| Metric | 11398875:btcusd:triple_med_gx:lsma190_125 | 11398875:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 14.53% | 61.16% |
| Max Drawdown | -18.18% | -29.51% |
| Sharpe | 0.34 | 0.59 |
| Sortino | 0.52 | 0.85 |
| Payoff Ratio | 1.03 | 1.01 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.61 | 1.07 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.36 | 0.98 |
| Outlier Win Ratio | 36.32 | 3.06 |
| Outlier Loss Ratio | 3.14 | 3.09 |
| Volatility (ann.) | 11.53% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.78 | 2.0 |
| Skew | 0.96 | 0.21 |
| Kurtosis | 96.05 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.05% | 3.74% |
| Expected Yearly % | 7.02% | 26.95% |
| Kelly Criterion | 4.7% | 4.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.13% |
| Expected Shortfall (cVaR) | -0.98% | -2.13% |
| Year | 11398875:BTCUSD | 11398875:btcusd:triple_med_gx:lsma190_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.41 | 0.17 | - |
| 2025 | 16.76 | 7.64 | 0.46 | - |
| Metric | 11398875:btcusd:triple_med_gx:lsma190_125 | 11398875:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 8.22% | 31.46% |
| 6M | 7.64% | 12.77% |
| YTD | 7.64% | 16.76% |
| 1Y | 17.18% | 56.84% |
| 3Y (ann.) | 14.12% | 59.12% |
| 5Y (ann.) | 14.12% | 59.12% |
| Metric | 11398875:btcusd:triple_med_gx:lsma190_125 | 11398875:BTCUSD |
|---|---|---|
| Max Drawdown | -18.18% | -29.51% |
| Longest DD Days | 157.0 | 144.0 |
| Avg. Drawdown | -3.8% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.8 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-11 | -18.18 | 157 |
| 2025-01-30 | 2025-05-08 | -10.53 | 97 |
| 2025-05-19 | 2025-06-11 | -3.40 | 23 |
| 2024-12-01 | 2025-01-29 | -2.82 | 59 |
| 2025-05-15 | 2025-05-18 | -0.93 | 2 |
| 2024-11-12 | 2024-12-01 | -0.79 | 19 |
| 2025-05-10 | 2025-05-15 | -0.61 | 5 |
| 2024-06-02 | 2024-06-07 | -0.43 | 5 |
| 2025-05-09 | 2025-05-10 | -0.29 | 1 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11398875:btcusd:triple_med_gx:lsma190_125 | 11398875:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -8.94% | -12.33% |
| Best Month | 25.8% | 37.42% |
| Worst Month | -7.73% | -17.69% |
| Best Year | 7.64% | 38.02% |
| Worst Year | 6.41% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.92% | -0.94% |
| Avg. Up Week | 6.41% | 10.04% |
| Avg. Down Week | -5.45% | -4.0% |
| Avg. Up Month | 9.97% | 18.09% |
| Avg. Down Month | -3.27% | -7.82% |
| Win Days % | 51.64% | 51.86% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 47.37% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |