| Metric | 11402441:btcusd:triple_med_gx:lsma110_135 | 11402441:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 46.43% | 61.16% |
| Max Drawdown | -21.37% | -29.51% |
| Sharpe | 0.69 | 0.59 |
| Sortino | 1.04 | 0.85 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.37 | 1.07 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 14.36 | 3.79 |
| Outlier Loss Ratio | 3.88 | 3.5 |
| Volatility (ann.) | 15.05% | 25.19% |
| R^2 | 0.36 | 0.36 |
| Calmar | 2.1 | 2.0 |
| Skew | 0.48 | 0.21 |
| Kurtosis | 16.16 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 2.98% | 3.74% |
| Expected Yearly % | 21.01% | 26.95% |
| Kelly Criterion | 6.62% | 7.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.13% |
| Expected Shortfall (cVaR) | -1.27% | -2.13% |
| Year | 11402441:BTCUSD | 11402441:btcusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 29.36 | 0.77 | - |
| 2025 | 16.76 | 13.20 | 0.79 | - |
| Metric | 11402441:btcusd:triple_med_gx:lsma110_135 | 11402441:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 21.79% | 31.46% |
| 6M | 12.68% | 12.77% |
| YTD | 13.2% | 16.76% |
| 1Y | 47.04% | 56.84% |
| 3Y (ann.) | 44.95% | 59.12% |
| 5Y (ann.) | 44.95% | 59.12% |
| Metric | 11402441:btcusd:triple_med_gx:lsma110_135 | 11402441:BTCUSD |
|---|---|---|
| Max Drawdown | -21.37% | -29.51% |
| Longest DD Days | 173.0 | 144.0 |
| Avg. Drawdown | -3.57% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 2.17 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-09 | -21.37 | 173 |
| 2024-06-10 | 2024-09-19 | -18.84 | 100 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-20 | 2024-10-12 | -5.62 | 22 |
| 2024-10-18 | 2024-11-06 | -2.05 | 18 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11402441:btcusd:triple_med_gx:lsma110_135 | 11402441:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 18.91% | 37.42% |
| Worst Month | -10.2% | -17.69% |
| Best Year | 29.36% | 38.02% |
| Worst Year | 13.2% | 16.76% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 4.42% | 6.01% |
| Avg. Down Week | -3.31% | -4.11% |
| Avg. Up Month | 8.59% | 13.54% |
| Avg. Down Month | -9.18% | -4.72% |
| Win Days % | 50.89% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 54.29% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |