| Metric | 11402434:btcusd:triple_med_gx:lsma75_135 | 11402434:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 53.48% | 61.16% |
| Max Drawdown | -14.36% | -29.51% |
| Sharpe | 0.79 | 0.59 |
| Sortino | 1.25 | 0.85 |
| Payoff Ratio | 1.17 | 1.1 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.59 | 1.07 |
| CPC Index | 0.74 | 0.63 |
| Tail Ratio | 1.28 | 0.98 |
| Outlier Win Ratio | 15.67 | 3.49 |
| Outlier Loss Ratio | 3.97 | 3.47 |
| Volatility (ann.) | 14.58% | 25.19% |
| R^2 | 0.33 | 0.33 |
| Calmar | 3.6 | 2.0 |
| Skew | 1.76 | 0.21 |
| Kurtosis | 31.4 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.35% | 3.74% |
| Expected Yearly % | 23.89% | 26.95% |
| Kelly Criterion | 8.46% | 8.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.13% |
| Expected Shortfall (cVaR) | -1.22% | -2.13% |
| Year | 11402434:BTCUSD | 11402434:btcusd:triple_med_gx:lsma75_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 28.11 | 0.74 | - |
| 2025 | 16.76 | 19.80 | 1.18 | + |
| Metric | 11402434:btcusd:triple_med_gx:lsma75_135 | 11402434:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 10.62% | 31.46% |
| 6M | 23.13% | 12.77% |
| YTD | 19.8% | 16.76% |
| 1Y | 48.66% | 56.84% |
| 3Y (ann.) | 51.74% | 59.12% |
| 5Y (ann.) | 51.74% | 59.12% |
| Metric | 11402434:btcusd:triple_med_gx:lsma75_135 | 11402434:BTCUSD |
|---|---|---|
| Max Drawdown | -14.36% | -29.51% |
| Longest DD Days | 99.0 | 144.0 |
| Avg. Drawdown | -3.35% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 3.73 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-02 | 2025-06-09 | -14.36 | 99 |
| 2024-06-10 | 2024-09-13 | -14.07 | 95 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-02-01 | 2025-02-28 | -7.79 | 27 |
| 2024-12-22 | 2025-01-06 | -6.12 | 14 |
| 2024-09-14 | 2024-10-14 | -5.91 | 30 |
| 2024-10-16 | 2024-11-05 | -1.97 | 19 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11402434:btcusd:triple_med_gx:lsma75_135 | 11402434:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -7.95% | -12.33% |
| Best Month | 11.18% | 37.42% |
| Worst Month | -6.9% | -17.69% |
| Best Year | 28.11% | 38.02% |
| Worst Year | 19.8% | 16.76% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.78% | -0.84% |
| Avg. Up Week | 4.09% | 4.44% |
| Avg. Down Week | -4.01% | -4.05% |
| Avg. Up Month | 6.41% | 13.54% |
| Avg. Down Month | -4.75% | -4.72% |
| Win Days % | 50.57% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 61.76% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |