| Metric | 11398821:btcusd:triple_med_gx:lsma190_125 | 11398821:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 14.4% | 61.16% |
| Max Drawdown | -19.78% | -29.51% |
| Sharpe | 0.35 | 0.59 |
| Sortino | 0.52 | 0.85 |
| Payoff Ratio | 1.0 | 0.99 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.63 | 0.56 |
| Tail Ratio | 0.97 | 0.98 |
| Outlier Win Ratio | 40.17 | 3.11 |
| Outlier Loss Ratio | 2.8 | 2.85 |
| Volatility (ann.) | 11.1% | 25.19% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.71 | 2.0 |
| Skew | 0.94 | 0.21 |
| Kurtosis | 108.7 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.04% | 3.74% |
| Expected Yearly % | 6.96% | 26.95% |
| Kelly Criterion | 5.26% | 3.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.13% |
| Expected Shortfall (cVaR) | -0.94% | -2.13% |
| Year | 11398821:BTCUSD | 11398821:btcusd:triple_med_gx:lsma190_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.99 | 0.08 | - |
| 2025 | 16.76 | 11.08 | 0.66 | - |
| Metric | 11398821:btcusd:triple_med_gx:lsma190_125 | 11398821:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 11.94% | 31.46% |
| 6M | 11.08% | 12.77% |
| YTD | 11.08% | 16.76% |
| 1Y | 17.42% | 56.84% |
| 3Y (ann.) | 13.99% | 59.12% |
| 5Y (ann.) | 13.99% | 59.12% |
| Metric | 11398821:btcusd:triple_med_gx:lsma190_125 | 11398821:BTCUSD |
|---|---|---|
| Max Drawdown | -19.78% | -29.51% |
| Longest DD Days | 156.0 | 144.0 |
| Avg. Drawdown | -2.99% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 0.73 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-11 | -19.78 | 156 |
| 2024-12-01 | 2025-04-11 | -7.79 | 130 |
| 2025-05-15 | 2025-05-15 | -1.10 | 0 |
| 2025-05-15 | 2025-05-18 | -0.93 | 2 |
| 2025-05-07 | 2025-05-08 | -0.78 | 0 |
| 2024-06-06 | 2024-06-07 | -0.69 | 0 |
| 2025-05-06 | 2025-05-07 | -0.65 | 0 |
| 2024-11-30 | 2024-12-01 | -0.48 | 0 |
| 2025-05-09 | 2025-05-10 | -0.29 | 1 |
| 2025-05-10 | 2025-05-14 | -0.22 | 4 |
| Metric | 11398821:btcusd:triple_med_gx:lsma190_125 | 11398821:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.25% | 18.93% |
| Worst Week | -8.99% | -12.33% |
| Best Month | 22.89% | 37.42% |
| Worst Month | -8.99% | -17.69% |
| Best Year | 11.08% | 38.02% |
| Worst Year | 2.99% | 16.76% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.95% | -0.98% |
| Avg. Up Week | 6.0% | 8.64% |
| Avg. Down Week | -4.05% | -4.32% |
| Avg. Up Month | 13.23% | 20.88% |
| Avg. Down Month | -3.57% | -7.82% |
| Win Days % | 52.6% | 51.86% |
| Win Month % | 30.0% | 61.54% |
| Win Week % | 47.06% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |