| Metric | 11398849:btcusd:triple_med_gx:lsma55_125 | 11398849:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 25.83% | 61.16% |
| Max Drawdown | -25.35% | -29.51% |
| Sharpe | 0.44 | 0.59 |
| Sortino | 0.66 | 0.85 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.63 | 0.63 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 17.89 | 3.75 |
| Outlier Loss Ratio | 3.84 | 3.56 |
| Volatility (ann.) | 15.2% | 25.19% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.99 | 2.0 |
| Skew | 0.52 | 0.21 |
| Kurtosis | 34.65 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.78% | 3.74% |
| Expected Yearly % | 12.18% | 26.95% |
| Kelly Criterion | 4.49% | 8.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.13% |
| Expected Shortfall (cVaR) | -1.29% | -2.13% |
| Year | 11398849:BTCUSD | 11398849:btcusd:triple_med_gx:lsma55_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.47 | 0.14 | - |
| 2025 | 16.76 | 19.31 | 1.15 | + |
| Metric | 11398849:btcusd:triple_med_gx:lsma55_125 | 11398849:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 23.51% | 31.46% |
| 6M | 23.57% | 12.77% |
| YTD | 19.31% | 16.76% |
| 1Y | 29.5% | 56.84% |
| 3Y (ann.) | 25.06% | 59.12% |
| 5Y (ann.) | 25.06% | 59.12% |
| Metric | 11398849:btcusd:triple_med_gx:lsma55_125 | 11398849:BTCUSD |
|---|---|---|
| Max Drawdown | -25.35% | -29.51% |
| Longest DD Days | 152.0 | 144.0 |
| Avg. Drawdown | -3.57% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 1.02 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -25.35 | 152 |
| 2025-01-30 | 2025-05-08 | -14.02 | 98 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-30 | -6.93 | 35 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11398849:btcusd:triple_med_gx:lsma55_125 | 11398849:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.29% | 18.93% |
| Worst Week | -8.94% | -12.33% |
| Best Month | 12.42% | 37.42% |
| Worst Month | -12.38% | -17.69% |
| Best Year | 19.31% | 38.02% |
| Worst Year | 5.47% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 3.59% | 4.1% |
| Avg. Down Week | -2.8% | -4.22% |
| Avg. Up Month | 5.54% | 12.23% |
| Avg. Down Month | -7.42% | -9.04% |
| Win Days % | 49.5% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 61.29% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |