| Metric | 11402497:btcusd:triple_med_gx:lsma110_135 | 11402497:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 31.27% | 61.16% |
| Max Drawdown | -22.2% | -29.51% |
| Sharpe | 0.52 | 0.59 |
| Sortino | 0.76 | 0.85 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 14.69 | 3.76 |
| Outlier Loss Ratio | 3.85 | 3.5 |
| Volatility (ann.) | 14.92% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.37 | 2.0 |
| Skew | 0.32 | 0.21 |
| Kurtosis | 16.92 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.11% | 3.74% |
| Expected Yearly % | 14.57% | 26.95% |
| Kelly Criterion | 4.59% | 6.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.13% |
| Expected Shortfall (cVaR) | -1.26% | -2.13% |
| Year | 11402497:BTCUSD | 11402497:btcusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.19 | 0.58 | - |
| 2025 | 16.76 | 7.43 | 0.44 | - |
| Metric | 11402497:btcusd:triple_med_gx:lsma110_135 | 11402497:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 10.52% | 31.46% |
| 6M | 1.17% | 12.77% |
| YTD | 7.43% | 16.76% |
| 1Y | 31.41% | 56.84% |
| 3Y (ann.) | 30.32% | 59.12% |
| 5Y (ann.) | 30.32% | 59.12% |
| Metric | 11402497:btcusd:triple_med_gx:lsma110_135 | 11402497:BTCUSD |
|---|---|---|
| Max Drawdown | -22.2% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.3% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 1.41 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -22.20 | 175 |
| 2024-06-10 | 2024-09-13 | -19.34 | 94 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-20 | 2024-10-14 | -6.19 | 23 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-11-12 | 2024-12-04 | -2.42 | 22 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-18 | 2024-11-06 | -1.62 | 18 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11402497:btcusd:triple_med_gx:lsma110_135 | 11402497:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -8.9% | -12.33% |
| Best Month | 15.8% | 37.42% |
| Worst Month | -7.66% | -17.69% |
| Best Year | 22.19% | 38.02% |
| Worst Year | 7.43% | 16.76% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 3.26% | 5.76% |
| Avg. Down Week | -3.22% | -3.85% |
| Avg. Up Month | 6.94% | 13.54% |
| Avg. Down Month | -6.38% | -4.22% |
| Win Days % | 50.41% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |