| Metric | 11393826:btcusd:triple_med_gx:lsma35_110 | 11393826:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 38.56% | 61.16% |
| Max Drawdown | -27.46% | -29.51% |
| Sharpe | 0.56 | 0.59 |
| Sortino | 0.87 | 0.85 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.67 | 0.63 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 15.88 | 3.84 |
| Outlier Loss Ratio | 3.74 | 3.57 |
| Volatility (ann.) | 16.58% | 25.19% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.36 | 2.0 |
| Skew | 1.23 | 0.21 |
| Kurtosis | 33.5 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.54% | 3.74% |
| Expected Yearly % | 17.71% | 26.95% |
| Kelly Criterion | 6.01% | 8.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.13% |
| Expected Shortfall (cVaR) | -1.4% | -2.13% |
| Year | 11393826:BTCUSD | 11393826:btcusd:triple_med_gx:lsma35_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.65 | 0.17 | - |
| 2025 | 16.76 | 29.92 | 1.79 | + |
| Metric | 11393826:btcusd:triple_med_gx:lsma35_110 | 11393826:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 3.28% | 31.46% |
| 6M | 29.98% | 12.77% |
| YTD | 29.92% | 16.76% |
| 1Y | 35.4% | 56.84% |
| 3Y (ann.) | 37.36% | 59.12% |
| 5Y (ann.) | 37.36% | 59.12% |
| Metric | 11393826:btcusd:triple_med_gx:lsma35_110 | 11393826:BTCUSD |
|---|---|---|
| Max Drawdown | -27.46% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.08% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 1.4 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-05 | -27.46 | 175 |
| 2025-03-03 | 2025-03-11 | -11.01 | 8 |
| 2025-04-04 | 2025-04-12 | -9.74 | 7 |
| 2025-05-19 | 2025-06-11 | -9.15 | 23 |
| 2024-12-26 | 2025-02-03 | -6.93 | 39 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2025-02-04 | 2025-02-28 | -5.26 | 24 |
| 2024-12-13 | 2024-12-24 | -5.08 | 10 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-05-04 | 2025-05-06 | -2.35 | 2 |
| Metric | 11393826:btcusd:triple_med_gx:lsma35_110 | 11393826:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.37% | 18.93% |
| Worst Week | -6.99% | -12.33% |
| Best Month | 13.67% | 37.42% |
| Worst Month | -6.43% | -17.69% |
| Best Year | 29.92% | 38.02% |
| Worst Year | 6.65% | 16.76% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.85% | -0.91% |
| Avg. Up Week | 3.06% | 3.93% |
| Avg. Down Week | -2.93% | -4.44% |
| Avg. Up Month | 4.46% | 13.23% |
| Avg. Down Month | -6.05% | -8.04% |
| Win Days % | 49.44% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 64.86% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |