| Metric | 11394636:btcusd:triple_med_gx:lsma35_115 | 11394636:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 9.21% | 61.16% |
| Max Drawdown | -14.05% | -29.51% |
| Sharpe | 0.25 | 0.59 |
| Sortino | 0.38 | 0.85 |
| Payoff Ratio | 1.22 | 1.12 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.6 | 0.64 |
| Tail Ratio | 1.34 | 0.98 |
| Outlier Win Ratio | 25.04 | 3.09 |
| Outlier Loss Ratio | 3.9 | 3.12 |
| Volatility (ann.) | 11.11% | 25.19% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.64 | 2.0 |
| Skew | 2.51 | 0.21 |
| Kurtosis | 60.01 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.68% | 3.74% |
| Expected Yearly % | 4.5% | 26.95% |
| Kelly Criterion | 0.89% | 8.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.13% |
| Expected Shortfall (cVaR) | -0.95% | -2.13% |
| Year | 11394636:BTCUSD | 11394636:btcusd:triple_med_gx:lsma35_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.25 | 0.16 | - |
| 2025 | 16.76 | 2.79 | 0.17 | - |
| Metric | 11394636:btcusd:triple_med_gx:lsma35_115 | 11394636:BTCUSD |
|---|---|---|
| MTD | 1.29% | 4.16% |
| 3M | 5.28% | 31.46% |
| 6M | 3.25% | 12.77% |
| YTD | 2.79% | 16.76% |
| 1Y | 4.49% | 56.84% |
| 3Y (ann.) | 8.95% | 59.12% |
| 5Y (ann.) | 8.95% | 59.12% |
| Metric | 11394636:btcusd:triple_med_gx:lsma35_115 | 11394636:BTCUSD |
|---|---|---|
| Max Drawdown | -14.05% | -29.51% |
| Longest DD Days | 145.0 | 144.0 |
| Avg. Drawdown | -3.7% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.66 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-29 | -14.05 | 145 |
| 2025-01-30 | 2025-06-11 | -13.70 | 131 |
| 2024-12-26 | 2025-01-13 | -5.93 | 18 |
| 2024-11-07 | 2024-12-06 | -3.90 | 29 |
| 2024-12-09 | 2024-12-24 | -3.09 | 15 |
| 2024-12-06 | 2024-12-08 | -1.63 | 2 |
| 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 |
| 2024-11-06 | 2024-11-06 | -0.18 | 0 |
| Metric | 11394636:btcusd:triple_med_gx:lsma35_115 | 11394636: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 | 9.36% | 37.42% |
| Worst Month | -8.85% | -17.69% |
| Best Year | 6.25% | 38.02% |
| Worst Year | 2.79% | 16.76% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.74% | -0.82% |
| Avg. Up Week | 3.25% | 5.75% |
| Avg. Down Week | -2.4% | -4.24% |
| Avg. Up Month | 3.75% | 8.85% |
| Avg. Down Month | -8.48% | -12.52% |
| Win Days % | 45.56% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 45.95% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |