| Metric | 11397902:btcusd:triple_med_gx:lsma35_125 | 11397902:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 15.76% | 61.16% |
| Max Drawdown | -14.03% | -29.51% |
| Sharpe | 0.38 | 0.59 |
| Sortino | 0.61 | 0.85 |
| Payoff Ratio | 1.23 | 1.12 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.7 | 1.07 |
| CPC Index | 0.65 | 0.64 |
| Tail Ratio | 1.5 | 0.98 |
| Outlier Win Ratio | 25.32 | 3.12 |
| Outlier Loss Ratio | 3.91 | 3.03 |
| Volatility (ann.) | 10.88% | 25.19% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.09 | 2.0 |
| Skew | 3.03 | 0.21 |
| Kurtosis | 62.55 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.13% | 3.74% |
| Expected Yearly % | 7.59% | 26.95% |
| Kelly Criterion | 2.67% | 8.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.13% |
| Expected Shortfall (cVaR) | -0.93% | -2.13% |
| Year | 11397902:BTCUSD | 11397902:btcusd:triple_med_gx:lsma35_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.10 | 0.11 | - |
| 2025 | 16.76 | 11.21 | 0.67 | - |
| Metric | 11397902:btcusd:triple_med_gx:lsma35_125 | 11397902:BTCUSD |
|---|---|---|
| MTD | 0.42% | 4.16% |
| 3M | 8.83% | 31.46% |
| 6M | 11.05% | 12.77% |
| YTD | 11.21% | 16.76% |
| 1Y | 10.74% | 56.84% |
| 3Y (ann.) | 15.31% | 59.12% |
| 5Y (ann.) | 15.31% | 59.12% |
| Metric | 11397902:btcusd:triple_med_gx:lsma35_125 | 11397902:BTCUSD |
|---|---|---|
| Max Drawdown | -14.03% | -29.51% |
| Longest DD Days | 145.0 | 144.0 |
| Avg. Drawdown | -3.73% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 1.12 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-28 | -14.03 | 145 |
| 2025-01-30 | 2025-03-02 | -10.15 | 31 |
| 2025-03-03 | 2025-04-11 | -8.01 | 39 |
| 2025-05-29 | 2025-06-11 | -6.20 | 13 |
| 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 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-11 | 2025-05-18 | -3.04 | 37 |
| 2024-12-06 | 2024-12-08 | -1.63 | 2 |
| Metric | 11397902:btcusd:triple_med_gx:lsma35_125 | 11397902:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.33% | 18.93% |
| Worst Week | -7.17% | -12.33% |
| Best Month | 6.37% | 37.42% |
| Worst Month | -6.38% | -17.69% |
| Best Year | 11.21% | 38.02% |
| Worst Year | 4.1% | 16.76% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.72% | -0.81% |
| Avg. Up Week | 3.05% | 5.8% |
| Avg. Down Week | -2.42% | -4.32% |
| Avg. Up Month | 3.43% | 8.85% |
| Avg. Down Month | -4.41% | -9.42% |
| Win Days % | 46.26% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |