| Metric | 11398854:btcusd:triple_med_gx:lsma80_125 | 11398854:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 14.61% | 61.16% |
| Max Drawdown | -25.35% | -29.51% |
| Sharpe | 0.29 | 0.59 |
| Sortino | 0.42 | 0.85 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 15.85 | 3.75 |
| Outlier Loss Ratio | 3.88 | 3.65 |
| Volatility (ann.) | 16.05% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.56 | 2.0 |
| Skew | 0.13 | 0.21 |
| Kurtosis | 29.82 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.05% | 3.74% |
| Expected Yearly % | 7.06% | 26.95% |
| Kelly Criterion | 2.37% | 6.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.13% |
| Expected Shortfall (cVaR) | -1.37% | -2.13% |
| Year | 11398854:BTCUSD | 11398854:btcusd:triple_med_gx:lsma80_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.75 | 0.15 | - |
| 2025 | 16.76 | 8.39 | 0.50 | - |
| Metric | 11398854:btcusd:triple_med_gx:lsma80_125 | 11398854:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 20.28% | 31.46% |
| 6M | 12.41% | 12.77% |
| YTD | 8.39% | 16.76% |
| 1Y | 18.31% | 56.84% |
| 3Y (ann.) | 14.2% | 59.12% |
| 5Y (ann.) | 14.2% | 59.12% |
| Metric | 11398854:btcusd:triple_med_gx:lsma80_125 | 11398854:BTCUSD |
|---|---|---|
| Max Drawdown | -25.35% | -29.51% |
| Longest DD Days | 157.0 | 144.0 |
| Avg. Drawdown | -6.82% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.58 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2024-11-06 | -25.35 | 157 |
| 2025-01-06 | 2025-06-09 | -20.12 | 154 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 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 | -0.92 | 23 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| Metric | 11398854:btcusd:triple_med_gx:lsma80_125 | 11398854: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 | 8.48% | 37.42% |
| Worst Month | -12.64% | -17.69% |
| Best Year | 8.39% | 38.02% |
| Worst Year | 5.75% | 16.76% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.84% | -0.85% |
| Avg. Up Week | 3.93% | 4.6% |
| Avg. Down Week | -3.02% | -3.93% |
| Avg. Up Month | 5.49% | 12.23% |
| Avg. Down Month | -7.72% | -8.96% |
| Win Days % | 49.38% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 52.94% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |