| Metric | 11398769:btcusd:triple_med_gx:lsma210_125 | 11398769:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 22.9% | 61.16% |
| Max Drawdown | -21.52% | -29.51% |
| Sharpe | 0.49 | 0.59 |
| Sortino | 0.73 | 0.85 |
| Payoff Ratio | 1.0 | 0.98 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 2.75 | 1.07 |
| CPC Index | 0.67 | 0.56 |
| Tail Ratio | 2.22 | 0.98 |
| Outlier Win Ratio | 31.61 | 3.13 |
| Outlier Loss Ratio | 3.15 | 3.09 |
| Volatility (ann.) | 11.69% | 25.19% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.03 | 2.0 |
| Skew | 0.74 | 0.21 |
| Kurtosis | 88.85 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.6% | 3.74% |
| Expected Yearly % | 10.86% | 26.95% |
| Kelly Criterion | 8.55% | 2.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.13% |
| Expected Shortfall (cVaR) | -0.99% | -2.13% |
| Year | 11398769:BTCUSD | 11398769:btcusd:triple_med_gx:lsma210_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.02 | 0.00 | - |
| 2025 | 16.76 | 22.88 | 1.37 | + |
| Metric | 11398769:btcusd:triple_med_gx:lsma210_125 | 11398769:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 24.89% | 31.46% |
| 6M | 22.88% | 12.77% |
| YTD | 22.88% | 16.76% |
| 1Y | 26.92% | 56.84% |
| 3Y (ann.) | 22.22% | 59.12% |
| 5Y (ann.) | 22.22% | 59.12% |
| Metric | 11398769:btcusd:triple_med_gx:lsma210_125 | 11398769:BTCUSD |
|---|---|---|
| Max Drawdown | -21.52% | -29.51% |
| Longest DD Days | 158.0 | 144.0 |
| Avg. Drawdown | -3.61% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 1.06 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-11 | -21.52 | 158 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2024-11-30 | 2025-04-08 | -3.84 | 129 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-15 | 2025-05-06 | -2.59 | 21 |
| 2025-05-09 | 2025-05-18 | -1.97 | 9 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-05-07 | 2025-05-08 | -0.78 | 0 |
| Metric | 11398769:btcusd:triple_med_gx:lsma210_125 | 11398769:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.15% | 18.93% |
| Worst Week | -8.64% | -12.33% |
| Best Month | 18.28% | 37.42% |
| Worst Month | -8.64% | -17.69% |
| Best Year | 22.88% | 38.02% |
| Worst Year | 0.02% | 16.76% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 5.78% | 9.25% |
| Avg. Down Week | -4.66% | -5.07% |
| Avg. Up Month | 10.52% | 17.5% |
| Avg. Down Month | -4.15% | -9.25% |
| Win Days % | 54.18% | 51.86% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |