| Metric | 11402033:btcusd:triple_med_gx:lsma25_135 | 11402033:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 65.33% | 54.3% |
| Max Drawdown | -21.98% | -29.51% |
| Sharpe | 0.86 | 0.54 |
| Sortino | 1.36 | 0.78 |
| Payoff Ratio | 1.15 | 1.06 |
| Profit Factor | 1.3 | 1.09 |
| Common Sense Ratio | 1.55 | 1.06 |
| CPC Index | 0.79 | 0.6 |
| Tail Ratio | 1.19 | 0.97 |
| Outlier Win Ratio | 18.1 | 3.77 |
| Outlier Loss Ratio | 3.76 | 3.49 |
| Volatility (ann.) | 15.35% | 25.08% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.81 | 1.74 |
| Skew | 1.53 | 0.21 |
| Kurtosis | 43.46 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.94% | 3.39% |
| Expected Yearly % | 28.58% | 24.22% |
| Kelly Criterion | 11.17% | 6.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.12% |
| Expected Shortfall (cVaR) | -1.29% | -2.12% |
| Year | 11402033:BTCUSD | 11402033:btcusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.94 | 0.55 | - |
| 2025 | 11.80 | 36.70 | 3.11 | + |
| Metric | 11402033:btcusd:triple_med_gx:lsma25_135 | 11402033:BTCUSD |
|---|---|---|
| MTD | -0.74% | -0.27% |
| 3M | 9.93% | 26.2% |
| 6M | 34.21% | -1.67% |
| YTD | 36.7% | 11.8% |
| 1Y | 64.45% | 56.98% |
| 3Y (ann.) | 61.67% | 51.35% |
| 5Y (ann.) | 61.67% | 51.35% |
| Metric | 11402033:btcusd:triple_med_gx:lsma25_135 | 11402033:BTCUSD |
|---|---|---|
| Max Drawdown | -21.98% | -29.51% |
| Longest DD Days | 147.0 | 144.0 |
| Avg. Drawdown | -2.54% | -4.82% |
| Avg. Drawdown Days | 10.0 | 14.0 |
| Recovery Factor | 2.97 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-05 | -21.98 | 147 |
| 2024-12-26 | 2025-02-03 | -6.93 | 39 |
| 2025-05-29 | 2025-06-18 | -6.66 | 20 |
| 2024-12-05 | 2024-12-11 | -5.66 | 6 |
| 2025-02-04 | 2025-03-01 | -5.26 | 25 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2025-03-13 | 2025-04-08 | -4.38 | 26 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2024-12-12 | 2024-12-24 | -3.76 | 11 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11402033:btcusd:triple_med_gx:lsma25_135 | 11402033:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.42% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 16.66% | 37.42% |
| Worst Month | -7.58% | -17.69% |
| Best Year | 36.7% | 38.02% |
| Worst Year | 20.94% | 11.8% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.83% | -0.92% |
| Avg. Up Week | 3.38% | 3.93% |
| Avg. Down Week | -2.81% | -3.62% |
| Avg. Up Month | 5.26% | 13.38% |
| Avg. Down Month | -2.9% | -5.45% |
| Win Days % | 52.4% | 51.76% |
| Win Month % | 76.92% | 53.85% |
| Win Week % | 71.88% | 55.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |