| Metric | 11397191:btcusd:triple_med_gx:lsma25_120 | 11397191:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 29.48% | 61.16% |
| Max Drawdown | -28.92% | -29.51% |
| Sharpe | 0.49 | 0.59 |
| Sortino | 0.73 | 0.85 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 18.22 | 3.52 |
| Outlier Loss Ratio | 3.74 | 3.52 |
| Volatility (ann.) | 14.94% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.99 | 2.0 |
| Skew | 0.23 | 0.21 |
| Kurtosis | 38.79 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.01% | 3.74% |
| Expected Yearly % | 13.79% | 26.95% |
| Kelly Criterion | 5.53% | 7.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.13% |
| Expected Shortfall (cVaR) | -1.27% | -2.13% |
| Year | 11397191:BTCUSD | 11397191:btcusd:triple_med_gx:lsma25_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.91 | -0.08 | - |
| 2025 | 16.76 | 33.36 | 1.99 | + |
| Metric | 11397191:btcusd:triple_med_gx:lsma25_120 | 11397191:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 33.71% | 31.46% |
| 6M | 38.2% | 12.77% |
| YTD | 33.36% | 16.76% |
| 1Y | 29.9% | 56.84% |
| 3Y (ann.) | 28.59% | 59.12% |
| 5Y (ann.) | 28.59% | 59.12% |
| Metric | 11397191:btcusd:triple_med_gx:lsma25_120 | 11397191:BTCUSD |
|---|---|---|
| Max Drawdown | -28.92% | -29.51% |
| Longest DD Days | 196.0 | 144.0 |
| Avg. Drawdown | -3.69% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 1.02 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-12-24 | -28.92 | 196 |
| 2025-02-06 | 2025-04-09 | -12.03 | 62 |
| 2024-12-26 | 2025-02-06 | -6.93 | 42 |
| 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 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-05-09 | 2025-05-15 | -1.49 | 6 |
| 2025-04-11 | 2025-05-06 | -1.08 | 25 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11397191:btcusd:triple_med_gx:lsma25_120 | 11397191:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.36% | 18.93% |
| Worst Week | -7.82% | -12.33% |
| Best Month | 16.72% | 37.42% |
| Worst Month | -14.44% | -17.69% |
| Best Year | 33.36% | 38.02% |
| Worst Year | -2.91% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 3.85% | 4.46% |
| Avg. Down Week | -2.03% | -4.89% |
| Avg. Up Month | 7.51% | 14.57% |
| Avg. Down Month | -6.82% | -6.06% |
| Win Days % | 50.65% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |