| Metric | 11402270:btcusd:triple_med_gx:lsma95_135 | 11402270:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 40.46% | 61.16% |
| Max Drawdown | -19.77% | -29.51% |
| Sharpe | 0.6 | 0.59 |
| Sortino | 0.89 | 0.85 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.67 | 0.64 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 14.76 | 3.66 |
| Outlier Loss Ratio | 3.97 | 3.57 |
| Volatility (ann.) | 15.72% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.98 | 2.0 |
| Skew | 0.24 | 0.21 |
| Kurtosis | 30.68 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.65% | 3.74% |
| Expected Yearly % | 18.52% | 26.95% |
| Kelly Criterion | 6.28% | 8.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.13% |
| Expected Shortfall (cVaR) | -1.33% | -2.13% |
| Year | 11402270:BTCUSD | 11402270:btcusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.03 | 0.63 | - |
| 2025 | 16.76 | 13.24 | 0.79 | - |
| Metric | 11402270:btcusd:triple_med_gx:lsma95_135 | 11402270:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 14.79% | 31.46% |
| 6M | 15.12% | 12.77% |
| YTD | 13.24% | 16.76% |
| 1Y | 40.24% | 56.84% |
| 3Y (ann.) | 39.2% | 59.12% |
| 5Y (ann.) | 39.2% | 59.12% |
| Metric | 11402270:btcusd:triple_med_gx:lsma95_135 | 11402270:BTCUSD |
|---|---|---|
| Max Drawdown | -19.77% | -29.51% |
| Longest DD Days | 93.0 | 144.0 |
| Avg. Drawdown | -4.2% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 2.05 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-12 | -19.77 | 93 |
| 2025-03-06 | 2025-04-12 | -15.46 | 37 |
| 2025-01-07 | 2025-03-06 | -8.90 | 58 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-16 | 2025-01-06 | -7.31 | 21 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2025-05-19 | 2025-06-09 | -5.85 | 21 |
| 2024-09-14 | 2024-10-07 | -3.95 | 23 |
| 2024-11-09 | 2024-12-04 | -3.00 | 25 |
| 2025-04-15 | 2025-05-18 | -2.84 | 33 |
| Metric | 11402270:btcusd:triple_med_gx:lsma95_135 | 11402270: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 | 11.16% | 37.42% |
| Worst Month | -9.37% | -17.69% |
| Best Year | 24.03% | 38.02% |
| Worst Year | 13.24% | 16.76% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 3.69% | 5.3% |
| Avg. Down Week | -2.82% | -3.93% |
| Avg. Up Month | 6.18% | 12.39% |
| Avg. Down Month | -5.51% | -12.52% |
| Win Days % | 50.17% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 55.88% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |