| Metric | 11398686:btcusd:triple_med_gx:lsma65_125 | 11398686:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 19.75% | 61.16% |
| Max Drawdown | -27.58% | -29.51% |
| Sharpe | 0.36 | 0.59 |
| Sortino | 0.54 | 0.85 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 17.82 | 3.75 |
| Outlier Loss Ratio | 3.73 | 3.57 |
| Volatility (ann.) | 15.79% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.7 | 2.0 |
| Skew | 1.33 | 0.21 |
| Kurtosis | 40.04 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.4% | 3.74% |
| Expected Yearly % | 9.43% | 26.95% |
| Kelly Criterion | 3.8% | 5.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.13% |
| Expected Shortfall (cVaR) | -1.34% | -2.13% |
| Year | 11398686:BTCUSD | 11398686:btcusd:triple_med_gx:lsma65_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.44 | 0.04 | - |
| 2025 | 16.76 | 18.05 | 1.08 | + |
| Metric | 11398686:btcusd:triple_med_gx:lsma65_125 | 11398686:BTCUSD |
|---|---|---|
| MTD | 3.97% | 4.16% |
| 3M | 15.66% | 31.46% |
| 6M | 15.65% | 12.77% |
| YTD | 18.05% | 16.76% |
| 1Y | 22.33% | 56.84% |
| 3Y (ann.) | 19.18% | 59.12% |
| 5Y (ann.) | 19.18% | 59.12% |
| Metric | 11398686:btcusd:triple_med_gx:lsma65_125 | 11398686:BTCUSD |
|---|---|---|
| Max Drawdown | -27.58% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -4.88% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 0.72 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -27.58 | 151 |
| 2025-03-03 | 2025-05-08 | -12.64 | 66 |
| 2024-12-05 | 2025-03-02 | -8.63 | 87 |
| 2025-05-29 | 2025-06-09 | -6.66 | 11 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-11-06 | 2024-11-29 | -0.97 | 23 |
| 2025-05-09 | 2025-05-13 | -0.63 | 4 |
| 2024-11-29 | 2024-11-29 | -0.29 | 0 |
| Metric | 11398686:btcusd:triple_med_gx:lsma65_125 | 11398686:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.38% | 18.93% |
| Worst Week | -7.34% | -12.33% |
| Best Month | 8.6% | 37.42% |
| Worst Month | -10.0% | -17.69% |
| Best Year | 18.05% | 38.02% |
| Worst Year | 1.44% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 3.24% | 4.22% |
| Avg. Down Week | -2.62% | -4.86% |
| Avg. Up Month | 4.49% | 12.23% |
| Avg. Down Month | -4.2% | -9.25% |
| Win Days % | 49.9% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 57.58% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |