| Metric | 11395520:btcusd:triple_med_gx:lsma35_115 | 11395520:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 55.93% | 61.16% |
| Max Drawdown | -28.54% | -29.51% |
| Sharpe | 0.75 | 0.59 |
| Sortino | 1.17 | 0.85 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.56 | 1.07 |
| CPC Index | 0.73 | 0.63 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 16.2 | 3.79 |
| Outlier Loss Ratio | 3.81 | 3.57 |
| Volatility (ann.) | 16.09% | 25.19% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.9 | 2.0 |
| Skew | 1.23 | 0.21 |
| Kurtosis | 36.94 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.48% | 3.74% |
| Expected Yearly % | 24.87% | 26.95% |
| Kelly Criterion | 8.39% | 8.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.13% |
| Expected Shortfall (cVaR) | -1.35% | -2.13% |
| Year | 11395520:BTCUSD | 11395520:btcusd:triple_med_gx:lsma35_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.73 | 0.31 | - |
| 2025 | 16.76 | 39.56 | 2.36 | + |
| Metric | 11395520:btcusd:triple_med_gx:lsma35_115 | 11395520:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 17.91% | 31.46% |
| 6M | 42.81% | 12.77% |
| YTD | 39.56% | 16.76% |
| 1Y | 54.0% | 56.84% |
| 3Y (ann.) | 54.1% | 59.12% |
| 5Y (ann.) | 54.1% | 59.12% |
| Metric | 11395520:btcusd:triple_med_gx:lsma35_115 | 11395520:BTCUSD |
|---|---|---|
| Max Drawdown | -28.54% | -29.51% |
| Longest DD Days | 146.0 | 144.0 |
| Avg. Drawdown | -3.48% | -4.82% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 1.96 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-11-06 | -28.54 | 146 |
| 2025-03-03 | 2025-03-11 | -11.01 | 8 |
| 2025-03-14 | 2025-04-11 | -8.59 | 27 |
| 2024-12-26 | 2025-01-27 | -6.93 | 32 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2025-05-19 | 2025-06-09 | -4.65 | 21 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2024-11-07 | 2024-12-04 | -3.66 | 27 |
| 2025-02-06 | 2025-03-01 | -3.19 | 23 |
| 2024-12-13 | 2024-12-24 | -2.92 | 10 |
| Metric | 11395520:btcusd:triple_med_gx:lsma35_115 | 11395520:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.56% | 18.93% |
| Worst Week | -6.1% | -12.33% |
| Best Month | 12.69% | 37.42% |
| Worst Month | -7.37% | -17.69% |
| Best Year | 39.56% | 38.02% |
| Worst Year | 11.73% | 16.76% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 3.8% | 4.15% |
| Avg. Down Week | -2.32% | -4.42% |
| Avg. Up Month | 5.37% | 12.23% |
| Avg. Down Month | -4.97% | -11.25% |
| Win Days % | 51.05% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 61.11% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |