| Metric | 11398727:btcusd:triple_med_gx:lsma280_125 | 11398727:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 15.31% | 61.16% |
| Max Drawdown | -24.77% | -29.51% |
| Sharpe | 0.34 | 0.59 |
| Sortino | 0.5 | 0.85 |
| Payoff Ratio | 1.0 | 0.96 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.8 | 1.07 |
| CPC Index | 0.61 | 0.55 |
| Tail Ratio | 1.57 | 0.98 |
| Outlier Win Ratio | 29.78 | 3.34 |
| Outlier Loss Ratio | 3.39 | 3.36 |
| Volatility (ann.) | 12.41% | 25.19% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.6 | 2.0 |
| Skew | 0.66 | 0.21 |
| Kurtosis | 71.89 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.1% | 3.74% |
| Expected Yearly % | 7.38% | 26.95% |
| Kelly Criterion | 5.69% | 1.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.13% |
| Expected Shortfall (cVaR) | -1.06% | -2.13% |
| Year | 11398727:BTCUSD | 11398727:btcusd:triple_med_gx:lsma280_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.93 | 0.05 | - |
| 2025 | 16.76 | 13.12 | 0.78 | - |
| Metric | 11398727:btcusd:triple_med_gx:lsma280_125 | 11398727:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 16.4% | 31.46% |
| 6M | 13.12% | 12.77% |
| YTD | 13.12% | 16.76% |
| 1Y | 17.26% | 56.84% |
| 3Y (ann.) | 14.87% | 59.12% |
| 5Y (ann.) | 14.87% | 59.12% |
| Metric | 11398727:btcusd:triple_med_gx:lsma280_125 | 11398727:BTCUSD |
|---|---|---|
| Max Drawdown | -24.77% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -3.65% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.62 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -24.77 | 180 |
| 2024-12-05 | 2025-04-09 | -7.39 | 125 |
| 2025-05-29 | 2025-06-11 | -5.01 | 13 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-15 | 2025-05-08 | -2.59 | 22 |
| 2025-05-13 | 2025-05-18 | -1.83 | 4 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11398727:btcusd:triple_med_gx:lsma280_125 | 11398727:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.85% | 18.93% |
| Worst Week | -9.68% | -12.33% |
| Best Month | 17.41% | 37.42% |
| Worst Month | -12.15% | -17.69% |
| Best Year | 13.12% | 38.02% |
| Worst Year | 1.93% | 16.76% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.88% | -0.93% |
| Avg. Up Week | 4.41% | 6.6% |
| Avg. Down Week | -4.76% | -4.83% |
| Avg. Up Month | 8.5% | 18.38% |
| Avg. Down Month | -7.04% | -11.25% |
| Win Days % | 52.76% | 51.86% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |