| Metric | 11397134:btcusd:triple_med_gx:lsma25_120 | 11397134:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 31.7% | 61.16% |
| Max Drawdown | -27.23% | -29.51% |
| Sharpe | 0.51 | 0.59 |
| Sortino | 0.79 | 0.85 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.67 | 0.63 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 17.43 | 3.52 |
| Outlier Loss Ratio | 3.82 | 3.52 |
| Volatility (ann.) | 15.42% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.13 | 2.0 |
| Skew | 1.46 | 0.21 |
| Kurtosis | 43.36 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.14% | 3.74% |
| Expected Yearly % | 14.76% | 26.95% |
| Kelly Criterion | 5.16% | 8.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.13% |
| Expected Shortfall (cVaR) | -1.31% | -2.13% |
| Year | 11397134:BTCUSD | 11397134:btcusd:triple_med_gx:lsma25_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.34 | -0.06 | - |
| 2025 | 16.76 | 34.85 | 2.08 | + |
| Metric | 11397134:btcusd:triple_med_gx:lsma25_120 | 11397134:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 22.46% | 31.46% |
| 6M | 37.38% | 12.77% |
| YTD | 34.85% | 16.76% |
| 1Y | 32.01% | 56.84% |
| 3Y (ann.) | 30.74% | 59.12% |
| 5Y (ann.) | 30.74% | 59.12% |
| Metric | 11397134:btcusd:triple_med_gx:lsma25_120 | 11397134:BTCUSD |
|---|---|---|
| Max Drawdown | -27.23% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -4.0% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 1.16 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-12-12 | -27.23 | 184 |
| 2024-12-26 | 2025-03-02 | -7.33 | 66 |
| 2025-05-21 | 2025-06-09 | -5.51 | 19 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2025-03-03 | 2025-03-11 | -4.62 | 8 |
| 2025-03-13 | 2025-04-07 | -4.38 | 25 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2024-12-13 | 2024-12-24 | -3.35 | 10 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-11 | 2025-05-06 | -2.06 | 25 |
| Metric | 11397134:btcusd:triple_med_gx:lsma25_120 | 11397134:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.91% | 18.93% |
| Worst Week | -7.34% | -12.33% |
| Best Month | 11.69% | 37.42% |
| Worst Month | -12.67% | -17.69% |
| Best Year | 34.85% | 38.02% |
| Worst Year | -2.34% | 16.76% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 3.45% | 4.43% |
| Avg. Down Week | -2.2% | -4.06% |
| Avg. Up Month | 4.82% | 12.93% |
| Avg. Down Month | -5.56% | -11.25% |
| Win Days % | 49.05% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 51.43% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |