| Metric | 11398918:btcusd:triple_med_gx:lsma110_125 | 11398918:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 29.33% | 75.42% |
| Max Drawdown | -28.02% | -29.51% |
| Sharpe | 0.44 | 0.63 |
| Sortino | 0.62 | 0.92 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 1.11 | 1.11 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.13 | 0.96 |
| Outlier Win Ratio | 13.61 | 3.87 |
| Outlier Loss Ratio | 3.94 | 3.72 |
| Volatility (ann.) | 15.97% | 24.55% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.92 | 2.19 |
| Skew | -0.36 | 0.2 |
| Kurtosis | 23.37 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.85% | 4.1% |
| Expected Yearly % | 13.72% | 32.45% |
| Kelly Criterion | 3.95% | 4.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.07% |
| Expected Shortfall (cVaR) | -1.36% | -2.07% |
| Year | 11398918:BTCUSD | 11398918:btcusd:triple_med_gx:lsma110_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.43 | 0.20 | - |
| 2025 | 27.10 | 20.38 | 0.75 | - |
| Metric | 11398918:btcusd:triple_med_gx:lsma110_125 | 11398918:BTCUSD |
|---|---|---|
| MTD | 0.65% | 10.71% |
| 3M | 12.08% | 41.88% |
| 6M | 19.33% | 22.91% |
| YTD | 20.38% | 27.1% |
| 1Y | 51.77% | 82.29% |
| 3Y (ann.) | 25.66% | 64.73% |
| 5Y (ann.) | 25.66% | 64.73% |
| Metric | 11398918:btcusd:triple_med_gx:lsma110_125 | 11398918:BTCUSD |
|---|---|---|
| Max Drawdown | -28.02% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -4.55% | -4.71% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 1.05 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-10 | -28.02 | 155 |
| 2024-12-17 | 2025-05-08 | -17.36 | 141 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-10 | 2025-07-17 | -6.39 | 37 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-05-09 | 2025-05-18 | -1.53 | 9 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11398918:btcusd:triple_med_gx:lsma110_125 | 11398918:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 12.92% | 37.42% |
| Worst Month | -11.27% | -17.69% |
| Best Year | 20.38% | 38.02% |
| Worst Year | 7.43% | 27.1% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 3.5% | 4.62% |
| Avg. Down Week | -2.56% | -3.8% |
| Avg. Up Month | 7.85% | 14.47% |
| Avg. Down Month | -4.26% | -7.82% |
| Win Days % | 50.76% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |