| Metric | 11396254:btcusd:triple_med_gx:lsma35_120 | 11396254:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 10.08% | 75.42% |
| Max Drawdown | -14.05% | -29.51% |
| Sharpe | 0.25 | 0.63 |
| Sortino | 0.39 | 0.92 |
| Payoff Ratio | 1.18 | 1.07 |
| Profit Factor | 1.09 | 1.11 |
| Common Sense Ratio | 1.71 | 1.06 |
| CPC Index | 0.6 | 0.62 |
| Tail Ratio | 1.57 | 0.96 |
| Outlier Win Ratio | 26.57 | 3.15 |
| Outlier Loss Ratio | 3.83 | 3.15 |
| Volatility (ann.) | 10.74% | 24.55% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.63 | 2.19 |
| Skew | 2.49 | 0.2 |
| Kurtosis | 63.26 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.69% | 4.1% |
| Expected Yearly % | 4.92% | 32.45% |
| Kelly Criterion | 0.97% | 7.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.07% |
| Expected Shortfall (cVaR) | -0.92% | -2.07% |
| Year | 11396254:BTCUSD | 11396254:btcusd:triple_med_gx:lsma35_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.02 | 0.18 | - |
| 2025 | 27.10 | 2.86 | 0.11 | - |
| Metric | 11396254:btcusd:triple_med_gx:lsma35_120 | 11396254:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 3.31% | 41.88% |
| 6M | -3.71% | 22.91% |
| YTD | 2.86% | 27.1% |
| 1Y | 13.91% | 82.29% |
| 3Y (ann.) | 8.9% | 64.73% |
| 5Y (ann.) | 8.9% | 64.73% |
| Metric | 11396254:btcusd:triple_med_gx:lsma35_120 | 11396254:BTCUSD |
|---|---|---|
| Max Drawdown | -14.05% | -29.51% |
| Longest DD Days | 167.0 | 144.0 |
| Avg. Drawdown | -3.7% | -4.71% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 0.72 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-28 | -14.05 | 145 |
| 2025-01-30 | 2025-07-17 | -12.61 | 167 |
| 2024-12-26 | 2025-01-13 | -5.93 | 18 |
| 2024-12-09 | 2024-12-24 | -4.15 | 15 |
| 2024-11-07 | 2024-12-06 | -3.90 | 29 |
| 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 | 11396254:btcusd:triple_med_gx:lsma35_120 | 11396254:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.18% | 18.93% |
| Worst Week | -7.17% | -12.33% |
| Best Month | 8.63% | 37.42% |
| Worst Month | -7.48% | -17.69% |
| Best Year | 7.02% | 38.02% |
| Worst Year | 2.86% | 27.1% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.74% | -0.83% |
| Avg. Up Week | 3.02% | 5.64% |
| Avg. Down Week | -2.19% | -4.13% |
| Avg. Up Month | 3.65% | 8.55% |
| Avg. Down Month | -4.95% | -9.42% |
| Win Days % | 46.45% | 51.89% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 44.74% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |