| Metric | 11402376:btcusd:triple_med_gx:lsma65_135 | 11402376:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 26.29% | 61.16% |
| Max Drawdown | -17.6% | -29.51% |
| Sharpe | 0.47 | 0.59 |
| Sortino | 0.71 | 0.85 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.63 | 0.62 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 17.06 | 3.49 |
| Outlier Loss Ratio | 3.88 | 3.47 |
| Volatility (ann.) | 14.15% | 25.19% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.45 | 2.0 |
| Skew | 0.83 | 0.21 |
| Kurtosis | 24.93 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.81% | 3.74% |
| Expected Yearly % | 12.38% | 26.95% |
| Kelly Criterion | 4.59% | 8.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.13% |
| Expected Shortfall (cVaR) | -1.2% | -2.13% |
| Year | 11402376:BTCUSD | 11402376:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 28.98 | 0.76 | - |
| 2025 | 16.76 | -2.09 | -0.12 | - |
| Metric | 11402376:btcusd:triple_med_gx:lsma65_135 | 11402376:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 7.52% | 31.46% |
| 6M | -2.03% | 12.77% |
| YTD | -2.09% | 16.76% |
| 1Y | 21.66% | 56.84% |
| 3Y (ann.) | 25.5% | 59.12% |
| 5Y (ann.) | 25.5% | 59.12% |
| Metric | 11402376:btcusd:triple_med_gx:lsma65_135 | 11402376:BTCUSD |
|---|---|---|
| Max Drawdown | -17.6% | -29.51% |
| Longest DD Days | 172.0 | 144.0 |
| Avg. Drawdown | -4.39% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.49 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-06-11 | -17.60 | 172 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-08-09 | 2024-10-14 | -11.47 | 66 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-11-06 | 2024-12-04 | -1.62 | 28 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-04 | 2024-06-09 | -0.41 | 4 |
| Metric | 11402376:btcusd:triple_med_gx:lsma65_135 | 11402376:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -6.48% | -12.33% |
| Best Month | 12.94% | 37.42% |
| Worst Month | -8.27% | -17.69% |
| Best Year | 28.98% | 38.02% |
| Worst Year | -2.09% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 4.65% | 4.61% |
| Avg. Down Week | -3.36% | -4.51% |
| Avg. Up Month | 4.23% | 13.54% |
| Avg. Down Month | -5.87% | -9.04% |
| Win Days % | 49.5% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 45.71% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |