| Metric | 11402265:btcusd:triple_med_gx:lsma70_135 | 11402265:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 30.42% | 61.16% |
| Max Drawdown | -19.99% | -29.51% |
| Sharpe | 0.51 | 0.59 |
| Sortino | 0.76 | 0.85 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.37 | 1.07 |
| CPC Index | 0.66 | 0.65 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 17.05 | 3.47 |
| Outlier Loss Ratio | 3.79 | 3.5 |
| Volatility (ann.) | 14.92% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.48 | 2.0 |
| Skew | 0.41 | 0.21 |
| Kurtosis | 37.38 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.06% | 3.74% |
| Expected Yearly % | 14.2% | 26.95% |
| Kelly Criterion | 5.83% | 9.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.13% |
| Expected Shortfall (cVaR) | -1.26% | -2.13% |
| Year | 11402265:BTCUSD | 11402265:btcusd:triple_med_gx:lsma70_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.86 | 0.29 | - |
| 2025 | 16.76 | 17.64 | 1.05 | + |
| Metric | 11402265:btcusd:triple_med_gx:lsma70_135 | 11402265:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 13.66% | 31.46% |
| 6M | 15.32% | 12.77% |
| YTD | 17.64% | 16.76% |
| 1Y | 30.21% | 56.84% |
| 3Y (ann.) | 29.5% | 59.12% |
| 5Y (ann.) | 29.5% | 59.12% |
| Metric | 11402265:btcusd:triple_med_gx:lsma70_135 | 11402265:BTCUSD |
|---|---|---|
| Max Drawdown | -19.99% | -29.51% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -3.55% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 1.52 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-14 | -19.99 | 125 |
| 2025-03-06 | 2025-06-09 | -15.46 | 95 |
| 2024-12-05 | 2025-03-04 | -8.56 | 89 |
| 2024-12-01 | 2024-12-04 | -3.00 | 3 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| Metric | 11402265:btcusd:triple_med_gx:lsma70_135 | 11402265:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 10.64% | 37.42% |
| Worst Month | -9.68% | -17.69% |
| Best Year | 17.64% | 38.02% |
| Worst Year | 10.86% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 3.82% | 4.07% |
| Avg. Down Week | -3.01% | -3.93% |
| Avg. Up Month | 5.69% | 12.23% |
| Avg. Down Month | -3.34% | -7.82% |
| Win Days % | 49.59% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 51.61% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |