| Metric | 11393937:btcusd:triple_med_gx:lsma35_110 | 11393937:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 46.42% | 61.16% |
| Max Drawdown | -27.33% | -29.51% |
| Sharpe | 0.65 | 0.59 |
| Sortino | 1.0 | 0.85 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.69 | 0.63 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 15.96 | 3.84 |
| Outlier Loss Ratio | 3.78 | 3.57 |
| Volatility (ann.) | 16.37% | 25.19% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.64 | 2.0 |
| Skew | 1.22 | 0.21 |
| Kurtosis | 34.64 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 2.98% | 3.74% |
| Expected Yearly % | 21.01% | 26.95% |
| Kelly Criterion | 6.66% | 8.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.13% |
| Expected Shortfall (cVaR) | -1.38% | -2.13% |
| Year | 11393937:BTCUSD | 11393937:btcusd:triple_med_gx:lsma35_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.09 | 0.40 | - |
| 2025 | 16.76 | 27.23 | 1.62 | + |
| Metric | 11393937:btcusd:triple_med_gx:lsma35_110 | 11393937:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 11.19% | 31.46% |
| 6M | 30.14% | 12.77% |
| YTD | 27.23% | 16.76% |
| 1Y | 41.31% | 56.84% |
| 3Y (ann.) | 44.94% | 59.12% |
| 5Y (ann.) | 44.94% | 59.12% |
| Metric | 11393937:btcusd:triple_med_gx:lsma35_110 | 11393937:BTCUSD |
|---|---|---|
| Max Drawdown | -27.33% | -29.51% |
| Longest DD Days | 147.0 | 144.0 |
| Avg. Drawdown | -3.58% | -4.82% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 1.7 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-11-06 | -27.33 | 147 |
| 2025-03-03 | 2025-03-11 | -11.01 | 8 |
| 2025-03-14 | 2025-04-12 | -9.35 | 28 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-19 | 2025-06-09 | -6.29 | 21 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2024-12-13 | 2024-12-24 | -2.96 | 10 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2025-05-04 | 2025-05-06 | -2.53 | 2 |
| Metric | 11393937:btcusd:triple_med_gx:lsma35_110 | 11393937:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.06% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 13.29% | 37.42% |
| Worst Month | -6.12% | -17.69% |
| Best Year | 27.23% | 38.02% |
| Worst Year | 15.09% | 16.76% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 3.56% | 4.15% |
| Avg. Down Week | -2.03% | -4.71% |
| Avg. Up Month | 4.16% | 12.23% |
| Avg. Down Month | -4.22% | -11.25% |
| Win Days % | 50.37% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 56.76% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |