| Metric | 11402387:btcusd:triple_med_gx:lsma115_135 | 11402387:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 28.67% | 75.42% |
| Max Drawdown | -24.66% | -29.51% |
| Sharpe | 0.45 | 0.63 |
| Sortino | 0.66 | 0.92 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.11 | 1.11 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.6 | 0.62 |
| Tail Ratio | 1.09 | 0.96 |
| Outlier Win Ratio | 14.21 | 3.87 |
| Outlier Loss Ratio | 3.89 | 3.64 |
| Volatility (ann.) | 14.93% | 24.55% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.02 | 2.19 |
| Skew | 0.21 | 0.2 |
| Kurtosis | 12.99 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.82% | 4.1% |
| Expected Yearly % | 13.43% | 32.45% |
| Kelly Criterion | 3.95% | 7.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.07% |
| Expected Shortfall (cVaR) | -1.27% | -2.07% |
| Year | 11402387:BTCUSD | 11402387:btcusd:triple_med_gx:lsma115_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.66 | 0.65 | - |
| 2025 | 27.10 | 3.21 | 0.12 | - |
| Metric | 11402387:btcusd:triple_med_gx:lsma115_135 | 11402387:BTCUSD |
|---|---|---|
| MTD | 1.92% | 10.71% |
| 3M | 12.04% | 41.88% |
| 6M | 2.46% | 22.91% |
| YTD | 3.21% | 27.1% |
| 1Y | 58.75% | 82.29% |
| 3Y (ann.) | 25.09% | 64.73% |
| 5Y (ann.) | 25.09% | 64.73% |
| Metric | 11402387:btcusd:triple_med_gx:lsma115_135 | 11402387:BTCUSD |
|---|---|---|
| Max Drawdown | -24.66% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -4.8% | -4.71% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 1.16 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -24.66 | 211 |
| 2024-06-10 | 2024-09-13 | -19.36 | 95 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-20 | 2024-10-14 | -7.67 | 24 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-11-12 | 2024-12-04 | -3.15 | 22 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11402387:btcusd:triple_med_gx:lsma115_135 | 11402387:BTCUSD |
|---|---|---|
| Best Day | 6.63% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 17.5% | 37.42% |
| Worst Month | -10.18% | -17.69% |
| Best Year | 24.66% | 38.02% |
| Worst Year | 3.21% | 27.1% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 4.24% | 5.81% |
| Avg. Down Week | -3.24% | -3.84% |
| Avg. Up Month | 6.42% | 14.47% |
| Avg. Down Month | -5.52% | -7.59% |
| Win Days % | 49.93% | 51.89% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 47.62% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |