| Metric | 11389986:btcusd:triple_med_gx:lsma35_100 | 11389986:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 9.73% | 61.52% |
| Max Drawdown | -18.1% | -29.51% |
| Sharpe | 0.26 | 0.59 |
| Sortino | 0.41 | 0.86 |
| Payoff Ratio | 1.21 | 1.11 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.61 | 0.63 |
| Tail Ratio | 1.28 | 0.97 |
| Outlier Win Ratio | 28.26 | 3.35 |
| Outlier Loss Ratio | 3.76 | 3.02 |
| Volatility (ann.) | 11.0% | 25.2% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.52 | 2.02 |
| Skew | 2.89 | 0.21 |
| Kurtosis | 61.46 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.72% | 3.76% |
| Expected Yearly % | 4.75% | 27.09% |
| Kelly Criterion | 0.86% | 8.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.13% |
| Expected Shortfall (cVaR) | -0.94% | -2.13% |
| Year | 11389986:BTCUSD | 11389986:btcusd:triple_med_gx:lsma35_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.17 | 0.03 | - |
| 2025 | 17.02 | 8.46 | 0.50 | - |
| Metric | 11389986:btcusd:triple_med_gx:lsma35_100 | 11389986:BTCUSD |
|---|---|---|
| MTD | -0.45% | 4.4% |
| 3M | 3.11% | 31.76% |
| 6M | 9.17% | 12.25% |
| YTD | 8.46% | 17.02% |
| 1Y | 5.21% | 57.19% |
| 3Y (ann.) | 9.46% | 59.47% |
| 5Y (ann.) | 9.46% | 59.47% |
| Metric | 11389986:btcusd:triple_med_gx:lsma35_100 | 11389986:BTCUSD |
|---|---|---|
| Max Drawdown | -18.1% | -29.51% |
| Longest DD Days | 201.0 | 144.0 |
| Avg. Drawdown | -4.44% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.54 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-24 | -18.10 | 201 |
| 2025-03-03 | 2025-05-21 | -8.40 | 79 |
| 2025-01-15 | 2025-03-02 | -8.32 | 46 |
| 2025-05-29 | 2025-06-11 | -6.20 | 12 |
| 2024-12-26 | 2025-01-13 | -5.93 | 18 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11389986:btcusd:triple_med_gx:lsma35_100 | 11389986:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.1% | 18.93% |
| Worst Week | -7.17% | -12.33% |
| Best Month | 6.23% | 37.42% |
| Worst Month | -8.27% | -17.69% |
| Best Year | 8.46% | 38.02% |
| Worst Year | 1.17% | 17.02% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.75% | -0.84% |
| Avg. Up Week | 3.33% | 4.68% |
| Avg. Down Week | -2.6% | -4.31% |
| Avg. Up Month | 3.64% | 14.39% |
| Avg. Down Month | -6.83% | -12.52% |
| Win Days % | 45.65% | 51.9% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 45.95% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |