| Metric | 11393935:btcusd:triple_med_gx:lsma25_110 | 11393935:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 28.9% | 61.16% |
| Max Drawdown | -27.48% | -29.51% |
| Sharpe | 0.47 | 0.59 |
| Sortino | 0.72 | 0.85 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 1.04 | 0.98 |
| Outlier Win Ratio | 17.61 | 3.84 |
| Outlier Loss Ratio | 3.73 | 3.55 |
| Volatility (ann.) | 15.93% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.02 | 2.0 |
| Skew | 1.37 | 0.21 |
| Kurtosis | 38.2 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.97% | 3.74% |
| Expected Yearly % | 13.53% | 26.95% |
| Kelly Criterion | 4.72% | 7.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.13% |
| Expected Shortfall (cVaR) | -1.35% | -2.13% |
| Year | 11393935:BTCUSD | 11393935:btcusd:triple_med_gx:lsma25_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.62 | 0.12 | - |
| 2025 | 16.76 | 23.20 | 1.38 | + |
| Metric | 11393935:btcusd:triple_med_gx:lsma25_110 | 11393935:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 9.12% | 31.46% |
| 6M | 25.84% | 12.77% |
| YTD | 23.2% | 16.76% |
| 1Y | 25.23% | 56.84% |
| 3Y (ann.) | 28.03% | 59.12% |
| 5Y (ann.) | 28.03% | 59.12% |
| Metric | 11393935:btcusd:triple_med_gx:lsma25_110 | 11393935:BTCUSD |
|---|---|---|
| Max Drawdown | -27.48% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -4.03% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 1.05 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-05 | -27.48 | 182 |
| 2025-03-13 | 2025-05-08 | -9.53 | 56 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-19 | 2025-06-09 | -6.29 | 21 |
| 2024-12-05 | 2024-12-11 | -6.00 | 6 |
| 2025-03-03 | 2025-03-11 | -4.62 | 8 |
| 2024-12-13 | 2024-12-24 | -3.10 | 10 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| 2025-03-12 | 2025-03-12 | -1.17 | 0 |
| Metric | 11393935:btcusd:triple_med_gx:lsma25_110 | 11393935:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.42% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 13.04% | 37.42% |
| Worst Month | -8.54% | -17.69% |
| Best Year | 23.2% | 38.02% |
| Worst Year | 4.62% | 16.76% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.86% | -0.9% |
| Avg. Up Week | 3.21% | 4.31% |
| Avg. Down Week | -2.31% | -4.8% |
| Avg. Up Month | 4.11% | 11.96% |
| Avg. Down Month | -6.02% | -11.25% |
| Win Days % | 49.4% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |