| Metric | 11398825:btcusd:triple_med_gx:lsma210_125 | 11398825:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 23.14% | 61.16% |
| Max Drawdown | -22.93% | -29.51% |
| Sharpe | 0.48 | 0.59 |
| Sortino | 0.72 | 0.85 |
| Payoff Ratio | 0.97 | 0.96 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 2.28 | 1.07 |
| CPC Index | 0.65 | 0.55 |
| Tail Ratio | 1.86 | 0.98 |
| Outlier Win Ratio | 31.82 | 3.34 |
| Outlier Loss Ratio | 3.22 | 3.32 |
| Volatility (ann.) | 12.02% | 25.19% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.98 | 2.0 |
| Skew | 0.73 | 0.21 |
| Kurtosis | 79.99 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.61% | 3.74% |
| Expected Yearly % | 10.97% | 26.95% |
| Kelly Criterion | 6.93% | 1.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.13% |
| Expected Shortfall (cVaR) | -1.02% | -2.13% |
| Year | 11398825:BTCUSD | 11398825:btcusd:triple_med_gx:lsma210_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.37 | 0.09 | - |
| 2025 | 16.76 | 19.13 | 1.14 | + |
| Metric | 11398825:btcusd:triple_med_gx:lsma210_125 | 11398825:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 20.15% | 31.46% |
| 6M | 19.13% | 12.77% |
| YTD | 19.13% | 16.76% |
| 1Y | 26.28% | 56.84% |
| 3Y (ann.) | 22.46% | 59.12% |
| 5Y (ann.) | 22.46% | 59.12% |
| Metric | 11398825:btcusd:triple_med_gx:lsma210_125 | 11398825:BTCUSD |
|---|---|---|
| Max Drawdown | -22.93% | -29.51% |
| Longest DD Days | 156.0 | 144.0 |
| Avg. Drawdown | -2.98% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 1.01 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-11 | -22.93 | 156 |
| 2024-12-01 | 2025-04-09 | -7.50 | 129 |
| 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 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2025-05-15 | 2025-05-15 | -1.10 | 0 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-05-15 | 2025-05-18 | -0.93 | 2 |
| 2025-04-11 | 2025-04-12 | -0.72 | 0 |
| Metric | 11398825:btcusd:triple_med_gx:lsma210_125 | 11398825:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.25% | 18.93% |
| Worst Week | -8.22% | -12.33% |
| Best Month | 22.89% | 37.42% |
| Worst Month | -8.22% | -17.69% |
| Best Year | 19.13% | 38.02% |
| Worst Year | 3.37% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.96% | -0.97% |
| Avg. Up Week | 5.47% | 6.73% |
| Avg. Down Week | -3.91% | -4.42% |
| Avg. Up Month | 12.0% | 18.38% |
| Avg. Down Month | -4.12% | -7.82% |
| Win Days % | 54.12% | 51.86% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |