| Metric | 11398974:btcusd:triple_med_gx:lsma115_125 | 11398974:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 31.13% | 75.42% |
| Max Drawdown | -29.21% | -29.51% |
| Sharpe | 0.45 | 0.63 |
| Sortino | 0.64 | 0.92 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.11 | 1.11 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.6 | 0.62 |
| Tail Ratio | 1.12 | 0.96 |
| Outlier Win Ratio | 12.9 | 3.92 |
| Outlier Loss Ratio | 3.99 | 3.77 |
| Volatility (ann.) | 16.49% | 24.55% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.93 | 2.19 |
| Skew | -0.23 | 0.2 |
| Kurtosis | 21.26 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.95% | 4.1% |
| Expected Yearly % | 14.51% | 32.45% |
| Kelly Criterion | 3.65% | 7.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.07% |
| Expected Shortfall (cVaR) | -1.4% | -2.07% |
| Year | 11398974:BTCUSD | 11398974:btcusd:triple_med_gx:lsma115_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.24 | 0.22 | - |
| 2025 | 27.10 | 21.14 | 0.78 | - |
| Metric | 11398974:btcusd:triple_med_gx:lsma115_125 | 11398974:BTCUSD |
|---|---|---|
| MTD | 1.77% | 10.71% |
| 3M | 15.07% | 41.88% |
| 6M | 20.26% | 22.91% |
| YTD | 21.14% | 27.1% |
| 1Y | 54.74% | 82.29% |
| 3Y (ann.) | 27.21% | 64.73% |
| 5Y (ann.) | 27.21% | 64.73% |
| Metric | 11398974:btcusd:triple_med_gx:lsma115_125 | 11398974:BTCUSD |
|---|---|---|
| Max Drawdown | -29.21% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -5.69% | -4.71% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.07 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-18 | -29.21 | 129 |
| 2024-12-17 | 2025-05-18 | -21.81 | 151 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-10 | 2025-07-17 | -7.77 | 37 |
| 2025-05-30 | 2025-06-09 | -5.58 | 10 |
| 2024-11-12 | 2024-12-05 | -4.92 | 23 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11398974:btcusd:triple_med_gx:lsma115_125 | 11398974:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.52% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 14.08% | 37.42% |
| Worst Month | -8.6% | -17.69% |
| Best Year | 21.14% | 38.02% |
| Worst Year | 8.24% | 27.1% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.82% | -0.82% |
| Avg. Up Week | 4.05% | 6.21% |
| Avg. Down Week | -2.91% | -3.77% |
| Avg. Up Month | 8.59% | 14.47% |
| Avg. Down Month | -4.04% | -7.82% |
| Win Days % | 49.93% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 48.84% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |