| Metric | 11395573:btcusd:triple_med_gx:lsma25_115 | 11395573:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 46.28% | 61.16% |
| Max Drawdown | -29.07% | -29.51% |
| Sharpe | 0.66 | 0.59 |
| Sortino | 1.02 | 0.85 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 1.54 | 1.07 |
| CPC Index | 0.7 | 0.62 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 17.52 | 3.75 |
| Outlier Loss Ratio | 3.77 | 3.52 |
| Volatility (ann.) | 15.79% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.54 | 2.0 |
| Skew | 1.16 | 0.21 |
| Kurtosis | 41.16 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 2.97% | 3.74% |
| Expected Yearly % | 20.95% | 26.95% |
| Kelly Criterion | 7.2% | 7.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.13% |
| Expected Shortfall (cVaR) | -1.33% | -2.13% |
| Year | 11395573:BTCUSD | 11395573:btcusd:triple_med_gx:lsma25_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.24 | 0.06 | - |
| 2025 | 16.76 | 43.08 | 2.57 | + |
| Metric | 11395573:btcusd:triple_med_gx:lsma25_115 | 11395573:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 27.91% | 31.46% |
| 6M | 47.81% | 12.77% |
| YTD | 43.08% | 16.76% |
| 1Y | 47.99% | 56.84% |
| 3Y (ann.) | 44.81% | 59.12% |
| 5Y (ann.) | 44.81% | 59.12% |
| Metric | 11395573:btcusd:triple_med_gx:lsma25_115 | 11395573:BTCUSD |
|---|---|---|
| Max Drawdown | -29.07% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -3.76% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 1.59 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-05 | -29.07 | 182 |
| 2025-03-03 | 2025-04-09 | -10.53 | 37 |
| 2024-12-26 | 2025-01-29 | -6.93 | 34 |
| 2024-12-05 | 2024-12-11 | -6.12 | 6 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-02-06 | 2025-03-02 | -3.19 | 24 |
| 2025-05-09 | 2025-05-18 | -2.12 | 9 |
| 2025-02-05 | 2025-02-06 | -1.74 | 1 |
| Metric | 11395573:btcusd:triple_med_gx:lsma25_115 | 11395573:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.08% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 13.0% | 37.42% |
| Worst Month | -13.78% | -17.69% |
| Best Year | 43.08% | 38.02% |
| Worst Year | 2.24% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 3.95% | 4.47% |
| Avg. Down Week | -2.06% | -4.19% |
| Avg. Up Month | 6.28% | 12.23% |
| Avg. Down Month | -6.59% | -11.25% |
| Win Days % | 50.92% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 54.05% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |