| Metric | 11398749:btcusd:triple_med_gx:lsma95_125 | 11398749:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 19.75% | 61.16% |
| Max Drawdown | -29.02% | -29.51% |
| Sharpe | 0.34 | 0.59 |
| Sortino | 0.51 | 0.85 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 14.13 | 3.82 |
| Outlier Loss Ratio | 3.96 | 3.67 |
| Volatility (ann.) | 17.07% | 25.19% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.66 | 2.0 |
| Skew | 0.84 | 0.21 |
| Kurtosis | 30.85 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.4% | 3.74% |
| Expected Yearly % | 9.43% | 26.95% |
| Kelly Criterion | 2.64% | 7.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.13% |
| Expected Shortfall (cVaR) | -1.45% | -2.13% |
| Year | 11398749:BTCUSD | 11398749:btcusd:triple_med_gx:lsma95_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.16 | 0.11 | - |
| 2025 | 16.76 | 14.97 | 0.89 | - |
| Metric | 11398749:btcusd:triple_med_gx:lsma95_125 | 11398749:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 12.49% | 31.46% |
| 6M | 21.77% | 12.77% |
| YTD | 14.97% | 16.76% |
| 1Y | 23.67% | 56.84% |
| 3Y (ann.) | 19.18% | 59.12% |
| 5Y (ann.) | 19.18% | 59.12% |
| Metric | 11398749:btcusd:triple_med_gx:lsma95_125 | 11398749:BTCUSD |
|---|---|---|
| Max Drawdown | -29.02% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -7.57% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 0.68 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-04 | -29.02 | 182 |
| 2025-03-03 | 2025-06-09 | -16.84 | 98 |
| 2024-12-05 | 2024-12-23 | -7.93 | 18 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-01-07 | 2025-03-02 | -4.18 | 54 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-12-24 | 2024-12-24 | -0.55 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| Metric | 11398749:btcusd:triple_med_gx:lsma95_125 | 11398749:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 10.15% | 37.42% |
| Worst Month | -15.26% | -17.69% |
| Best Year | 14.97% | 38.02% |
| Worst Year | 4.16% | 16.76% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 3.52% | 3.86% |
| Avg. Down Week | -3.05% | -3.71% |
| Avg. Up Month | 6.09% | 12.39% |
| Avg. Down Month | -6.13% | -8.96% |
| Win Days % | 48.97% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 56.76% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |