| Metric | 11402310:btcusd:triple_med_gx:lsma25_135 | 11402310:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 32.89% | 61.16% |
| Max Drawdown | -16.81% | -29.51% |
| Sharpe | 0.57 | 0.59 |
| Sortino | 0.89 | 0.85 |
| Payoff Ratio | 1.22 | 1.13 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.49 | 1.07 |
| CPC Index | 0.7 | 0.65 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 18.92 | 3.48 |
| Outlier Loss Ratio | 4.0 | 3.47 |
| Volatility (ann.) | 13.91% | 25.19% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.9 | 2.0 |
| Skew | 1.76 | 0.21 |
| Kurtosis | 33.56 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.21% | 3.74% |
| Expected Yearly % | 15.28% | 26.95% |
| Kelly Criterion | 6.03% | 9.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.13% |
| Expected Shortfall (cVaR) | -1.18% | -2.13% |
| Year | 11402310:BTCUSD | 11402310:btcusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.43 | 0.35 | - |
| 2025 | 16.76 | 17.16 | 1.02 | + |
| Metric | 11402310:btcusd:triple_med_gx:lsma25_135 | 11402310:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 21.44% | 31.46% |
| 6M | 14.2% | 12.77% |
| YTD | 17.16% | 16.76% |
| 1Y | 30.89% | 56.84% |
| 3Y (ann.) | 31.89% | 59.12% |
| 5Y (ann.) | 31.89% | 59.12% |
| Metric | 11402310:btcusd:triple_med_gx:lsma25_135 | 11402310:BTCUSD |
|---|---|---|
| Max Drawdown | -16.81% | -29.51% |
| Longest DD Days | 148.0 | 144.0 |
| Avg. Drawdown | -3.87% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 1.96 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-05-18 | -16.81 | 148 |
| 2024-06-10 | 2024-08-08 | -15.15 | 59 |
| 2024-08-09 | 2024-10-14 | -8.64 | 66 |
| 2024-12-05 | 2024-12-12 | -6.91 | 7 |
| 2024-12-13 | 2024-12-20 | -4.76 | 7 |
| 2025-05-30 | 2025-06-08 | -4.26 | 9 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-11-06 | 2024-12-03 | -1.50 | 26 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| Metric | 11402310:btcusd:triple_med_gx:lsma25_135 | 11402310:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 15.24% | 18.93% |
| Worst Week | -7.17% | -12.33% |
| Best Month | 14.87% | 37.42% |
| Worst Month | -11.49% | -17.69% |
| Best Year | 17.16% | 38.02% |
| Worst Year | 13.43% | 16.76% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.78% | -0.85% |
| Avg. Up Week | 4.23% | 5.21% |
| Avg. Down Week | -3.24% | -4.08% |
| Avg. Up Month | 4.52% | 12.93% |
| Avg. Down Month | -3.65% | -7.59% |
| Win Days % | 48.32% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 47.06% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |