| Metric | 11393879:btcusd:triple_med_gx:lsma25_110 | 11393879:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 17.8% | 61.16% |
| Max Drawdown | -29.38% | -29.51% |
| Sharpe | 0.33 | 0.59 |
| Sortino | 0.5 | 0.85 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 1.1 | 1.07 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.0 | 0.98 |
| Outlier Win Ratio | 17.57 | 3.84 |
| Outlier Loss Ratio | 3.66 | 3.57 |
| Volatility (ann.) | 16.13% | 25.19% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.59 | 2.0 |
| Skew | 1.28 | 0.21 |
| Kurtosis | 36.76 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.27% | 3.74% |
| Expected Yearly % | 8.53% | 26.95% |
| Kelly Criterion | 2.97% | 6.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.13% |
| Expected Shortfall (cVaR) | -1.37% | -2.13% |
| Year | 11393879:BTCUSD | 11393879:btcusd:triple_med_gx:lsma25_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.04 | -0.08 | - |
| 2025 | 16.76 | 21.48 | 1.28 | + |
| Metric | 11393879:btcusd:triple_med_gx:lsma25_110 | 11393879:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 2.77% | 31.46% |
| 6M | 23.83% | 12.77% |
| YTD | 21.48% | 16.76% |
| 1Y | 14.69% | 56.84% |
| 3Y (ann.) | 17.28% | 59.12% |
| 5Y (ann.) | 17.28% | 59.12% |
| Metric | 11393879:btcusd:triple_med_gx:lsma25_110 | 11393879:BTCUSD |
|---|---|---|
| Max Drawdown | -29.38% | -29.51% |
| Longest DD Days | 269.0 | 144.0 |
| Avg. Drawdown | -4.37% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.61 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-03-02 | -29.38 | 269 |
| 2025-03-13 | 2025-05-08 | -9.71 | 56 |
| 2025-05-19 | 2025-06-11 | -7.97 | 23 |
| 2025-03-03 | 2025-03-11 | -4.62 | 8 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| 2025-03-12 | 2025-03-12 | -1.17 | 0 |
| 2025-05-15 | 2025-05-15 | -1.10 | 0 |
| 2025-05-15 | 2025-05-18 | -0.93 | 2 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2025-05-14 | 2025-05-14 | -0.18 | 0 |
| Metric | 11393879:btcusd:triple_med_gx:lsma25_110 | 11393879:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.65% | 18.93% |
| Worst Week | -6.66% | -12.33% |
| Best Month | 13.04% | 37.42% |
| Worst Month | -8.87% | -17.69% |
| Best Year | 21.48% | 38.02% |
| Worst Year | -3.04% | 16.76% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.87% | -0.92% |
| Avg. Up Week | 3.01% | 3.75% |
| Avg. Down Week | -2.62% | -4.3% |
| Avg. Up Month | 3.56% | 13.05% |
| Avg. Down Month | -7.82% | -8.04% |
| Win Days % | 49.11% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 52.78% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |