| Metric | 11398973:btcusd:triple_med_gx:lsma110_125 | 11398973:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 57.24% | 68.34% |
| Max Drawdown | -29.86% | -29.51% |
| Sharpe | 0.67 | 0.58 |
| Sortino | 1.0 | 0.84 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.4 | 1.04 |
| CPC Index | 0.67 | 0.63 |
| Tail Ratio | 1.18 | 0.95 |
| Outlier Win Ratio | 13.33 | 3.96 |
| Outlier Loss Ratio | 3.95 | 3.72 |
| Volatility (ann.) | 16.32% | 24.2% |
| R^2 | 0.45 | 0.45 |
| Calmar | 1.58 | 1.89 |
| Skew | 0.17 | 0.21 |
| Kurtosis | 24.57 | 7.42 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.06% | 3.53% |
| Expected Yearly % | 25.4% | 29.74% |
| Kelly Criterion | 6.27% | 8.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.05% |
| Expected Shortfall (cVaR) | -1.37% | -2.05% |
| Year | 11398973:BTCUSD | 11398973:btcusd:triple_med_gx:lsma110_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 27.35 | 0.72 | - |
| 2025 | 21.96 | 23.48 | 1.07 | + |
| Metric | 11398973:btcusd:triple_med_gx:lsma110_125 | 11398973:BTCUSD |
|---|---|---|
| MTD | -1.64% | -1.64% |
| 3M | 11.42% | 18.77% |
| 6M | 20.76% | 11.18% |
| YTD | 23.48% | 21.96% |
| 1Y | 87.45% | 85.38% |
| 3Y (ann.) | 47.11% | 55.91% |
| 5Y (ann.) | 47.11% | 55.91% |
| Metric | 11398973:btcusd:triple_med_gx:lsma110_125 | 11398973:BTCUSD |
|---|---|---|
| Max Drawdown | -29.86% | -29.51% |
| Longest DD Days | 141.0 | 144.0 |
| Avg. Drawdown | -3.39% | -4.85% |
| Avg. Drawdown Days | 16.0 | 15.0 |
| Recovery Factor | 1.92 | 2.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-15 | -29.86 | 127 |
| 2024-12-17 | 2025-05-07 | -16.11 | 141 |
| 2025-06-10 | 2025-08-03 | -8.15 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-11-12 | 2024-12-04 | -3.38 | 22 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11398973:btcusd:triple_med_gx:lsma110_125 | 11398973:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.35% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 24.5% | 37.42% |
| Worst Month | -10.51% | -17.69% |
| Best Year | 27.35% | 38.02% |
| Worst Year | 23.48% | 21.96% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 4.23% | 5.64% |
| Avg. Down Week | -2.78% | -3.63% |
| Avg. Up Month | 10.64% | 14.09% |
| Avg. Down Month | -3.14% | -6.4% |
| Win Days % | 50.54% | 51.72% |
| Win Month % | 53.33% | 60.0% |
| Win Week % | 53.33% | 57.14% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |