| Metric | 11401313:btcusd:triple_med_gx:lsma35_135 | 11401313:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 19.81% | 75.42% |
| Max Drawdown | -14.42% | -29.51% |
| Sharpe | 0.43 | 0.63 |
| Sortino | 0.69 | 0.92 |
| Payoff Ratio | 1.16 | 1.05 |
| Profit Factor | 1.16 | 1.11 |
| Common Sense Ratio | 1.78 | 1.06 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.53 | 0.96 |
| Outlier Win Ratio | 26.32 | 3.17 |
| Outlier Loss Ratio | 3.86 | 3.11 |
| Volatility (ann.) | 10.54% | 24.55% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.21 | 2.19 |
| Skew | 3.01 | 0.2 |
| Kurtosis | 65.24 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.3% | 4.1% |
| Expected Yearly % | 9.46% | 32.45% |
| Kelly Criterion | 3.23% | 6.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.07% |
| Expected Shortfall (cVaR) | -0.9% | -2.07% |
| Year | 11401313:BTCUSD | 11401313:btcusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.16 | 0.11 | - |
| 2025 | 27.10 | 15.02 | 0.55 | - |
| Metric | 11401313:btcusd:triple_med_gx:lsma35_135 | 11401313:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.86% | 41.88% |
| 6M | 6.07% | 22.91% |
| YTD | 15.02% | 27.1% |
| 1Y | 24.54% | 82.29% |
| 3Y (ann.) | 17.41% | 64.73% |
| 5Y (ann.) | 17.41% | 64.73% |
| Metric | 11401313:btcusd:triple_med_gx:lsma35_135 | 11401313:BTCUSD |
|---|---|---|
| Max Drawdown | -14.42% | -29.51% |
| Longest DD Days | 154.0 | 144.0 |
| Avg. Drawdown | -3.53% | -4.71% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 1.37 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -14.42 | 154 |
| 2025-01-30 | 2025-05-08 | -10.15 | 98 |
| 2025-05-22 | 2025-07-17 | -6.20 | 55 |
| 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 |
| 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 | 11401313:btcusd:triple_med_gx:lsma35_135 | 11401313:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.52% | 18.93% |
| Worst Week | -7.17% | -12.33% |
| Best Month | 6.32% | 37.42% |
| Worst Month | -6.63% | -17.69% |
| Best Year | 15.02% | 38.02% |
| Worst Year | 4.16% | 27.1% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.73% | -0.82% |
| Avg. Up Week | 2.77% | 5.21% |
| Avg. Down Week | -2.67% | -3.56% |
| Avg. Up Month | 3.91% | 8.55% |
| Avg. Down Month | -6.37% | -12.52% |
| Win Days % | 48.11% | 51.89% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 57.89% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |