| Metric | 11402495:btcusd:triple_med_gx:lsma100_135 | 11402495:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 47.93% | 61.16% |
| Max Drawdown | -19.34% | -29.51% |
| Sharpe | 0.71 | 0.59 |
| Sortino | 1.12 | 0.85 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.69 | 0.65 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 15.35 | 3.76 |
| Outlier Loss Ratio | 3.99 | 3.47 |
| Volatility (ann.) | 14.88% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.4 | 2.0 |
| Skew | 1.55 | 0.21 |
| Kurtosis | 28.27 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.06% | 3.74% |
| Expected Yearly % | 21.63% | 26.95% |
| Kelly Criterion | 6.76% | 9.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.13% |
| Expected Shortfall (cVaR) | -1.25% | -2.13% |
| Year | 11402495:BTCUSD | 11402495:btcusd:triple_med_gx:lsma100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 29.84 | 0.78 | - |
| 2025 | 16.76 | 13.94 | 0.83 | - |
| Metric | 11402495:btcusd:triple_med_gx:lsma100_135 | 11402495:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 12.76% | 31.46% |
| 6M | 18.96% | 12.77% |
| YTD | 13.94% | 16.76% |
| 1Y | 48.09% | 56.84% |
| 3Y (ann.) | 46.4% | 59.12% |
| 5Y (ann.) | 46.4% | 59.12% |
| Metric | 11402495:btcusd:triple_med_gx:lsma100_135 | 11402495:BTCUSD |
|---|---|---|
| Max Drawdown | -19.34% | -29.51% |
| Longest DD Days | 98.0 | 144.0 |
| Avg. Drawdown | -3.45% | -4.82% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 2.48 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-17 | -19.34 | 98 |
| 2025-03-03 | 2025-06-09 | -15.24 | 98 |
| 2025-01-07 | 2025-03-02 | -10.40 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-17 | 2025-01-06 | -7.05 | 19 |
| 2024-10-09 | 2024-10-11 | -4.74 | 2 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11402495:btcusd:triple_med_gx:lsma100_135 | 11402495:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.26% | -12.33% |
| Best Month | 14.54% | 37.42% |
| Worst Month | -9.78% | -17.69% |
| Best Year | 29.84% | 38.02% |
| Worst Year | 13.94% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 3.77% | 4.76% |
| Avg. Down Week | -2.27% | -4.29% |
| Avg. Up Month | 6.53% | 13.54% |
| Avg. Down Month | -3.61% | -12.52% |
| Win Days % | 50.09% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 54.29% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |