| Metric | 11398874:btcusd:triple_med_gx:lsma185_125 | 11398874:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 10.74% | 61.16% |
| Max Drawdown | -19.15% | -29.51% |
| Sharpe | 0.28 | 0.59 |
| Sortino | 0.42 | 0.85 |
| Payoff Ratio | 1.02 | 1.0 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.08 | 1.07 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 0.93 | 0.98 |
| Outlier Win Ratio | 40.51 | 3.03 |
| Outlier Loss Ratio | 2.89 | 2.85 |
| Volatility (ann.) | 11.17% | 25.19% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.55 | 2.0 |
| Skew | 1.14 | 0.21 |
| Kurtosis | 108.4 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.79% | 3.74% |
| Expected Yearly % | 5.23% | 26.95% |
| Kelly Criterion | 3.74% | 3.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.13% |
| Expected Shortfall (cVaR) | -0.95% | -2.13% |
| Year | 11398874:BTCUSD | 11398874:btcusd:triple_med_gx:lsma185_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.22 | 0.06 | - |
| 2025 | 16.76 | 8.34 | 0.50 | - |
| Metric | 11398874:btcusd:triple_med_gx:lsma185_125 | 11398874:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.13% | 31.46% |
| 6M | 8.34% | 12.77% |
| YTD | 8.34% | 16.76% |
| 1Y | 14.08% | 56.84% |
| 3Y (ann.) | 10.44% | 59.12% |
| 5Y (ann.) | 10.44% | 59.12% |
| Metric | 11398874:btcusd:triple_med_gx:lsma185_125 | 11398874:BTCUSD |
|---|---|---|
| Max Drawdown | -19.15% | -29.51% |
| Longest DD Days | 157.0 | 144.0 |
| Avg. Drawdown | -3.69% | -4.82% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | 0.56 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-11 | -19.15 | 157 |
| 2025-01-30 | 2025-05-08 | -8.18 | 98 |
| 2024-12-01 | 2025-01-30 | -2.82 | 59 |
| 2025-05-15 | 2025-05-18 | -0.93 | 2 |
| 2024-11-12 | 2024-12-01 | -0.79 | 19 |
| 2025-05-10 | 2025-05-15 | -0.61 | 5 |
| 2024-06-02 | 2024-06-07 | -0.43 | 5 |
| 2025-05-09 | 2025-05-10 | -0.29 | 1 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11398874:btcusd:triple_med_gx:lsma185_125 | 11398874:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -8.94% | -12.33% |
| Best Month | 25.8% | 37.42% |
| Worst Month | -7.73% | -17.69% |
| Best Year | 8.34% | 38.02% |
| Worst Year | 2.22% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.92% | -0.95% |
| Avg. Up Week | 6.32% | 8.64% |
| Avg. Down Week | -6.41% | -3.42% |
| Avg. Up Month | 9.48% | 18.09% |
| Avg. Down Month | -3.77% | -5.35% |
| Win Days % | 51.3% | 51.86% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 56.25% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |