| Metric | 11400643:btcusd:triple_med_gx:lsma25_130 | 11400643:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 21.47% | 61.16% |
| Max Drawdown | -19.1% | -29.51% |
| Sharpe | 0.4 | 0.59 |
| Sortino | 0.56 | 0.85 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 18.19 | 3.48 |
| Outlier Loss Ratio | 3.72 | 3.5 |
| Volatility (ann.) | 14.66% | 25.19% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.09 | 2.0 |
| Skew | -0.57 | 0.21 |
| Kurtosis | 35.76 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.51% | 3.74% |
| Expected Yearly % | 10.21% | 26.95% |
| Kelly Criterion | 3.71% | 6.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.13% |
| Expected Shortfall (cVaR) | -1.25% | -2.13% |
| Year | 11400643:BTCUSD | 11400643:btcusd:triple_med_gx:lsma25_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.89 | 0.37 | - |
| 2025 | 16.76 | 6.66 | 0.40 | - |
| Metric | 11400643:btcusd:triple_med_gx:lsma25_130 | 11400643:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 16.61% | 31.46% |
| 6M | 9.11% | 12.77% |
| YTD | 6.66% | 16.76% |
| 1Y | 19.66% | 56.84% |
| 3Y (ann.) | 20.84% | 59.12% |
| 5Y (ann.) | 20.84% | 59.12% |
| Metric | 11400643:btcusd:triple_med_gx:lsma25_130 | 11400643:BTCUSD |
|---|---|---|
| Max Drawdown | -19.1% | -29.51% |
| Longest DD Days | 170.0 | 144.0 |
| Avg. Drawdown | -4.58% | -4.82% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 1.12 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-05 | -19.10 | 147 |
| 2024-12-21 | 2025-06-09 | -17.22 | 170 |
| 2024-12-05 | 2024-12-21 | -7.93 | 15 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| 2024-06-03 | 2024-06-10 | -1.03 | 6 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-01 | 2024-06-02 | -0.18 | 1 |
| Metric | 11400643:btcusd:triple_med_gx:lsma25_130 | 11400643:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.37% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 8.37% | 37.42% |
| Worst Month | -10.28% | -17.69% |
| Best Year | 13.89% | 38.02% |
| Worst Year | 6.66% | 16.76% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 3.12% | 4.96% |
| Avg. Down Week | -3.03% | -4.76% |
| Avg. Up Month | 5.36% | 13.47% |
| Avg. Down Month | -6.02% | -9.04% |
| Win Days % | 50.32% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |