| Metric | 11398710:btcusd:triple_med_gx:lsma195_125 | 11398710:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 3.5% | 61.16% |
| Max Drawdown | -23.67% | -29.51% |
| Sharpe | 0.13 | 0.59 |
| Sortino | 0.19 | 0.85 |
| Payoff Ratio | 0.93 | 0.87 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.52 | 0.5 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 40.57 | 3.0 |
| Outlier Loss Ratio | 3.0 | 2.93 |
| Volatility (ann.) | 10.91% | 25.19% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.14 | 2.0 |
| Skew | 0.63 | 0.21 |
| Kurtosis | 115.38 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.26% | 3.74% |
| Expected Yearly % | 1.73% | 26.95% |
| Kelly Criterion | 1.24% | -3.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.13% |
| Expected Shortfall (cVaR) | -0.94% | -2.13% |
| Year | 11398710:BTCUSD | 11398710:btcusd:triple_med_gx:lsma195_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.95 | -0.21 | - |
| 2025 | 16.76 | 12.44 | 0.74 | - |
| Metric | 11398710:btcusd:triple_med_gx:lsma195_125 | 11398710:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 13.69% | 31.46% |
| 6M | 12.44% | 12.77% |
| YTD | 12.44% | 16.76% |
| 1Y | 5.63% | 56.84% |
| 3Y (ann.) | 3.4% | 59.12% |
| 5Y (ann.) | 3.4% | 59.12% |
| Metric | 11398710:btcusd:triple_med_gx:lsma195_125 | 11398710:BTCUSD |
|---|---|---|
| Max Drawdown | -23.67% | -29.51% |
| Longest DD Days | 340.0 | 144.0 |
| Avg. Drawdown | -5.04% | -4.82% |
| Avg. Drawdown Days | 61.0 | 14.0 |
| Recovery Factor | 0.15 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-05-13 | -23.67 | 340 |
| 2025-05-19 | 2025-06-11 | -3.29 | 23 |
| 2025-05-13 | 2025-05-18 | -1.83 | 4 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11398710:btcusd:triple_med_gx:lsma195_125 | 11398710:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.85% | 18.93% |
| Worst Week | -12.19% | -12.33% |
| Best Month | 17.41% | 37.42% |
| Worst Month | -14.6% | -17.69% |
| Best Year | 12.44% | 38.02% |
| Worst Year | -7.95% | 16.76% |
| Avg. Up Day | 0.83% | 0.83% |
| Avg. Down Day | -0.89% | -0.95% |
| Avg. Up Week | 4.51% | 8.64% |
| Avg. Down Week | -4.72% | -5.97% |
| Avg. Up Month | 7.88% | 18.38% |
| Avg. Down Month | -4.63% | -9.25% |
| Win Days % | 52.36% | 51.86% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |