| Metric | 11402314:btcusd:triple_med_gx:lsma35_135 | 11402314:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 61.02% | 61.16% |
| Max Drawdown | -14.05% | -29.51% |
| Sharpe | 0.91 | 0.59 |
| Sortino | 1.53 | 0.85 |
| Payoff Ratio | 1.27 | 1.14 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | 1.71 | 1.07 |
| CPC Index | 0.82 | 0.65 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 18.18 | 3.61 |
| Outlier Loss Ratio | 4.25 | 3.47 |
| Volatility (ann.) | 13.7% | 25.19% |
| R^2 | 0.3 | 0.3 |
| Calmar | 4.2 | 2.0 |
| Skew | 2.4 | 0.21 |
| Kurtosis | 31.61 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.73% | 3.74% |
| Expected Yearly % | 26.89% | 26.95% |
| Kelly Criterion | 9.61% | 9.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.13% |
| Expected Shortfall (cVaR) | -1.14% | -2.13% |
| Year | 11402314:BTCUSD | 11402314:btcusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.14 | 0.50 | - |
| 2025 | 16.76 | 35.15 | 2.10 | + |
| Metric | 11402314:btcusd:triple_med_gx:lsma35_135 | 11402314:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 25.04% | 31.46% |
| 6M | 38.97% | 12.77% |
| YTD | 35.15% | 16.76% |
| 1Y | 58.6% | 56.84% |
| 3Y (ann.) | 58.99% | 59.12% |
| 5Y (ann.) | 58.99% | 59.12% |
| Metric | 11402314:btcusd:triple_med_gx:lsma35_135 | 11402314:BTCUSD |
|---|---|---|
| Max Drawdown | -14.05% | -29.51% |
| Longest DD Days | 83.0 | 144.0 |
| Avg. Drawdown | -3.17% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 4.34 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.05 | 59 |
| 2024-08-09 | 2024-10-14 | -11.72 | 66 |
| 2024-12-21 | 2025-03-14 | -9.67 | 83 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-05-22 | 2025-06-08 | -4.27 | 17 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-13 | 2025-05-18 | -1.98 | 35 |
| 2024-11-06 | 2024-12-04 | -1.68 | 27 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| Metric | 11402314:btcusd:triple_med_gx:lsma35_135 | 11402314:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 15.24% | 18.93% |
| Worst Week | -7.17% | -12.33% |
| Best Month | 12.14% | 37.42% |
| Worst Month | -8.45% | -17.69% |
| Best Year | 35.15% | 38.02% |
| Worst Year | 19.14% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.74% | -0.83% |
| Avg. Up Week | 4.12% | 4.69% |
| Avg. Down Week | -3.85% | -4.13% |
| Avg. Up Month | 5.28% | 13.54% |
| Avg. Down Month | -5.16% | -12.52% |
| Win Days % | 49.47% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 51.43% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |