| Metric | 11402368:btcusd:triple_med_gx:lsma25_135 | 11402368:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 37.62% | 75.42% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.59 | 0.63 |
| Sortino | 0.88 | 0.92 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 1.19 | 1.11 |
| Common Sense Ratio | 1.5 | 1.06 |
| CPC Index | 0.68 | 0.64 |
| Tail Ratio | 1.26 | 0.96 |
| Outlier Win Ratio | 18.87 | 3.57 |
| Outlier Loss Ratio | 3.79 | 3.59 |
| Volatility (ann.) | 13.7% | 24.55% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.34 | 2.19 |
| Skew | 0.79 | 0.2 |
| Kurtosis | 27.84 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.31% | 4.1% |
| Expected Yearly % | 17.31% | 32.45% |
| Kelly Criterion | 6.41% | 8.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.07% |
| Expected Shortfall (cVaR) | -1.16% | -2.07% |
| Year | 11402368:BTCUSD | 11402368:btcusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.47 | 0.64 | - |
| 2025 | 27.10 | 10.56 | 0.39 | - |
| Metric | 11402368:btcusd:triple_med_gx:lsma25_135 | 11402368:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 7.41% | 41.88% |
| 6M | 7.51% | 22.91% |
| YTD | 10.56% | 27.1% |
| 1Y | 49.35% | 82.29% |
| 3Y (ann.) | 32.79% | 64.73% |
| 5Y (ann.) | 32.79% | 64.73% |
| Metric | 11402368:btcusd:triple_med_gx:lsma25_135 | 11402368:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 150.0 | 144.0 |
| Avg. Drawdown | -3.06% | -4.71% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 2.69 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-12-21 | 2025-05-21 | -13.79 | 150 |
| 2024-12-05 | 2024-12-21 | -7.93 | 15 |
| 2024-08-09 | 2024-10-14 | -7.30 | 66 |
| 2025-06-16 | 2025-07-17 | -5.39 | 30 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-06-10 | 2025-06-16 | -1.67 | 6 |
| 2024-11-06 | 2024-12-04 | -1.62 | 28 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11402368:btcusd:triple_med_gx:lsma25_135 | 11402368:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 18.25% | 37.42% |
| Worst Month | -8.15% | -17.69% |
| Best Year | 24.47% | 38.02% |
| Worst Year | 10.56% | 27.1% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 3.53% | 4.86% |
| Avg. Down Week | -2.63% | -4.6% |
| Avg. Up Month | 3.53% | 12.68% |
| Avg. Down Month | -5.72% | -12.52% |
| Win Days % | 50.31% | 51.89% |
| Win Month % | 76.92% | 64.29% |
| Win Week % | 51.35% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |