| Metric | 11398823:btcusd:triple_med_gx:lsma200_125 | 11398823:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 14.51% | 61.16% |
| Max Drawdown | -19.84% | -29.51% |
| Sharpe | 0.34 | 0.59 |
| Sortino | 0.51 | 0.85 |
| Payoff Ratio | 0.96 | 0.95 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 2.36 | 1.07 |
| CPC Index | 0.6 | 0.54 |
| Tail Ratio | 2.01 | 0.98 |
| Outlier Win Ratio | 34.75 | 3.12 |
| Outlier Loss Ratio | 3.0 | 3.12 |
| Volatility (ann.) | 11.59% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.71 | 2.0 |
| Skew | 0.71 | 0.21 |
| Kurtosis | 91.93 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.05% | 3.74% |
| Expected Yearly % | 7.01% | 26.95% |
| Kelly Criterion | 4.33% | 1.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.13% |
| Expected Shortfall (cVaR) | -0.99% | -2.13% |
| Year | 11398823:BTCUSD | 11398823:btcusd:triple_med_gx:lsma200_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.70 | 0.07 | - |
| 2025 | 16.76 | 11.50 | 0.69 | - |
| Metric | 11398823:btcusd:triple_med_gx:lsma200_125 | 11398823:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 13.66% | 31.46% |
| 6M | 11.5% | 12.77% |
| YTD | 11.5% | 16.76% |
| 1Y | 17.64% | 56.84% |
| 3Y (ann.) | 14.09% | 59.12% |
| 5Y (ann.) | 14.09% | 59.12% |
| Metric | 11398823:btcusd:triple_med_gx:lsma200_125 | 11398823:BTCUSD |
|---|---|---|
| Max Drawdown | -19.84% | -29.51% |
| Longest DD Days | 157.0 | 144.0 |
| Avg. Drawdown | -3.18% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.73 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-11 | -19.84 | 157 |
| 2024-12-01 | 2025-04-11 | -8.20 | 130 |
| 2025-05-19 | 2025-06-11 | -3.29 | 23 |
| 2025-04-13 | 2025-05-08 | -2.24 | 25 |
| 2025-05-15 | 2025-05-15 | -1.10 | 0 |
| 2025-05-15 | 2025-05-18 | -0.93 | 2 |
| 2025-04-11 | 2025-04-12 | -0.72 | 0 |
| 2024-06-06 | 2024-06-07 | -0.69 | 0 |
| 2024-11-30 | 2024-12-01 | -0.48 | 0 |
| 2025-05-09 | 2025-05-10 | -0.29 | 1 |
| Metric | 11398823:btcusd:triple_med_gx:lsma200_125 | 11398823:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.25% | 18.93% |
| Worst Week | -9.74% | -12.33% |
| Best Month | 22.89% | 37.42% |
| Worst Month | -9.74% | -17.69% |
| Best Year | 11.5% | 38.02% |
| Worst Year | 2.7% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.97% | -0.99% |
| Avg. Up Week | 5.28% | 7.59% |
| Avg. Down Week | -3.7% | -4.42% |
| Avg. Up Month | 13.78% | 20.88% |
| Avg. Down Month | -3.82% | -7.82% |
| Win Days % | 53.12% | 51.86% |
| Win Month % | 30.0% | 61.54% |
| Win Week % | 42.11% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |