| Metric | 11401253:btcusd:triple_med_gx:lsma25_135 | 11401253:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 48.01% | 61.16% |
| Max Drawdown | -14.08% | -29.51% |
| Sharpe | 0.86 | 0.59 |
| Sortino | 1.53 | 0.85 |
| Payoff Ratio | 1.39 | 1.28 |
| Profit Factor | 1.33 | 1.1 |
| Common Sense Ratio | 2.31 | 1.07 |
| CPC Index | 0.86 | 0.73 |
| Tail Ratio | 1.73 | 0.98 |
| Outlier Win Ratio | 23.11 | 3.4 |
| Outlier Loss Ratio | 4.43 | 3.09 |
| Volatility (ann.) | 11.83% | 25.19% |
| R^2 | 0.22 | 0.22 |
| Calmar | 3.3 | 2.0 |
| Skew | 3.95 | 0.21 |
| Kurtosis | 60.59 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.06% | 3.74% |
| Expected Yearly % | 21.66% | 26.95% |
| Kelly Criterion | 7.97% | 14.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.13% |
| Expected Shortfall (cVaR) | -0.99% | -2.13% |
| Year | 11401253:BTCUSD | 11401253:btcusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.26 | 0.59 | - |
| 2025 | 16.76 | 21.06 | 1.26 | + |
| Metric | 11401253:btcusd:triple_med_gx:lsma25_135 | 11401253:BTCUSD |
|---|---|---|
| MTD | 1.17% | 4.16% |
| 3M | 17.55% | 31.46% |
| 6M | 20.96% | 12.77% |
| YTD | 21.06% | 16.76% |
| 1Y | 40.72% | 56.84% |
| 3Y (ann.) | 46.47% | 59.12% |
| 5Y (ann.) | 46.47% | 59.12% |
| Metric | 11401253:btcusd:triple_med_gx:lsma25_135 | 11401253:BTCUSD |
|---|---|---|
| Max Drawdown | -14.08% | -29.51% |
| Longest DD Days | 90.0 | 144.0 |
| Avg. Drawdown | -2.34% | -4.82% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 3.41 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-09-10 | -14.08 | 90 |
| 2024-12-26 | 2025-03-02 | -9.93 | 66 |
| 2024-11-30 | 2024-12-24 | -5.94 | 24 |
| 2025-05-27 | 2025-06-11 | -5.81 | 14 |
| 2025-03-03 | 2025-04-01 | -5.45 | 29 |
| 2024-10-07 | 2024-10-14 | -3.90 | 6 |
| 2025-04-10 | 2025-04-11 | -3.69 | 1 |
| 2024-09-11 | 2024-10-07 | -2.43 | 26 |
| 2025-05-09 | 2025-05-19 | -1.49 | 10 |
| 2025-04-02 | 2025-04-02 | -1.25 | 0 |
| Metric | 11401253:btcusd:triple_med_gx:lsma25_135 | 11401253:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 11.16% | 18.93% |
| Worst Week | -4.47% | -12.33% |
| Best Month | 12.1% | 37.42% |
| Worst Month | -5.64% | -17.69% |
| Best Year | 22.26% | 38.02% |
| Worst Year | 21.06% | 16.76% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.67% | -0.74% |
| Avg. Up Week | 4.93% | 5.71% |
| Avg. Down Week | -1.9% | -4.35% |
| Avg. Up Month | 5.27% | 13.54% |
| Avg. Down Month | -3.8% | -9.42% |
| Win Days % | 46.53% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 51.35% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |