| Metric | 11397797:btcusd:triple_med_gx:lsma35_125 | 11397797:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 36.29% | 61.16% |
| Max Drawdown | -9.57% | -29.51% |
| Sharpe | 0.72 | 0.59 |
| Sortino | 1.29 | 0.85 |
| Payoff Ratio | 1.49 | 1.46 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | 2.07 | 1.07 |
| CPC Index | 0.85 | 0.83 |
| Tail Ratio | 1.59 | 0.98 |
| Outlier Win Ratio | 26.42 | 3.29 |
| Outlier Loss Ratio | 4.27 | 3.0 |
| Volatility (ann.) | 11.34% | 25.19% |
| R^2 | 0.2 | 0.2 |
| Calmar | 3.67 | 2.0 |
| Skew | 4.53 | 0.21 |
| Kurtosis | 71.54 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.41% | 3.74% |
| Expected Yearly % | 16.74% | 26.95% |
| Kelly Criterion | 5.95% | 18.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.13% |
| Expected Shortfall (cVaR) | -0.95% | -2.13% |
| Year | 11397797:BTCUSD | 11397797:btcusd:triple_med_gx:lsma35_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.85 | 0.21 | - |
| 2025 | 16.76 | 26.37 | 1.57 | + |
| Metric | 11397797:btcusd:triple_med_gx:lsma35_125 | 11397797:BTCUSD |
|---|---|---|
| MTD | 0.35% | 4.16% |
| 3M | 10.63% | 31.46% |
| 6M | 21.19% | 12.77% |
| YTD | 26.37% | 16.76% |
| 1Y | 30.44% | 56.84% |
| 3Y (ann.) | 35.17% | 59.12% |
| 5Y (ann.) | 35.17% | 59.12% |
| Metric | 11397797:btcusd:triple_med_gx:lsma35_125 | 11397797:BTCUSD |
|---|---|---|
| Max Drawdown | -9.57% | -29.51% |
| Longest DD Days | 92.0 | 144.0 |
| Avg. Drawdown | -2.57% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 3.79 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-30 | 2025-03-02 | -9.57 | 92 |
| 2024-06-05 | 2024-08-08 | -8.06 | 64 |
| 2025-04-04 | 2025-05-07 | -5.49 | 33 |
| 2024-10-07 | 2024-11-06 | -4.96 | 29 |
| 2024-09-03 | 2024-10-06 | -4.62 | 33 |
| 2025-06-03 | 2025-06-11 | -4.20 | 7 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-08-31 | 2024-09-02 | -3.06 | 2 |
| 2024-08-09 | 2024-08-12 | -2.43 | 3 |
| 2025-03-05 | 2025-04-04 | -1.71 | 30 |
| Metric | 11397797:btcusd:triple_med_gx:lsma35_125 | 11397797:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.56% | 18.93% |
| Worst Week | -4.87% | -12.33% |
| Best Month | 11.19% | 37.42% |
| Worst Month | -7.88% | -17.69% |
| Best Year | 26.37% | 38.02% |
| Worst Year | 7.85% | 16.76% |
| Avg. Up Day | 1.02% | 1.04% |
| Avg. Down Day | -0.69% | -0.71% |
| Avg. Up Week | 4.61% | 5.81% |
| Avg. Down Week | -2.35% | -4.78% |
| Avg. Up Month | 3.93% | 12.93% |
| Avg. Down Month | -4.4% | -9.42% |
| Win Days % | 43.69% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 53.12% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |