| Metric | 11402377:btcusd:triple_med_gx:lsma70_135 | 11402377:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 22.58% | 61.16% |
| Max Drawdown | -17.24% | -29.51% |
| Sharpe | 0.41 | 0.59 |
| Sortino | 0.62 | 0.85 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.22 | 1.07 |
| CPC Index | 0.61 | 0.62 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 16.29 | 3.49 |
| Outlier Loss Ratio | 3.9 | 3.52 |
| Volatility (ann.) | 14.44% | 25.19% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.27 | 2.0 |
| Skew | 0.72 | 0.21 |
| Kurtosis | 23.19 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.58% | 3.74% |
| Expected Yearly % | 10.71% | 26.95% |
| Kelly Criterion | 3.48% | 7.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.13% |
| Expected Shortfall (cVaR) | -1.23% | -2.13% |
| Year | 11402377:BTCUSD | 11402377:btcusd:triple_med_gx:lsma70_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 28.48 | 0.75 | - |
| 2025 | 16.76 | -4.60 | -0.27 | - |
| Metric | 11402377:btcusd:triple_med_gx:lsma70_135 | 11402377:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 3.1% | 31.46% |
| 6M | -3.89% | 12.77% |
| YTD | -4.6% | 16.76% |
| 1Y | 18.09% | 56.84% |
| 3Y (ann.) | 21.91% | 59.12% |
| 5Y (ann.) | 21.91% | 59.12% |
| Metric | 11402377:btcusd:triple_med_gx:lsma70_135 | 11402377:BTCUSD |
|---|---|---|
| Max Drawdown | -17.24% | -29.51% |
| Longest DD Days | 172.0 | 144.0 |
| Avg. Drawdown | -4.46% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.31 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-06-11 | -17.24 | 172 |
| 2024-06-10 | 2024-08-08 | -14.31 | 59 |
| 2024-08-09 | 2024-09-13 | -9.89 | 35 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-14 | 2024-10-14 | -6.85 | 30 |
| 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 |
| Metric | 11402377:btcusd:triple_med_gx:lsma70_135 | 11402377:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 14.95% | 37.42% |
| Worst Month | -7.67% | -17.69% |
| Best Year | 28.48% | 38.02% |
| Worst Year | -4.6% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 4.72% | 4.61% |
| Avg. Down Week | -3.29% | -4.48% |
| Avg. Up Month | 5.14% | 13.94% |
| Avg. Down Month | -6.0% | -9.04% |
| Win Days % | 49.24% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |