| Metric | 11401202:btcusd:triple_med_gx:lsma35_135 | 11401202:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 38.76% | 61.16% |
| Max Drawdown | -9.03% | -29.51% |
| Sharpe | 0.74 | 0.59 |
| Sortino | 1.31 | 0.85 |
| Payoff Ratio | 1.43 | 1.42 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | 2.08 | 1.07 |
| CPC Index | 0.84 | 0.81 |
| Tail Ratio | 1.61 | 0.98 |
| Outlier Win Ratio | 25.54 | 3.4 |
| Outlier Loss Ratio | 4.21 | 3.09 |
| Volatility (ann.) | 11.66% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | 4.16 | 2.0 |
| Skew | 4.17 | 0.21 |
| Kurtosis | 64.34 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.55% | 3.74% |
| Expected Yearly % | 17.8% | 26.95% |
| Kelly Criterion | 6.73% | 17.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.13% |
| Expected Shortfall (cVaR) | -0.98% | -2.13% |
| Year | 11401202:BTCUSD | 11401202:btcusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.15 | 0.19 | - |
| 2025 | 16.76 | 29.50 | 1.76 | + |
| Metric | 11401202:btcusd:triple_med_gx:lsma35_135 | 11401202:BTCUSD |
|---|---|---|
| MTD | 2.74% | 4.16% |
| 3M | 15.46% | 31.46% |
| 6M | 26.08% | 12.77% |
| YTD | 29.5% | 16.76% |
| 1Y | 32.8% | 56.84% |
| 3Y (ann.) | 37.55% | 59.12% |
| 5Y (ann.) | 37.55% | 59.12% |
| Metric | 11401202:btcusd:triple_med_gx:lsma35_135 | 11401202:BTCUSD |
|---|---|---|
| Max Drawdown | -9.03% | -29.51% |
| Longest DD Days | 92.0 | 144.0 |
| Avg. Drawdown | -2.3% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 4.29 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-30 | 2025-03-02 | -9.03 | 92 |
| 2024-06-05 | 2024-08-08 | -8.87 | 64 |
| 2024-08-09 | 2024-10-28 | -7.49 | 80 |
| 2025-04-04 | 2025-04-11 | -5.49 | 6 |
| 2025-06-03 | 2025-06-09 | -4.20 | 6 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-03-05 | 2025-04-04 | -1.84 | 30 |
| 2025-04-11 | 2025-05-08 | -0.99 | 26 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-11-06 | 2024-11-29 | -0.73 | 23 |
| Metric | 11401202:btcusd:triple_med_gx:lsma35_135 | 11401202:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 13.89% | 18.93% |
| Worst Week | -4.87% | -12.33% |
| Best Month | 12.59% | 37.42% |
| Worst Month | -6.48% | -17.69% |
| Best Year | 29.5% | 38.02% |
| Worst Year | 7.15% | 16.76% |
| Avg. Up Day | 1.0% | 1.02% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 5.28% | 6.47% |
| Avg. Down Week | -2.09% | -4.01% |
| Avg. Up Month | 5.26% | 14.57% |
| Avg. Down Month | -5.96% | -10.46% |
| Win Days % | 45.16% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |