| Metric | 11400586:btcusd:triple_med_gx:lsma25_130 | 11400586:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 17.12% | 61.16% |
| Max Drawdown | -21.53% | -29.51% |
| Sharpe | 0.34 | 0.59 |
| Sortino | 0.47 | 0.85 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 18.62 | 3.46 |
| Outlier Loss Ratio | 3.79 | 3.52 |
| Volatility (ann.) | 14.57% | 25.19% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.77 | 2.0 |
| Skew | -0.57 | 0.21 |
| Kurtosis | 37.64 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.22% | 3.74% |
| Expected Yearly % | 8.22% | 26.95% |
| Kelly Criterion | 3.26% | 5.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.13% |
| Expected Shortfall (cVaR) | -1.24% | -2.13% |
| Year | 11400586:BTCUSD | 11400586:btcusd:triple_med_gx:lsma25_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.08 | 0.13 | - |
| 2025 | 16.76 | 11.46 | 0.68 | - |
| Metric | 11400586:btcusd:triple_med_gx:lsma25_130 | 11400586:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 26.2% | 31.46% |
| 6M | 12.06% | 12.77% |
| YTD | 11.46% | 16.76% |
| 1Y | 14.52% | 56.84% |
| 3Y (ann.) | 16.63% | 59.12% |
| 5Y (ann.) | 16.63% | 59.12% |
| Metric | 11400586:btcusd:triple_med_gx:lsma25_130 | 11400586:BTCUSD |
|---|---|---|
| Max Drawdown | -21.53% | -29.51% |
| Longest DD Days | 146.0 | 144.0 |
| Avg. Drawdown | -4.46% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 0.8 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-05-21 | -21.53 | 146 |
| 2024-06-10 | 2024-10-07 | -19.17 | 118 |
| 2024-12-05 | 2024-12-12 | -6.91 | 7 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-12-13 | 2024-12-20 | -4.76 | 7 |
| 2025-05-30 | 2025-06-08 | -4.29 | 9 |
| 2024-11-04 | 2024-12-04 | -3.29 | 30 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-12-21 | 2024-12-25 | -0.78 | 4 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| Metric | 11400586:btcusd:triple_med_gx:lsma25_130 | 11400586:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.15% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.26% | 37.42% |
| Worst Month | -10.85% | -17.69% |
| Best Year | 11.46% | 38.02% |
| Worst Year | 5.08% | 16.76% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.83% | -0.89% |
| Avg. Up Week | 3.34% | 4.25% |
| Avg. Down Week | -2.9% | -4.76% |
| Avg. Up Month | 5.75% | 8.45% |
| Avg. Down Month | -8.8% | -12.52% |
| Win Days % | 49.68% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 51.43% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |