| Metric | 11402496:btcusd:triple_med_gx:lsma105_135 | 11402496:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 54.65% | 75.42% |
| Max Drawdown | -19.34% | -29.51% |
| Sharpe | 0.72 | 0.63 |
| Sortino | 1.13 | 0.92 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 1.2 | 1.11 |
| Common Sense Ratio | 1.37 | 1.06 |
| CPC Index | 0.69 | 0.64 |
| Tail Ratio | 1.14 | 0.96 |
| Outlier Win Ratio | 15.08 | 3.84 |
| Outlier Loss Ratio | 3.96 | 3.57 |
| Volatility (ann.) | 14.86% | 24.55% |
| R^2 | 0.37 | 0.37 |
| Calmar | 2.44 | 2.19 |
| Skew | 1.44 | 0.2 |
| Kurtosis | 27.23 | 7.24 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.16% | 4.1% |
| Expected Yearly % | 24.36% | 32.45% |
| Kelly Criterion | 6.94% | 8.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.07% |
| Expected Shortfall (cVaR) | -1.25% | -2.07% |
| Year | 11402496:BTCUSD | 11402496:btcusd:triple_med_gx:lsma105_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 40.88 | 1.08 | + |
| 2025 | 27.10 | 9.78 | 0.36 | - |
| Metric | 11402496:btcusd:triple_med_gx:lsma105_135 | 11402496:BTCUSD |
|---|---|---|
| MTD | -1.36% | 10.71% |
| 3M | 9.64% | 41.88% |
| 6M | 8.57% | 22.91% |
| YTD | 9.78% | 27.1% |
| 1Y | 84.27% | 82.29% |
| 3Y (ann.) | 47.29% | 64.73% |
| 5Y (ann.) | 47.29% | 64.73% |
| Metric | 11402496:btcusd:triple_med_gx:lsma105_135 | 11402496:BTCUSD |
|---|---|---|
| Max Drawdown | -19.34% | -29.51% |
| Longest DD Days | 98.0 | 144.0 |
| Avg. Drawdown | -4.18% | -4.71% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 2.83 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-13 | -19.34 | 94 |
| 2025-03-03 | 2025-06-09 | -15.24 | 98 |
| 2025-01-07 | 2025-03-02 | -10.19 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-17 | 2025-01-06 | -7.27 | 19 |
| 2025-06-10 | 2025-07-17 | -5.87 | 37 |
| 2024-09-19 | 2024-10-12 | -5.70 | 23 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| Metric | 11402496:btcusd:triple_med_gx:lsma105_135 | 11402496:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.09% | -12.33% |
| Best Month | 16.28% | 37.42% |
| Worst Month | -9.62% | -17.69% |
| Best Year | 40.88% | 38.02% |
| Worst Year | 9.78% | 27.1% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 3.82% | 5.41% |
| Avg. Down Week | -2.53% | -3.77% |
| Avg. Up Month | 7.33% | 13.29% |
| Avg. Down Month | -4.57% | -4.72% |
| Win Days % | 50.62% | 51.89% |
| Win Month % | 71.43% | 64.29% |
| Win Week % | 55.26% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |