| Metric | 11398768:btcusd:triple_med_gx:lsma205_125 | 11398768:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 26.83% | 61.16% |
| Max Drawdown | -19.63% | -29.51% |
| Sharpe | 0.56 | 0.59 |
| Sortino | 0.84 | 0.85 |
| Payoff Ratio | 1.02 | 0.98 |
| Profit Factor | 1.29 | 1.1 |
| Common Sense Ratio | 2.82 | 1.07 |
| CPC Index | 0.72 | 0.56 |
| Tail Ratio | 2.19 | 0.98 |
| Outlier Win Ratio | 32.53 | 3.13 |
| Outlier Loss Ratio | 2.92 | 2.86 |
| Volatility (ann.) | 11.57% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.33 | 2.0 |
| Skew | 0.79 | 0.21 |
| Kurtosis | 92.32 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.84% | 3.74% |
| Expected Yearly % | 12.62% | 26.95% |
| Kelly Criterion | 10.29% | 2.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.13% |
| Expected Shortfall (cVaR) | -0.98% | -2.13% |
| Year | 11398768:BTCUSD | 11398768:btcusd:triple_med_gx:lsma205_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.53 | 0.04 | - |
| 2025 | 16.76 | 24.91 | 1.49 | + |
| Metric | 11398768:btcusd:triple_med_gx:lsma205_125 | 11398768:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 26.73% | 31.46% |
| 6M | 24.91% | 12.77% |
| YTD | 24.91% | 16.76% |
| 1Y | 31.21% | 56.84% |
| 3Y (ann.) | 26.03% | 59.12% |
| 5Y (ann.) | 26.03% | 59.12% |
| Metric | 11398768:btcusd:triple_med_gx:lsma205_125 | 11398768:BTCUSD |
|---|---|---|
| Max Drawdown | -19.63% | -29.51% |
| Longest DD Days | 157.0 | 144.0 |
| Avg. Drawdown | -3.04% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 1.37 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-10 | -19.63 | 157 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2024-11-30 | 2025-04-08 | -3.72 | 129 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-09 | 2025-05-18 | -1.97 | 9 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-05-07 | 2025-05-08 | -0.78 | 0 |
| 2025-04-11 | 2025-04-12 | -0.72 | 0 |
| Metric | 11398768:btcusd:triple_med_gx:lsma205_125 | 11398768:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.15% | 18.93% |
| Worst Week | -8.64% | -12.33% |
| Best Month | 18.28% | 37.42% |
| Worst Month | -8.64% | -17.69% |
| Best Year | 24.91% | 38.02% |
| Worst Year | 1.53% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 6.85% | 8.77% |
| Avg. Down Week | -4.03% | -5.07% |
| Avg. Up Month | 14.48% | 20.88% |
| Avg. Down Month | -3.55% | -9.25% |
| Win Days % | 54.81% | 51.86% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 52.94% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |