| Metric | 11399481:btcusd:triple_med_gx:lsma35_130 | 11399481:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 37.69% | 75.42% |
| Max Drawdown | -9.8% | -29.51% |
| Sharpe | 0.7 | 0.63 |
| Sortino | 1.26 | 0.92 |
| Payoff Ratio | 1.46 | 1.43 |
| Profit Factor | 1.3 | 1.11 |
| Common Sense Ratio | 2.03 | 1.06 |
| CPC Index | 0.83 | 0.82 |
| Tail Ratio | 1.56 | 0.96 |
| Outlier Win Ratio | 28.28 | 3.44 |
| Outlier Loss Ratio | 4.35 | 3.11 |
| Volatility (ann.) | 11.01% | 24.55% |
| R^2 | 0.2 | 0.2 |
| Calmar | 3.35 | 2.19 |
| Skew | 4.58 | 0.2 |
| Kurtosis | 74.13 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.31% | 4.1% |
| Expected Yearly % | 17.34% | 32.45% |
| Kelly Criterion | 5.37% | 18.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.07% |
| Expected Shortfall (cVaR) | -0.93% | -2.07% |
| Year | 11399481:BTCUSD | 11399481:btcusd:triple_med_gx:lsma35_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.36 | 0.22 | - |
| 2025 | 27.10 | 27.07 | 1.00 | - |
| Metric | 11399481:btcusd:triple_med_gx:lsma35_130 | 11399481:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 12.1% | 41.88% |
| 6M | 17.81% | 22.91% |
| YTD | 27.07% | 27.1% |
| 1Y | 39.33% | 82.29% |
| 3Y (ann.) | 32.84% | 64.73% |
| 5Y (ann.) | 32.84% | 64.73% |
| Metric | 11399481:btcusd:triple_med_gx:lsma35_130 | 11399481:BTCUSD |
|---|---|---|
| Max Drawdown | -9.8% | -29.51% |
| Longest DD Days | 92.0 | 144.0 |
| Avg. Drawdown | -2.36% | -4.71% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 3.84 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-30 | 2025-03-02 | -9.80 | 92 |
| 2024-06-05 | 2024-08-08 | -8.87 | 64 |
| 2025-04-04 | 2025-04-11 | -5.49 | 6 |
| 2024-09-03 | 2024-10-06 | -4.62 | 33 |
| 2024-10-07 | 2024-11-06 | -4.56 | 29 |
| 2025-06-03 | 2025-07-17 | -4.20 | 43 |
| 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 | 11399481:btcusd:triple_med_gx:lsma35_130 | 11399481:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 13.71% | 18.93% |
| Worst Week | -4.87% | -12.33% |
| Best Month | 12.59% | 37.42% |
| Worst Month | -7.41% | -17.69% |
| Best Year | 27.07% | 38.02% |
| Worst Year | 8.36% | 27.1% |
| Avg. Up Day | 1.0% | 1.02% |
| Avg. Down Day | -0.68% | -0.71% |
| Avg. Up Week | 4.59% | 6.01% |
| Avg. Down Week | -2.09% | -3.96% |
| Avg. Up Month | 5.73% | 16.65% |
| Avg. Down Month | -6.41% | -10.46% |
| Win Days % | 43.8% | 51.89% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 48.57% | 58.33% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |