| Metric | 11405853:btcusd:triple_med_gx:lsma25_145 | 11405853:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 40.99% | 75.42% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.67 | 0.63 |
| Sortino | 0.98 | 0.92 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.22 | 1.11 |
| Common Sense Ratio | 1.74 | 1.06 |
| CPC Index | 0.71 | 0.64 |
| Tail Ratio | 1.43 | 0.96 |
| Outlier Win Ratio | 20.4 | 3.55 |
| Outlier Loss Ratio | 3.81 | 3.59 |
| Volatility (ann.) | 12.61% | 24.55% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.55 | 2.19 |
| Skew | 0.02 | 0.2 |
| Kurtosis | 20.12 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.48% | 4.1% |
| Expected Yearly % | 18.74% | 32.45% |
| Kelly Criterion | 7.63% | 8.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.07% |
| Expected Shortfall (cVaR) | -1.06% | -2.07% |
| Year | 11405853:BTCUSD | 11405853:btcusd:triple_med_gx:lsma25_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.79 | 0.34 | - |
| 2025 | 27.10 | 25.00 | 0.92 | - |
| Metric | 11405853:btcusd:triple_med_gx:lsma25_145 | 11405853:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 12.33% | 41.88% |
| 6M | 19.22% | 22.91% |
| YTD | 25.0% | 27.1% |
| 1Y | 53.2% | 82.29% |
| 3Y (ann.) | 35.67% | 64.73% |
| 5Y (ann.) | 35.67% | 64.73% |
| Metric | 11405853:btcusd:triple_med_gx:lsma25_145 | 11405853:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 66.0 | 144.0 |
| Avg. Drawdown | -3.09% | -4.71% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 2.93 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2025-02-04 | 2025-04-11 | -11.05 | 66 |
| 2025-06-16 | 2025-07-17 | -8.05 | 30 |
| 2024-12-26 | 2025-02-03 | -7.17 | 39 |
| 2024-12-05 | 2024-12-12 | -6.91 | 7 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-08-09 | 2024-09-10 | -5.84 | 32 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2024-12-13 | 2024-12-20 | -4.76 | 7 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| Metric | 11405853:btcusd:triple_med_gx:lsma25_145 | 11405853:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 12.08% | 37.42% |
| Worst Month | -12.82% | -17.69% |
| Best Year | 25.0% | 38.02% |
| Worst Year | 12.79% | 27.1% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 3.61% | 4.76% |
| Avg. Down Week | -2.79% | -4.04% |
| Avg. Up Month | 4.51% | 8.38% |
| Avg. Down Month | -12.82% | -7.35% |
| Win Days % | 50.67% | 51.89% |
| Win Month % | 91.67% | 64.29% |
| Win Week % | 58.06% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |