| Metric | 11399590:btcusd:triple_med_gx:lsma35_130 | 11399590:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 14.59% | 75.42% |
| Max Drawdown | -14.32% | -29.51% |
| Sharpe | 0.34 | 0.63 |
| Sortino | 0.54 | 0.92 |
| Payoff Ratio | 1.16 | 1.07 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | 1.75 | 1.06 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 1.56 | 0.96 |
| Outlier Win Ratio | 27.21 | 3.15 |
| Outlier Loss Ratio | 3.84 | 3.11 |
| Volatility (ann.) | 10.44% | 24.55% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.9 | 2.19 |
| Skew | 3.05 | 0.2 |
| Kurtosis | 67.81 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.98% | 4.1% |
| Expected Yearly % | 7.05% | 32.45% |
| Kelly Criterion | 2.53% | 6.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.07% |
| Expected Shortfall (cVaR) | -0.89% | -2.07% |
| Year | 11399590:BTCUSD | 11399590:btcusd:triple_med_gx:lsma35_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.89 | 0.10 | - |
| 2025 | 27.10 | 10.30 | 0.38 | - |
| Metric | 11399590:btcusd:triple_med_gx:lsma35_130 | 11399590:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 4.81% | 41.88% |
| 6M | 1.89% | 22.91% |
| YTD | 10.3% | 27.1% |
| 1Y | 17.54% | 82.29% |
| 3Y (ann.) | 12.86% | 64.73% |
| 5Y (ann.) | 12.86% | 64.73% |
| Metric | 11399590:btcusd:triple_med_gx:lsma35_130 | 11399590:BTCUSD |
|---|---|---|
| Max Drawdown | -14.32% | -29.51% |
| Longest DD Days | 154.0 | 144.0 |
| Avg. Drawdown | -4.09% | -4.71% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 1.02 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -14.32 | 154 |
| 2025-01-30 | 2025-03-02 | -10.15 | 31 |
| 2025-03-03 | 2025-05-20 | -8.01 | 78 |
| 2025-05-29 | 2025-07-17 | -6.20 | 48 |
| 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 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11399590:btcusd:triple_med_gx:lsma35_130 | 11399590: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 | 6.23% | 37.42% |
| Worst Month | -6.47% | -17.69% |
| Best Year | 10.3% | 38.02% |
| Worst Year | 3.89% | 27.1% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.73% | -0.81% |
| Avg. Up Week | 2.69% | 5.49% |
| Avg. Down Week | -2.29% | -3.99% |
| Avg. Up Month | 3.23% | 8.55% |
| Avg. Down Month | -4.35% | -9.42% |
| Win Days % | 47.65% | 51.89% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 51.28% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |