| Metric | 11397080:btcusd:triple_med_gx:lsma25_120 | 11397080:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 20.5% | 61.16% |
| Max Drawdown | -30.73% | -29.51% |
| Sharpe | 0.37 | 0.59 |
| Sortino | 0.56 | 0.85 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 17.69 | 3.52 |
| Outlier Loss Ratio | 3.67 | 3.57 |
| Volatility (ann.) | 15.57% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.65 | 2.0 |
| Skew | 1.35 | 0.21 |
| Kurtosis | 41.91 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.44% | 3.74% |
| Expected Yearly % | 9.77% | 26.95% |
| Kelly Criterion | 3.37% | 6.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.13% |
| Expected Shortfall (cVaR) | -1.32% | -2.13% |
| Year | 11397080:BTCUSD | 11397080:btcusd:triple_med_gx:lsma25_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.15 | -0.21 | - |
| 2025 | 16.76 | 31.20 | 1.86 | + |
| Metric | 11397080:btcusd:triple_med_gx:lsma25_120 | 11397080:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 14.72% | 31.46% |
| 6M | 34.52% | 12.77% |
| YTD | 31.2% | 16.76% |
| 1Y | 21.09% | 56.84% |
| 3Y (ann.) | 19.9% | 59.12% |
| 5Y (ann.) | 19.9% | 59.12% |
| Metric | 11397080:btcusd:triple_med_gx:lsma25_120 | 11397080:BTCUSD |
|---|---|---|
| Max Drawdown | -30.73% | -29.51% |
| Longest DD Days | 269.0 | 144.0 |
| Avg. Drawdown | -4.66% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 0.67 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-03-02 | -30.73 | 269 |
| 2025-03-13 | 2025-04-11 | -8.77 | 29 |
| 2025-05-29 | 2025-06-09 | -4.67 | 10 |
| 2025-03-03 | 2025-03-11 | -4.62 | 8 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-11 | 2025-05-06 | -2.06 | 25 |
| 2025-05-09 | 2025-05-15 | -1.49 | 6 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| 2025-03-12 | 2025-03-12 | -1.17 | 0 |
| 2025-05-15 | 2025-05-18 | -0.93 | 2 |
| Metric | 11397080:btcusd:triple_med_gx:lsma25_120 | 11397080:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.62% | 18.93% |
| Worst Week | -7.51% | -12.33% |
| Best Month | 12.44% | 37.42% |
| Worst Month | -12.52% | -17.69% |
| Best Year | 31.2% | 38.02% |
| Worst Year | -8.15% | 16.76% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 3.43% | 3.83% |
| Avg. Down Week | -3.27% | -4.5% |
| Avg. Up Month | 4.19% | 12.93% |
| Avg. Down Month | -6.94% | -11.25% |
| Win Days % | 49.57% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 57.58% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |