| Metric | 11398711:btcusd:triple_med_gx:lsma200_125 | 11398711:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 10.2% | 61.16% |
| Max Drawdown | -23.36% | -29.51% |
| Sharpe | 0.27 | 0.59 |
| Sortino | 0.39 | 0.85 |
| Payoff Ratio | 0.94 | 0.88 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.68 | 1.07 |
| CPC Index | 0.58 | 0.5 |
| Tail Ratio | 1.47 | 0.98 |
| Outlier Win Ratio | 37.29 | 3.02 |
| Outlier Loss Ratio | 2.96 | 2.93 |
| Volatility (ann.) | 11.1% | 25.19% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.42 | 2.0 |
| Skew | 0.69 | 0.21 |
| Kurtosis | 107.94 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.75% | 3.74% |
| Expected Yearly % | 4.97% | 26.95% |
| Kelly Criterion | 5.49% | -2.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.13% |
| Expected Shortfall (cVaR) | -0.95% | -2.13% |
| Year | 11398711:BTCUSD | 11398711:btcusd:triple_med_gx:lsma200_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.26 | -0.16 | - |
| 2025 | 16.76 | 17.56 | 1.05 | + |
| Metric | 11398711:btcusd:triple_med_gx:lsma200_125 | 11398711:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 19.68% | 31.46% |
| 6M | 17.56% | 12.77% |
| YTD | 17.56% | 16.76% |
| 1Y | 12.01% | 56.84% |
| 3Y (ann.) | 9.91% | 59.12% |
| 5Y (ann.) | 9.91% | 59.12% |
| Metric | 11398711:btcusd:triple_med_gx:lsma200_125 | 11398711:BTCUSD |
|---|---|---|
| Max Drawdown | -23.36% | -29.51% |
| Longest DD Days | 335.0 | 144.0 |
| Avg. Drawdown | -3.94% | -4.82% |
| Avg. Drawdown Days | 43.0 | 14.0 |
| Recovery Factor | 0.44 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-05-08 | -23.36 | 335 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-13 | 2025-05-18 | -1.83 | 4 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-05-09 | 2025-05-13 | -0.63 | 4 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11398711:btcusd:triple_med_gx:lsma200_125 | 11398711: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 | 17.56% | 38.02% |
| Worst Year | -6.26% | 16.76% |
| Avg. Up Day | 0.83% | 0.83% |
| Avg. Down Day | -0.88% | -0.95% |
| Avg. Up Week | 5.26% | 8.64% |
| Avg. Down Week | -6.01% | -6.24% |
| Avg. Up Month | 9.28% | 18.38% |
| Avg. Down Month | -4.62% | -9.25% |
| Win Days % | 54.26% | 51.86% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |