| Metric | 11398852:btcusd:triple_med_gx:lsma70_125 | 11398852:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 7.53% | 61.16% |
| Max Drawdown | -25.3% | -29.51% |
| Sharpe | 0.19 | 0.59 |
| Sortino | 0.27 | 0.85 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.08 | 1.07 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.02 | 0.98 |
| Outlier Win Ratio | 17.19 | 3.75 |
| Outlier Loss Ratio | 3.71 | 3.65 |
| Volatility (ann.) | 15.88% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.29 | 2.0 |
| Skew | 0.12 | 0.21 |
| Kurtosis | 31.16 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.56% | 3.74% |
| Expected Yearly % | 3.7% | 26.95% |
| Kelly Criterion | 1.43% | 5.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.13% |
| Expected Shortfall (cVaR) | -1.36% | -2.13% |
| Year | 11398852:BTCUSD | 11398852:btcusd:triple_med_gx:lsma70_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.18 | 0.03 | - |
| 2025 | 16.76 | 6.28 | 0.37 | - |
| Metric | 11398852:btcusd:triple_med_gx:lsma70_125 | 11398852:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 17.99% | 31.46% |
| 6M | 8.55% | 12.77% |
| YTD | 6.28% | 16.76% |
| 1Y | 10.66% | 56.84% |
| 3Y (ann.) | 7.32% | 59.12% |
| 5Y (ann.) | 7.32% | 59.12% |
| Metric | 11398852:btcusd:triple_med_gx:lsma70_125 | 11398852:BTCUSD |
|---|---|---|
| Max Drawdown | -25.3% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -8.0% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | 0.3 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-04 | -25.30 | 180 |
| 2024-12-26 | 2025-06-09 | -19.98 | 165 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-06-02 | 2024-06-07 | -0.43 | 5 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11398852:btcusd:triple_med_gx:lsma70_125 | 11398852:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -8.94% | -12.33% |
| Best Month | 8.58% | 37.42% |
| Worst Month | -13.38% | -17.69% |
| Best Year | 6.28% | 38.02% |
| Worst Year | 1.18% | 16.76% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 4.3% | 4.5% |
| Avg. Down Week | -3.23% | -3.93% |
| Avg. Up Month | 5.2% | 12.23% |
| Avg. Down Month | -8.33% | -8.96% |
| Win Days % | 49.43% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 48.39% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |