlier Win Ratio | 34.04 | 3.06 |
| Outlier Loss Ratio | 3.09 | 3.09 |
| Volatility (ann.) | 11.46% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.7 | 2.0 |
| Skew | 0.68 | 0.21 |
| Kurtosis | 95.96 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.11% | 3.74% |
| Expected Yearly % | 7.47% | 26.95% |
| Kelly Criterion | 7.41% | -1.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.13% |
| Expected Shortfall (cVaR) | -0.98% | -2.13% |
| Year | 11398712:BTCUSD | 11398712:btcusd:triple_med_gx:lsma205_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.85 | -0.10 | - |
| 2025 | 16.76 | 20.11 | 1.20 | + |
| Metric | 11398712:btcusd:triple_med_gx:lsma205_125 | 11398712:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 21.95% | 31.46% |
| 6M | 20.11% | 12.77% |
| YTD | 20.11% | 16.76% |
| 1Y | 17.74% | 56.84% |
| 3Y (ann.) | 15.05% | 59.12% |
| 5Y (ann.) | 15.05% | 59.12% |
| Metric | 11398712:btcusd:triple_med_gx:lsma205_125 | 11398712:BTCUSD |
|---|---|---|
| Max Drawdown | -21.38% | -29.51% |
| Longest DD Days | 309.0 | 144.0 |
| Avg. Drawdown | -3.49% | -4.82% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | 0.72 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-04-12 | -21.38 | 309 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-13 | 2025-05-18 | -1.83 | 4 |
| 2025-04-13 | 2025-05-08 | -1.80 | 25 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-05-09 | 2025-05-13 | -0.63 | 4 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11398712:btcusd:triple_med_gx:lsma205_125 | 11398712:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.85% | 18.93% |
| Worst Week | -9.03% | -12.33% |
| Best Month | 17.41% | 37.42% |
| Worst Month | -11.53% | -17.69% |
| Best Year | 20.11% | 38.02% |
| Worst Year | -3.85% | 16.76% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.89% | -0.95% |
| Avg. Up Week | 5.07% | 7.59% |
| Avg. Down Week | -4.15% | -5.97% |
| Avg. Up Month | 12.78% | 20.88% |
| Avg. Down Month | -3.86% | -9.25% |
| Win Days % | 54.81% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |