| Metric | 11398968:btcusd:triple_med_gx:lsma95_125 | 11398968:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 44.97% | 61.16% |
| Max Drawdown | -24.55% | -29.51% |
| Sharpe | 0.63 | 0.59 |
| Sortino | 0.93 | 0.85 |
| Payoff Ratio | 1.1 | 1.1 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.66 | 0.63 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 14.08 | 3.82 |
| Outlier Loss Ratio | 3.92 | 3.65 |
| Volatility (ann.) | 16.39% | 25.19% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.77 | 2.0 |
| Skew | 0.12 | 0.21 |
| Kurtosis | 26.36 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.9% | 3.74% |
| Expected Yearly % | 20.4% | 26.95% |
| Kelly Criterion | 6.36% | 8.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.13% |
| Expected Shortfall (cVaR) | -1.38% | -2.13% |
| Year | 11398968:BTCUSD | 11398968:btcusd:triple_med_gx:lsma95_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.86 | 0.65 | - |
| 2025 | 16.76 | 16.10 | 0.96 | - |
| Metric | 11398968:btcusd:triple_med_gx:lsma95_125 | 11398968:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 22.74% | 31.46% |
| 6M | 21.43% | 12.77% |
| YTD | 16.1% | 16.76% |
| 1Y | 44.74% | 56.84% |
| 3Y (ann.) | 43.54% | 59.12% |
| 5Y (ann.) | 43.54% | 59.12% |
| Metric | 11398968:btcusd:triple_med_gx:lsma95_125 | 11398968:BTCUSD |
|---|---|---|
| Max Drawdown | -24.55% | -29.51% |
| Longest DD Days | 126.0 | 144.0 |
| Avg. Drawdown | -3.42% | -4.82% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 1.83 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-14 | -24.55 | 126 |
| 2025-01-07 | 2025-05-08 | -18.36 | 121 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-16 | 2025-01-06 | -6.54 | 20 |
| 2025-05-30 | 2025-06-08 | -4.26 | 9 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-01 | 2024-12-04 | -2.89 | 3 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2025-05-09 | 2025-05-18 | -1.30 | 9 |
| Metric | 11398968:btcusd:triple_med_gx:lsma95_125 | 11398968: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 | 14.47% | 37.42% |
| Worst Month | -8.66% | -17.69% |
| Best Year | 24.86% | 38.02% |
| Worst Year | 16.1% | 16.76% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 4.3% | 5.68% |
| Avg. Down Week | -3.03% | -3.69% |
| Avg. Up Month | 8.69% | 14.17% |
| Avg. Down Month | -4.93% | -9.04% |
| Win Days % | 50.89% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 52.78% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |