| Metric | 11398690:btcusd:triple_med_gx:lsma85_125 | 11398690:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 26.51% | 61.16% |
| Max Drawdown | -27.43% | -29.51% |
| Sharpe | 0.42 | 0.59 |
| Sortino | 0.63 | 0.85 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.03 | 0.98 |
| Outlier Win Ratio | 14.52 | 3.79 |
| Outlier Loss Ratio | 3.84 | 3.67 |
| Volatility (ann.) | 17.03% | 25.19% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.94 | 2.0 |
| Skew | 0.77 | 0.21 |
| Kurtosis | 31.15 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.83% | 3.74% |
| Expected Yearly % | 12.48% | 26.95% |
| Kelly Criterion | 3.75% | 5.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.13% |
| Expected Shortfall (cVaR) | -1.45% | -2.13% |
| Year | 11398690:BTCUSD | 11398690:btcusd:triple_med_gx:lsma85_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.65 | 0.20 | - |
| 2025 | 16.76 | 17.52 | 1.05 | + |
| Metric | 11398690:btcusd:triple_med_gx:lsma85_125 | 11398690:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 13.62% | 31.46% |
| 6M | 20.13% | 12.77% |
| YTD | 17.52% | 16.76% |
| 1Y | 28.64% | 56.84% |
| 3Y (ann.) | 25.72% | 59.12% |
| 5Y (ann.) | 25.72% | 59.12% |
| Metric | 11398690:btcusd:triple_med_gx:lsma85_125 | 11398690:BTCUSD |
|---|---|---|
| Max Drawdown | -27.43% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -4.97% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 0.97 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -27.43 | 151 |
| 2025-03-03 | 2025-05-13 | -16.84 | 71 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2025-05-13 | 2025-06-09 | -7.83 | 27 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-02-04 | 2025-03-01 | -3.55 | 24 |
| 2024-11-07 | 2024-12-04 | -3.11 | 27 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| Metric | 11398690:btcusd:triple_med_gx:lsma85_125 | 11398690:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -8.82% | -12.33% |
| Best Month | 11.67% | 37.42% |
| Worst Month | -10.96% | -17.69% |
| Best Year | 17.52% | 38.02% |
| Worst Year | 7.65% | 16.76% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.86% | -0.9% |
| Avg. Up Week | 4.01% | 4.6% |
| Avg. Down Week | -3.18% | -5.0% |
| Avg. Up Month | 5.74% | 12.23% |
| Avg. Down Month | -5.54% | -8.96% |
| Win Days % | 50.17% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |