| Metric | 11398912:btcusd:triple_med_gx:lsma95_125 | 11398912:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 20.59% | 61.16% |
| Max Drawdown | -24.95% | -29.51% |
| Sharpe | 0.37 | 0.59 |
| Sortino | 0.52 | 0.85 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 1.2 | 1.07 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 14.88 | 3.79 |
| Outlier Loss Ratio | 3.91 | 3.67 |
| Volatility (ann.) | 15.88% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.8 | 2.0 |
| Skew | -0.39 | 0.21 |
| Kurtosis | 25.66 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.45% | 3.74% |
| Expected Yearly % | 9.81% | 26.95% |
| Kelly Criterion | 3.49% | 4.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.13% |
| Expected Shortfall (cVaR) | -1.35% | -2.13% |
| Year | 11398912:BTCUSD | 11398912:btcusd:triple_med_gx:lsma95_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.53 | 0.17 | - |
| 2025 | 16.76 | 13.21 | 0.79 | - |
| Metric | 11398912:btcusd:triple_med_gx:lsma95_125 | 11398912:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 18.55% | 31.46% |
| 6M | 18.14% | 12.77% |
| YTD | 13.21% | 16.76% |
| 1Y | 24.62% | 56.84% |
| 3Y (ann.) | 19.99% | 59.12% |
| 5Y (ann.) | 19.99% | 59.12% |
| Metric | 11398912:btcusd:triple_med_gx:lsma95_125 | 11398912:BTCUSD |
|---|---|---|
| Max Drawdown | -24.95% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -6.33% | -4.82% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 0.83 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-10 | -24.95 | 155 |
| 2025-01-07 | 2025-05-18 | -17.59 | 131 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-05-19 | 2025-06-09 | -4.92 | 21 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-16 | 2024-12-25 | -1.31 | 9 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| Metric | 11398912:btcusd:triple_med_gx:lsma95_125 | 11398912:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -8.82% | -12.33% |
| Best Month | 9.53% | 37.42% |
| Worst Month | -11.08% | -17.69% |
| Best Year | 13.21% | 38.02% |
| Worst Year | 6.53% | 16.76% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 2.76% | 5.22% |
| Avg. Down Week | -3.34% | -3.93% |
| Avg. Up Month | 5.02% | 13.54% |
| Avg. Down Month | -4.51% | -8.96% |
| Win Days % | 50.65% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 61.11% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |