| Metric | 11398879:btcusd:triple_med_gx:lsma210_125 | 11398879:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 32.6% | 61.16% |
| Max Drawdown | -22.61% | -29.51% |
| Sharpe | 0.61 | 0.59 |
| Sortino | 0.95 | 0.85 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.29 | 1.1 |
| Common Sense Ratio | 2.07 | 1.07 |
| CPC Index | 0.73 | 0.59 |
| Tail Ratio | 1.6 | 0.98 |
| Outlier Win Ratio | 29.6 | 3.4 |
| Outlier Loss Ratio | 3.37 | 3.24 |
| Volatility (ann.) | 12.41% | 25.19% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.4 | 2.0 |
| Skew | 1.04 | 0.21 |
| Kurtosis | 72.81 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.19% | 3.74% |
| Expected Yearly % | 15.15% | 26.95% |
| Kelly Criterion | 9.62% | 5.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.13% |
| Expected Shortfall (cVaR) | -1.05% | -2.13% |
| Year | 11398879:BTCUSD | 11398879:btcusd:triple_med_gx:lsma210_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.42 | 0.33 | - |
| 2025 | 16.76 | 17.94 | 1.07 | + |
| Metric | 11398879:btcusd:triple_med_gx:lsma210_125 | 11398879:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 18.83% | 31.46% |
| 6M | 17.94% | 12.77% |
| YTD | 17.94% | 16.76% |
| 1Y | 36.46% | 56.84% |
| 3Y (ann.) | 31.6% | 59.12% |
| 5Y (ann.) | 31.6% | 59.12% |
| Metric | 11398879:btcusd:triple_med_gx:lsma210_125 | 11398879:BTCUSD |
|---|---|---|
| Max Drawdown | -22.61% | -29.51% |
| Longest DD Days | 157.0 | 144.0 |
| Avg. Drawdown | -3.32% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 1.44 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-11 | -22.61 | 157 |
| 2025-01-30 | 2025-04-15 | -10.72 | 74 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2025-04-15 | 2025-05-08 | -2.59 | 22 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 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 |
| Metric | 11398879:btcusd:triple_med_gx:lsma210_125 | 11398879:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -9.22% | -12.33% |
| Best Month | 25.8% | 37.42% |
| Worst Month | -9.22% | -17.69% |
| Best Year | 17.94% | 38.02% |
| Worst Year | 12.42% | 16.76% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 5.03% | 7.08% |
| Avg. Down Week | -5.33% | -4.18% |
| Avg. Up Month | 10.29% | 16.65% |
| Avg. Down Month | -5.43% | -8.96% |
| Win Days % | 53.6% | 51.86% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 65.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |