| Metric | 11402200:btcusd:triple_med_gx:lsma25_135 | 11402200:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 43.88% | 61.16% |
| Max Drawdown | -23.29% | -29.51% |
| Sharpe | 0.67 | 0.59 |
| Sortino | 1.06 | 0.85 |
| Payoff Ratio | 1.24 | 1.16 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.68 | 1.07 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | 1.36 | 0.98 |
| Outlier Win Ratio | 18.67 | 3.48 |
| Outlier Loss Ratio | 3.82 | 3.47 |
| Volatility (ann.) | 14.95% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.82 | 2.0 |
| Skew | 1.67 | 0.21 |
| Kurtosis | 48.82 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.84% | 3.74% |
| Expected Yearly % | 19.95% | 26.95% |
| Kelly Criterion | 8.67% | 10.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.13% |
| Expected Shortfall (cVaR) | -1.26% | -2.13% |
| Year | 11402200:BTCUSD | 11402200:btcusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.29 | 0.14 | - |
| 2025 | 16.76 | 36.65 | 2.19 | + |
| Metric | 11402200:btcusd:triple_med_gx:lsma25_135 | 11402200:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 21.96% | 31.46% |
| 6M | 41.52% | 12.77% |
| YTD | 36.65% | 16.76% |
| 1Y | 43.74% | 56.84% |
| 3Y (ann.) | 42.49% | 59.12% |
| 5Y (ann.) | 42.49% | 59.12% |
| Metric | 11402200:btcusd:triple_med_gx:lsma25_135 | 11402200:BTCUSD |
|---|---|---|
| Max Drawdown | -23.29% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -3.39% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 1.88 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-06 | -23.29 | 149 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -6.00 | 6 |
| 2025-03-03 | 2025-03-11 | -4.62 | 8 |
| 2025-03-13 | 2025-04-09 | -4.38 | 27 |
| 2025-05-30 | 2025-06-08 | -4.26 | 9 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2024-11-07 | 2024-12-04 | -3.36 | 27 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| Metric | 11402200:btcusd:triple_med_gx:lsma25_135 | 11402200:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.91% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 12.44% | 37.42% |
| Worst Month | -12.38% | -17.69% |
| Best Year | 36.65% | 38.02% |
| Worst Year | 5.29% | 16.76% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.81% | -0.87% |
| Avg. Up Week | 3.65% | 4.29% |
| Avg. Down Week | -2.31% | -3.95% |
| Avg. Up Month | 5.39% | 12.93% |
| Avg. Down Month | -4.95% | -11.25% |
| Win Days % | 49.41% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 51.61% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |