| Metric | 11400528:btcusd:triple_med_gx:lsma25_130 | 11400528:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 21.31% | 61.16% |
| Max Drawdown | -23.16% | -29.51% |
| Sharpe | 0.39 | 0.59 |
| Sortino | 0.57 | 0.85 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.55 | 1.07 |
| CPC Index | 0.62 | 0.62 |
| Tail Ratio | 1.37 | 0.98 |
| Outlier Win Ratio | 19.14 | 3.45 |
| Outlier Loss Ratio | 3.79 | 3.52 |
| Volatility (ann.) | 14.61% | 25.19% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.89 | 2.0 |
| Skew | -0.01 | 0.21 |
| Kurtosis | 42.02 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.5% | 3.74% |
| Expected Yearly % | 10.14% | 26.95% |
| Kelly Criterion | 3.8% | 7.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.13% |
| Expected Shortfall (cVaR) | -1.24% | -2.13% |
| Year | 11400528:BTCUSD | 11400528:btcusd:triple_med_gx:lsma25_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.96 | -0.10 | - |
| 2025 | 16.76 | 26.32 | 1.57 | + |
| Metric | 11400528:btcusd:triple_med_gx:lsma25_130 | 11400528:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 22.26% | 31.46% |
| 6M | 19.7% | 12.77% |
| YTD | 26.32% | 16.76% |
| 1Y | 21.47% | 56.84% |
| 3Y (ann.) | 20.69% | 59.12% |
| 5Y (ann.) | 20.69% | 59.12% |
| Metric | 11400528:btcusd:triple_med_gx:lsma25_130 | 11400528:BTCUSD |
|---|---|---|
| Max Drawdown | -23.16% | -29.51% |
| Longest DD Days | 157.0 | 144.0 |
| Avg. Drawdown | -3.65% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 0.92 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-02 | 2024-11-06 | -23.16 | 157 |
| 2024-12-13 | 2025-05-08 | -12.09 | 145 |
| 2024-12-05 | 2024-12-11 | -6.12 | 6 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-11-07 | 2024-12-04 | -4.07 | 27 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2025-05-09 | 2025-05-18 | -1.56 | 9 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11400528:btcusd:triple_med_gx:lsma25_130 | 11400528:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 6.78% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 11.37% | 37.42% |
| Worst Month | -12.7% | -17.69% |
| Best Year | 26.32% | 38.02% |
| Worst Year | -3.96% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 3.33% | 4.97% |
| Avg. Down Week | -2.71% | -3.66% |
| Avg. Up Month | 5.84% | 12.93% |
| Avg. Down Month | -3.78% | -7.82% |
| Win Days % | 49.2% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 52.94% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |