| Metric | 11402256:btcusd:triple_med_gx:lsma25_135 | 11402256:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 36.73% | 61.16% |
| Max Drawdown | -20.41% | -29.51% |
| Sharpe | 0.6 | 0.59 |
| Sortino | 0.9 | 0.85 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.21 | 1.1 |
| Common Sense Ratio | 1.74 | 1.07 |
| CPC Index | 0.72 | 0.65 |
| Tail Ratio | 1.43 | 0.98 |
| Outlier Win Ratio | 19.65 | 3.46 |
| Outlier Loss Ratio | 3.81 | 3.47 |
| Volatility (ann.) | 14.32% | 25.19% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.74 | 2.0 |
| Skew | 0.43 | 0.21 |
| Kurtosis | 45.11 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.44% | 3.74% |
| Expected Yearly % | 16.93% | 26.95% |
| Kelly Criterion | 7.18% | 9.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.13% |
| Expected Shortfall (cVaR) | -1.21% | -2.13% |
| Year | 11402256:BTCUSD | 11402256:btcusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.35 | 0.27 | - |
| 2025 | 16.76 | 23.91 | 1.43 | + |
| Metric | 11402256:btcusd:triple_med_gx:lsma25_135 | 11402256:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 21.4% | 31.46% |
| 6M | 25.63% | 12.77% |
| YTD | 23.91% | 16.76% |
| 1Y | 36.86% | 56.84% |
| 3Y (ann.) | 35.6% | 59.12% |
| 5Y (ann.) | 35.6% | 59.12% |
| Metric | 11402256:btcusd:triple_med_gx:lsma25_135 | 11402256:BTCUSD |
|---|---|---|
| Max Drawdown | -20.41% | -29.51% |
| Longest DD Days | 147.0 | 144.0 |
| Avg. Drawdown | -3.13% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 1.8 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-05 | -20.41 | 147 |
| 2024-12-26 | 2025-04-09 | -9.32 | 104 |
| 2024-12-05 | 2024-12-11 | -6.12 | 6 |
| 2024-12-13 | 2024-12-20 | -4.61 | 6 |
| 2024-11-07 | 2024-12-05 | -4.26 | 28 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-11 | 2025-05-18 | -2.57 | 37 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| Metric | 11402256:btcusd:triple_med_gx:lsma25_135 | 11402256:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.55% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 8.36% | 37.42% |
| Worst Month | -12.67% | -17.69% |
| Best Year | 23.91% | 38.02% |
| Worst Year | 10.35% | 16.76% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 3.43% | 4.45% |
| Avg. Down Week | -2.41% | -4.25% |
| Avg. Up Month | 4.72% | 12.23% |
| Avg. Down Month | -12.67% | -7.35% |
| Win Days % | 49.64% | 51.86% |
| Win Month % | 92.31% | 61.54% |
| Win Week % | 54.84% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |