| Metric | 11402424:btcusd:triple_med_gx:lsma25_135 | 11402424:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 68.8% | 58.73% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.91 | 0.55 |
| Sortino | 1.44 | 0.81 |
| Payoff Ratio | 1.19 | 1.12 |
| Profit Factor | 1.3 | 1.09 |
| Common Sense Ratio | 1.72 | 1.06 |
| CPC Index | 0.8 | 0.63 |
| Tail Ratio | 1.32 | 0.97 |
| Outlier Win Ratio | 17.16 | 3.62 |
| Outlier Loss Ratio | 3.8 | 3.48 |
| Volatility (ann.) | 14.47% | 24.91% |
| R^2 | 0.34 | 0.34 |
| Calmar | 4.47 | 1.82 |
| Skew | 1.61 | 0.2 |
| Kurtosis | 32.98 | 7.08 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 4.11% | 3.62% |
| Expected Yearly % | 29.92% | 25.99% |
| Kelly Criterion | 10.21% | 8.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.11% |
| Expected Shortfall (cVaR) | -1.21% | -2.11% |
| Year | 11402424:BTCUSD | 11402424:btcusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.92 | 0.66 | - |
| 2025 | 15.00 | 35.12 | 2.34 | + |
| Metric | 11402424:btcusd:triple_med_gx:lsma25_135 | 11402424:BTCUSD |
|---|---|---|
| MTD | 0.65% | 2.59% |
| 3M | 14.41% | 27.24% |
| 6M | 33.95% | 14.0% |
| YTD | 35.12% | 15.0% |
| 1Y | 88.4% | 78.0% |
| 3Y (ann.) | 62.62% | 53.59% |
| 5Y (ann.) | 62.62% | 53.59% |
| Metric | 11402424:btcusd:triple_med_gx:lsma25_135 | 11402424:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 71.0 | 144.0 |
| Avg. Drawdown | -2.69% | -4.9% |
| Avg. Drawdown Days | 9.0 | 15.0 |
| Recovery Factor | 4.92 | 1.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-12-21 | 2025-03-02 | -12.57 | 71 |
| 2024-12-05 | 2024-12-21 | -7.93 | 15 |
| 2025-06-16 | 2025-06-29 | -7.67 | 12 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2024-09-11 | 2024-10-12 | -5.67 | 31 |
| 2024-08-09 | 2024-09-09 | -5.31 | 31 |
| 2025-04-02 | 2025-04-11 | -4.75 | 8 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| Metric | 11402424:btcusd:triple_med_gx:lsma25_135 | 11402424:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 13.75% | 37.42% |
| Worst Month | -7.07% | -17.69% |
| Best Year | 35.12% | 38.02% |
| Worst Year | 24.92% | 15.0% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.82% | -0.89% |
| Avg. Up Week | 4.54% | 4.86% |
| Avg. Down Week | -3.52% | -4.18% |
| Avg. Up Month | 4.22% | 12.03% |
| Avg. Down Month | -3.59% | -5.29% |
| Win Days % | 51.13% | 51.97% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 62.86% | 56.9% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |