| Metric | 11397025:btcusd:triple_med_gx:lsma25_120 | 11397025:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 20.13% | 61.16% |
| Max Drawdown | -29.81% | -29.51% |
| Sharpe | 0.36 | 0.59 |
| Sortino | 0.55 | 0.85 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 17.0 | 3.52 |
| Outlier Loss Ratio | 3.58 | 3.57 |
| Volatility (ann.) | 15.79% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.66 | 2.0 |
| Skew | 1.27 | 0.21 |
| Kurtosis | 39.65 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.42% | 3.74% |
| Expected Yearly % | 9.6% | 26.95% |
| Kelly Criterion | 3.71% | 5.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.13% |
| Expected Shortfall (cVaR) | -1.34% | -2.13% |
| Year | 11397025:BTCUSD | 11397025:btcusd:triple_med_gx:lsma25_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.73 | -0.07 | - |
| 2025 | 16.76 | 23.49 | 1.40 | + |
| Metric | 11397025:btcusd:triple_med_gx:lsma25_120 | 11397025:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 11.36% | 31.46% |
| 6M | 25.5% | 12.77% |
| YTD | 23.49% | 16.76% |
| 1Y | 17.33% | 56.84% |
| 3Y (ann.) | 19.54% | 59.12% |
| 5Y (ann.) | 19.54% | 59.12% |
| Metric | 11397025:btcusd:triple_med_gx:lsma25_120 | 11397025:BTCUSD |
|---|---|---|
| Max Drawdown | -29.81% | -29.51% |
| Longest DD Days | 269.0 | 144.0 |
| Avg. Drawdown | -4.28% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.68 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-03-02 | -29.81 | 269 |
| 2025-03-13 | 2025-05-06 | -9.43 | 54 |
| 2025-05-29 | 2025-06-11 | -6.66 | 13 |
| 2025-03-03 | 2025-03-11 | -4.62 | 8 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-09 | 2025-05-18 | -1.74 | 9 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| 2025-03-12 | 2025-03-12 | -1.17 | 0 |
| 2025-05-07 | 2025-05-08 | -0.78 | 0 |
| 2025-05-07 | 2025-05-07 | -0.47 | 0 |
| Metric | 11397025:btcusd:triple_med_gx:lsma25_120 | 11397025:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.31% | 18.93% |
| Worst Week | -8.68% | -12.33% |
| Best Month | 11.94% | 37.42% |
| Worst Month | -10.0% | -17.69% |
| Best Year | 23.49% | 38.02% |
| Worst Year | -2.73% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 3.37% | 4.34% |
| Avg. Down Week | -3.36% | -4.17% |
| Avg. Up Month | 5.03% | 12.73% |
| Avg. Down Month | -6.56% | -11.25% |
| Win Days % | 50.52% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 59.38% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |