| Metric | 11398914:btcusd:triple_med_gx:lsma100_125 | 11398914:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 17.06% | 61.16% |
| Max Drawdown | -23.92% | -29.51% |
| Sharpe | 0.32 | 0.59 |
| Sortino | 0.45 | 0.85 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 14.11 | 3.79 |
| Outlier Loss Ratio | 3.89 | 3.67 |
| Volatility (ann.) | 16.19% | 25.19% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.69 | 2.0 |
| Skew | -0.37 | 0.21 |
| Kurtosis | 23.82 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.22% | 3.74% |
| Expected Yearly % | 8.19% | 26.95% |
| Kelly Criterion | 3.08% | 4.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.13% |
| Expected Shortfall (cVaR) | -1.38% | -2.13% |
| Year | 11398914:BTCUSD | 11398914:btcusd:triple_med_gx:lsma100_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.91 | 0.21 | - |
| 2025 | 16.76 | 8.47 | 0.51 | - |
| Metric | 11398914:btcusd:triple_med_gx:lsma100_125 | 11398914:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 16.46% | 31.46% |
| 6M | 13.94% | 12.77% |
| YTD | 8.47% | 16.76% |
| 1Y | 20.96% | 56.84% |
| 3Y (ann.) | 16.57% | 59.12% |
| 5Y (ann.) | 16.57% | 59.12% |
| Metric | 11398914:btcusd:triple_med_gx:lsma100_125 | 11398914:BTCUSD |
|---|---|---|
| Max Drawdown | -23.92% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -7.26% | -4.82% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 0.71 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-10 | -23.92 | 155 |
| 2025-01-07 | 2025-06-09 | -19.62 | 153 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-11-10 | 2024-12-04 | -2.98 | 24 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-25 | -0.96 | 9 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| Metric | 11398914:btcusd:triple_med_gx:lsma100_125 | 11398914:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -8.82% | -12.33% |
| Best Month | 9.16% | 37.42% |
| Worst Month | -9.87% | -17.69% |
| Best Year | 8.47% | 38.02% |
| Worst Year | 7.91% | 16.76% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 3.09% | 5.59% |
| Avg. Down Week | -3.76% | -4.02% |
| Avg. Up Month | 5.55% | 14.17% |
| Avg. Down Month | -4.74% | -8.96% |
| Win Days % | 50.39% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |