| Metric | 11402266:btcusd:triple_med_gx:lsma75_135 | 11402266:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 35.33% | 61.16% |
| Max Drawdown | -20.96% | -29.51% |
| Sharpe | 0.56 | 0.59 |
| Sortino | 0.85 | 0.85 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.68 | 0.66 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 16.11 | 3.47 |
| Outlier Loss Ratio | 3.89 | 3.5 |
| Volatility (ann.) | 15.06% | 25.19% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.63 | 2.0 |
| Skew | 0.41 | 0.21 |
| Kurtosis | 35.96 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.35% | 3.74% |
| Expected Yearly % | 16.33% | 26.95% |
| Kelly Criterion | 6.05% | 10.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.13% |
| Expected Shortfall (cVaR) | -1.27% | -2.13% |
| Year | 11402266:BTCUSD | 11402266:btcusd:triple_med_gx:lsma75_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.13 | 0.40 | - |
| 2025 | 16.76 | 17.55 | 1.05 | + |
| Metric | 11402266:btcusd:triple_med_gx:lsma75_135 | 11402266:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 15.27% | 31.46% |
| 6M | 16.84% | 12.77% |
| YTD | 17.55% | 16.76% |
| 1Y | 35.12% | 56.84% |
| 3Y (ann.) | 34.25% | 59.12% |
| 5Y (ann.) | 34.25% | 59.12% |
| Metric | 11402266:btcusd:triple_med_gx:lsma75_135 | 11402266:BTCUSD |
|---|---|---|
| Max Drawdown | -20.96% | -29.51% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -3.48% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 1.69 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-14 | -20.96 | 125 |
| 2025-03-06 | 2025-05-10 | -15.46 | 65 |
| 2024-12-05 | 2025-03-04 | -7.93 | 89 |
| 2025-05-11 | 2025-06-08 | -4.29 | 28 |
| 2024-11-07 | 2024-12-04 | -3.58 | 27 |
| 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 |
| 2025-06-08 | 2025-06-09 | -0.67 | 0 |
| Metric | 11402266:btcusd:triple_med_gx:lsma75_135 | 11402266: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 | 10.18% | 37.42% |
| Worst Month | -9.68% | -17.69% |
| Best Year | 17.55% | 38.02% |
| Worst Year | 15.13% | 16.76% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 3.68% | 3.89% |
| Avg. Down Week | -2.74% | -3.93% |
| Avg. Up Month | 6.27% | 12.39% |
| Avg. Down Month | -3.22% | -7.59% |
| Win Days % | 49.41% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 53.12% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |