| Metric | 11402504:btcusd:triple_med_gx:lsma125_135 | 11402504:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 30.87% | 75.42% |
| Max Drawdown | -19.45% | -29.51% |
| Sharpe | 0.45 | 0.63 |
| Sortino | 0.67 | 0.92 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 1.11 | 1.11 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | 1.09 | 0.96 |
| Outlier Win Ratio | 12.51 | 3.85 |
| Outlier Loss Ratio | 3.99 | 3.77 |
| Volatility (ann.) | 16.28% | 24.55% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.39 | 2.19 |
| Skew | 0.83 | 0.2 |
| Kurtosis | 19.64 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.94% | 4.1% |
| Expected Yearly % | 14.4% | 32.45% |
| Kelly Criterion | 2.8% | 6.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.07% |
| Expected Shortfall (cVaR) | -1.38% | -2.07% |
| Year | 11402504:BTCUSD | 11402504:btcusd:triple_med_gx:lsma125_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 36.86 | 0.97 | - |
| 2025 | 27.10 | -4.38 | -0.16 | - |
| Metric | 11402504:btcusd:triple_med_gx:lsma125_135 | 11402504:BTCUSD |
|---|---|---|
| MTD | -0.93% | 10.71% |
| 3M | -1.96% | 41.88% |
| 6M | -7.31% | 22.91% |
| YTD | -4.38% | 27.1% |
| 1Y | 50.59% | 82.29% |
| 3Y (ann.) | 26.99% | 64.73% |
| 5Y (ann.) | 26.99% | 64.73% |
| Metric | 11402504:btcusd:triple_med_gx:lsma125_135 | 11402504:BTCUSD |
|---|---|---|
| Max Drawdown | -19.45% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -3.19% | -4.71% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.59 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-13 | -19.45 | 94 |
| 2024-12-17 | 2025-07-17 | -18.86 | 211 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-20 | 2024-10-12 | -5.66 | 22 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-11-12 | 2024-12-04 | -1.91 | 22 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11402504:btcusd:triple_med_gx:lsma125_135 | 11402504:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -7.48% | -12.33% |
| Best Month | 16.46% | 37.42% |
| Worst Month | -8.5% | -17.69% |
| Best Year | 36.86% | 38.02% |
| Worst Year | -4.38% | 27.1% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 3.79% | 5.42% |
| Avg. Down Week | -3.01% | -3.6% |
| Avg. Up Month | 9.52% | 15.29% |
| Avg. Down Month | -5.03% | -9.42% |
| Win Days % | 49.93% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 52.17% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |