| Metric | 11402089:btcusd:triple_med_gx:lsma25_135 | 11402089:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 40.31% | 61.16% |
| Max Drawdown | -21.71% | -29.51% |
| Sharpe | 0.61 | 0.59 |
| Sortino | 0.96 | 0.85 |
| Payoff Ratio | 1.12 | 1.05 |
| Profit Factor | 1.21 | 1.1 |
| Common Sense Ratio | 1.44 | 1.07 |
| CPC Index | 0.69 | 0.6 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 17.82 | 3.49 |
| Outlier Loss Ratio | 3.78 | 3.57 |
| Volatility (ann.) | 15.26% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.8 | 2.0 |
| Skew | 1.5 | 0.21 |
| Kurtosis | 45.11 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.64% | 3.74% |
| Expected Yearly % | 18.45% | 26.95% |
| Kelly Criterion | 7.34% | 5.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.13% |
| Expected Shortfall (cVaR) | -1.29% | -2.13% |
| Year | 11402089:BTCUSD | 11402089:btcusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.09 | 0.19 | - |
| 2025 | 16.76 | 31.02 | 1.85 | + |
| Metric | 11402089:btcusd:triple_med_gx:lsma25_135 | 11402089:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 11.36% | 31.46% |
| 6M | 32.49% | 12.77% |
| YTD | 31.02% | 16.76% |
| 1Y | 37.7% | 56.84% |
| 3Y (ann.) | 39.04% | 59.12% |
| 5Y (ann.) | 39.04% | 59.12% |
| Metric | 11402089:btcusd:triple_med_gx:lsma25_135 | 11402089:BTCUSD |
|---|---|---|
| Max Drawdown | -21.71% | -29.51% |
| Longest DD Days | 154.0 | 144.0 |
| Avg. Drawdown | -3.54% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 1.86 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -21.71 | 154 |
| 2024-12-26 | 2025-03-01 | -6.93 | 65 |
| 2025-05-29 | 2025-06-11 | -6.83 | 13 |
| 2024-12-05 | 2024-12-11 | -5.50 | 6 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2025-03-03 | 2025-03-11 | -4.62 | 8 |
| 2025-03-13 | 2025-04-08 | -4.38 | 26 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2024-12-12 | 2024-12-24 | -3.96 | 11 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11402089:btcusd:triple_med_gx:lsma25_135 | 11402089:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.31% | 18.93% |
| Worst Week | -6.29% | -12.33% |
| Best Month | 13.04% | 37.42% |
| Worst Month | -10.43% | -17.69% |
| Best Year | 31.02% | 38.02% |
| Worst Year | 7.09% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.85% | -0.92% |
| Avg. Up Week | 3.52% | 4.21% |
| Avg. Down Week | -3.47% | -4.33% |
| Avg. Up Month | 4.72% | 12.93% |
| Avg. Down Month | -3.77% | -11.25% |
| Win Days % | 50.99% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 68.75% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |