| Metric | 11398853:btcusd:triple_med_gx:lsma75_125 | 11398853:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 11.59% | 61.16% |
| Max Drawdown | -26.21% | -29.51% |
| Sharpe | 0.25 | 0.59 |
| Sortino | 0.36 | 0.85 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.56 | 0.6 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 16.27 | 3.75 |
| Outlier Loss Ratio | 3.81 | 3.65 |
| Volatility (ann.) | 16.02% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.43 | 2.0 |
| Skew | 0.13 | 0.21 |
| Kurtosis | 30.09 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.85% | 3.74% |
| Expected Yearly % | 5.63% | 26.95% |
| Kelly Criterion | 1.82% | 6.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.13% |
| Expected Shortfall (cVaR) | -1.37% | -2.13% |
| Year | 11398853:BTCUSD | 11398853:btcusd:triple_med_gx:lsma75_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.08 | 0.13 | - |
| 2025 | 16.76 | 6.19 | 0.37 | - |
| Metric | 11398853:btcusd:triple_med_gx:lsma75_125 | 11398853:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 19.66% | 31.46% |
| 6M | 9.98% | 12.77% |
| YTD | 6.19% | 16.76% |
| 1Y | 14.83% | 56.84% |
| 3Y (ann.) | 11.26% | 59.12% |
| 5Y (ann.) | 11.26% | 59.12% |
| Metric | 11398853:btcusd:triple_med_gx:lsma75_125 | 11398853:BTCUSD |
|---|---|---|
| Max Drawdown | -26.21% | -29.51% |
| Longest DD Days | 165.0 | 144.0 |
| Avg. Drawdown | -6.3% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.44 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -26.21 | 152 |
| 2024-12-26 | 2025-06-09 | -21.15 | 165 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-11-07 | 2024-12-01 | -0.88 | 23 |
| 2024-06-02 | 2024-06-07 | -0.43 | 5 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11398853:btcusd:triple_med_gx:lsma75_125 | 11398853: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 | 8.93% | 37.42% |
| Worst Month | -12.38% | -17.69% |
| Best Year | 6.19% | 38.02% |
| Worst Year | 5.08% | 16.76% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 4.11% | 4.27% |
| Avg. Down Week | -2.96% | -3.93% |
| Avg. Up Month | 5.75% | 13.54% |
| Avg. Down Month | -7.42% | -8.96% |
| Win Days % | 49.28% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |