| Metric | 11398716:btcusd:triple_med_gx:lsma225_125 | 11398716:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 7.14% | 61.16% |
| Max Drawdown | -24.35% | -29.51% |
| Sharpe | 0.2 | 0.59 |
| Sortino | 0.29 | 0.85 |
| Payoff Ratio | 0.96 | 0.92 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.58 | 1.07 |
| CPC Index | 0.55 | 0.52 |
| Tail Ratio | 1.45 | 0.98 |
| Outlier Win Ratio | 31.53 | 3.11 |
| Outlier Loss Ratio | 3.17 | 3.16 |
| Volatility (ann.) | 11.86% | 25.19% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.29 | 2.0 |
| Skew | 0.65 | 0.21 |
| Kurtosis | 84.08 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.53% | 3.74% |
| Expected Yearly % | 3.51% | 26.95% |
| Kelly Criterion | 3.05% | -0.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.13% |
| Expected Shortfall (cVaR) | -1.01% | -2.13% |
| Year | 11398716:BTCUSD | 11398716:btcusd:triple_med_gx:lsma225_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.36 | -0.25 | - |
| 2025 | 16.76 | 18.21 | 1.09 | + |
| Metric | 11398716:btcusd:triple_med_gx:lsma225_125 | 11398716:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 21.63% | 31.46% |
| 6M | 18.21% | 12.77% |
| YTD | 18.21% | 16.76% |
| 1Y | 8.95% | 56.84% |
| 3Y (ann.) | 6.94% | 59.12% |
| 5Y (ann.) | 6.94% | 59.12% |
| Metric | 11398716:btcusd:triple_med_gx:lsma225_125 | 11398716:BTCUSD |
|---|---|---|
| Max Drawdown | -24.35% | -29.51% |
| Longest DD Days | 339.0 | 144.0 |
| Avg. Drawdown | -4.56% | -4.82% |
| Avg. Drawdown Days | 49.0 | 14.0 |
| Recovery Factor | 0.29 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-05-13 | -24.35 | 339 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-13 | 2025-05-18 | -1.83 | 4 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11398716:btcusd:triple_med_gx:lsma225_125 | 11398716:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.85% | 18.93% |
| Worst Week | -8.15% | -12.33% |
| Best Month | 17.41% | 37.42% |
| Worst Month | -10.66% | -17.69% |
| Best Year | 18.21% | 38.02% |
| Worst Year | -9.36% | 16.76% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.89% | -0.94% |
| Avg. Up Week | 4.05% | 7.19% |
| Avg. Down Week | -4.98% | -5.97% |
| Avg. Up Month | 12.68% | 20.88% |
| Avg. Down Month | -4.97% | -9.25% |
| Win Days % | 52.43% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 57.89% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |