| Metric | 11398798:btcusd:triple_med_gx:lsma75_125 | 11398798:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 24.15% | 61.16% |
| Max Drawdown | -28.2% | -29.51% |
| Sharpe | 0.4 | 0.59 |
| Sortino | 0.6 | 0.85 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.6 | 0.61 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 15.73 | 3.82 |
| Outlier Loss Ratio | 3.76 | 3.65 |
| Volatility (ann.) | 16.76% | 25.19% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.83 | 2.0 |
| Skew | 0.9 | 0.21 |
| Kurtosis | 33.22 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.68% | 3.74% |
| Expected Yearly % | 11.42% | 26.95% |
| Kelly Criterion | 3.42% | 7.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.13% |
| Expected Shortfall (cVaR) | -1.42% | -2.13% |
| Year | 11398798:BTCUSD | 11398798:btcusd:triple_med_gx:lsma75_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.02 | 0.11 | - |
| 2025 | 16.76 | 19.34 | 1.15 | + |
| Metric | 11398798:btcusd:triple_med_gx:lsma75_125 | 11398798:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 20.59% | 31.46% |
| 6M | 21.69% | 12.77% |
| YTD | 19.34% | 16.76% |
| 1Y | 27.31% | 56.84% |
| 3Y (ann.) | 23.43% | 59.12% |
| 5Y (ann.) | 23.43% | 59.12% |
| Metric | 11398798:btcusd:triple_med_gx:lsma75_125 | 11398798:BTCUSD |
|---|---|---|
| Max Drawdown | -28.2% | -29.51% |
| Longest DD Days | 152.0 | 144.0 |
| Avg. Drawdown | -5.3% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 0.86 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -28.20 | 152 |
| 2025-03-03 | 2025-05-08 | -16.84 | 66 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-15 | 2025-06-09 | -4.68 | 24 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2025-05-15 | 2025-05-15 | -1.10 | 0 |
| 2024-11-07 | 2024-12-01 | -0.95 | 23 |
| Metric | 11398798:btcusd:triple_med_gx:lsma75_125 | 11398798:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -7.82% | -12.33% |
| Best Month | 10.31% | 37.42% |
| Worst Month | -14.05% | -17.69% |
| Best Year | 19.34% | 38.02% |
| Worst Year | 4.02% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.88% | -0.88% |
| Avg. Up Week | 3.77% | 4.05% |
| Avg. Down Week | -2.71% | -3.83% |
| Avg. Up Month | 5.81% | 12.23% |
| Avg. Down Month | -6.0% | -8.96% |
| Win Days % | 49.82% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 51.52% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |