| Metric | 11402210:btcusd:triple_med_gx:lsma75_135 | 11402210:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 27.06% | 61.16% |
| Max Drawdown | -26.77% | -29.51% |
| Sharpe | 0.43 | 0.59 |
| Sortino | 0.66 | 0.85 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.63 | 0.64 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 16.38 | 3.79 |
| Outlier Loss Ratio | 3.73 | 3.6 |
| Volatility (ann.) | 16.47% | 25.19% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.98 | 2.0 |
| Skew | 0.97 | 0.21 |
| Kurtosis | 35.44 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.86% | 3.74% |
| Expected Yearly % | 12.72% | 26.95% |
| Kelly Criterion | 4.81% | 8.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.13% |
| Expected Shortfall (cVaR) | -1.4% | -2.13% |
| Year | 11402210:BTCUSD | 11402210:btcusd:triple_med_gx:lsma75_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.30 | 0.22 | - |
| 2025 | 16.76 | 17.32 | 1.03 | + |
| Metric | 11402210:btcusd:triple_med_gx:lsma75_135 | 11402210:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 15.71% | 31.46% |
| 6M | 20.29% | 12.77% |
| YTD | 17.32% | 16.76% |
| 1Y | 31.3% | 56.84% |
| 3Y (ann.) | 26.25% | 59.12% |
| 5Y (ann.) | 26.25% | 59.12% |
| Metric | 11402210:btcusd:triple_med_gx:lsma75_135 | 11402210:BTCUSD |
|---|---|---|
| Max Drawdown | -26.77% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -7.27% | -4.82% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 1.01 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -26.77 | 151 |
| 2025-03-03 | 2025-06-09 | -16.84 | 98 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-11-07 | 2024-12-04 | -2.84 | 27 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| Metric | 11402210:btcusd:triple_med_gx:lsma75_135 | 11402210:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 11.36% | 37.42% |
| Worst Month | -14.7% | -17.69% |
| Best Year | 17.32% | 38.02% |
| Worst Year | 8.3% | 16.76% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 3.92% | 3.89% |
| Avg. Down Week | -2.6% | -3.69% |
| Avg. Up Month | 5.63% | 12.23% |
| Avg. Down Month | -5.18% | -8.96% |
| Win Days % | 49.43% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |