| Metric | 11402144:btcusd:triple_med_gx:lsma25_135 | 11402144:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 32.23% | 61.16% |
| Max Drawdown | -23.41% | -29.51% |
| Sharpe | 0.52 | 0.59 |
| Sortino | 0.82 | 0.85 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 18.6 | 3.48 |
| Outlier Loss Ratio | 3.76 | 3.57 |
| Volatility (ann.) | 15.13% | 25.19% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.34 | 2.0 |
| Skew | 1.55 | 0.21 |
| Kurtosis | 46.8 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.17% | 3.74% |
| Expected Yearly % | 14.99% | 26.95% |
| Kelly Criterion | 6.19% | 8.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.13% |
| Expected Shortfall (cVaR) | -1.28% | -2.13% |
| Year | 11402144:BTCUSD | 11402144:btcusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.01 | 0.00 | - |
| 2025 | 16.76 | 32.22 | 1.92 | + |
| Metric | 11402144:btcusd:triple_med_gx:lsma25_135 | 11402144:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 13.95% | 31.46% |
| 6M | 35.16% | 12.77% |
| YTD | 32.22% | 16.76% |
| 1Y | 32.23% | 56.84% |
| 3Y (ann.) | 31.25% | 59.12% |
| 5Y (ann.) | 31.25% | 59.12% |
| Metric | 11402144:btcusd:triple_med_gx:lsma25_135 | 11402144:BTCUSD |
|---|---|---|
| Max Drawdown | -23.41% | -29.51% |
| Longest DD Days | 177.0 | 144.0 |
| Avg. Drawdown | -3.67% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 1.38 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-12-05 | -23.41 | 177 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -6.39 | 6 |
| 2025-03-13 | 2025-04-09 | -5.39 | 27 |
| 2025-03-03 | 2025-03-11 | -4.62 | 8 |
| 2025-05-30 | 2025-06-08 | -4.29 | 9 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-12 | 2024-12-24 | -2.91 | 11 |
| 2025-04-11 | 2025-05-18 | -1.93 | 36 |
| Metric | 11402144:btcusd:triple_med_gx:lsma25_135 | 11402144:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.66% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 13.04% | 37.42% |
| Worst Month | -12.08% | -17.69% |
| Best Year | 32.22% | 38.02% |
| Worst Year | 0.01% | 16.76% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.85% | -0.91% |
| Avg. Up Week | 3.38% | 3.65% |
| Avg. Down Week | -2.33% | -4.82% |
| Avg. Up Month | 4.24% | 12.93% |
| Avg. Down Month | -4.53% | -11.25% |
| Win Days % | 49.54% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 53.12% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |