| Metric | 11398685:btcusd:triple_med_gx:lsma55_125 | 11398685:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 26.98% | 61.16% |
| Max Drawdown | -24.22% | -29.51% |
| Sharpe | 0.45 | 0.59 |
| Sortino | 0.69 | 0.85 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 17.72 | 3.65 |
| Outlier Loss Ratio | 3.7 | 3.56 |
| Volatility (ann.) | 15.56% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.08 | 2.0 |
| Skew | 1.3 | 0.21 |
| Kurtosis | 41.63 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.85% | 3.74% |
| Expected Yearly % | 12.69% | 26.95% |
| Kelly Criterion | 4.79% | 5.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.13% |
| Expected Shortfall (cVaR) | -1.32% | -2.13% |
| Year | 11398685:BTCUSD | 11398685:btcusd:triple_med_gx:lsma55_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.76 | 0.07 | - |
| 2025 | 16.76 | 23.58 | 1.41 | + |
| Metric | 11398685:btcusd:triple_med_gx:lsma55_125 | 11398685:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 19.87% | 31.46% |
| 6M | 22.63% | 12.77% |
| YTD | 23.58% | 16.76% |
| 1Y | 29.8% | 56.84% |
| 3Y (ann.) | 26.18% | 59.12% |
| 5Y (ann.) | 26.18% | 59.12% |
| Metric | 11398685:btcusd:triple_med_gx:lsma55_125 | 11398685:BTCUSD |
|---|---|---|
| Max Drawdown | -24.22% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -4.23% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 1.11 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -24.22 | 180 |
| 2025-03-03 | 2025-05-08 | -11.01 | 66 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-29 | 2025-06-09 | -6.66 | 11 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2024-12-23 | 2024-12-24 | -2.84 | 1 |
| 2025-06-10 | 2025-06-11 | -1.58 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11398685:btcusd:triple_med_gx:lsma55_125 | 11398685:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.05% | 18.93% |
| Worst Week | -7.34% | -12.33% |
| Best Month | 9.16% | 37.42% |
| Worst Month | -8.32% | -17.69% |
| Best Year | 23.58% | 38.02% |
| Worst Year | 2.76% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 3.38% | 3.85% |
| Avg. Down Week | -2.8% | -5.15% |
| Avg. Up Month | 5.32% | 12.93% |
| Avg. Down Month | -5.86% | -11.25% |
| Win Days % | 50.72% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |