| Metric | 11398898:btcusd:triple_med_gx:lsma25_125 | 11398898:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 14.85% | 61.16% |
| Max Drawdown | -23.53% | -29.51% |
| Sharpe | 0.31 | 0.59 |
| Sortino | 0.43 | 0.85 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 18.81 | 3.45 |
| Outlier Loss Ratio | 3.78 | 3.5 |
| Volatility (ann.) | 14.41% | 25.19% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.61 | 2.0 |
| Skew | -0.53 | 0.21 |
| Kurtosis | 38.06 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.07% | 3.74% |
| Expected Yearly % | 7.17% | 26.95% |
| Kelly Criterion | 2.96% | 4.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.13% |
| Expected Shortfall (cVaR) | -1.23% | -2.13% |
| Year | 11398898:BTCUSD | 11398898:btcusd:triple_med_gx:lsma25_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.54 | -0.17 | - |
| 2025 | 16.76 | 22.88 | 1.37 | + |
| Metric | 11398898:btcusd:triple_med_gx:lsma25_125 | 11398898:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 26.9% | 31.46% |
| 6M | 23.75% | 12.77% |
| YTD | 22.88% | 16.76% |
| 1Y | 14.7% | 56.84% |
| 3Y (ann.) | 14.43% | 59.12% |
| 5Y (ann.) | 14.43% | 59.12% |
| Metric | 11398898:btcusd:triple_med_gx:lsma25_125 | 11398898:BTCUSD |
|---|---|---|
| Max Drawdown | -23.53% | -29.51% |
| Longest DD Days | 331.0 | 144.0 |
| Avg. Drawdown | -3.54% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 0.63 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-05-08 | -23.53 | 331 |
| 2025-05-30 | 2025-06-08 | -4.29 | 9 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-09 | 2025-05-18 | -1.30 | 9 |
| 2024-06-02 | 2024-06-10 | -1.04 | 8 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-06-08 | 2025-06-09 | -0.67 | 0 |
| 2025-05-29 | 2025-05-30 | -0.18 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11398898:btcusd:triple_med_gx:lsma25_125 | 11398898:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 7.69% | 18.93% |
| Worst Week | -8.82% | -12.33% |
| Best Month | 11.05% | 37.42% |
| Worst Month | -11.06% | -17.69% |
| Best Year | 22.88% | 38.02% |
| Worst Year | -6.54% | 16.76% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 3.82% | 4.62% |
| Avg. Down Week | -2.44% | -4.44% |
| Avg. Up Month | 5.38% | 8.85% |
| Avg. Down Month | -5.05% | -11.25% |
| Win Days % | 49.68% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |