| Metric | 11402899:btcusd:triple_med_gx:lsma85_135 | 11402899:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 20.6% | 61.16% |
| Max Drawdown | -15.06% | -29.51% |
| Sharpe | 0.47 | 0.59 |
| Sortino | 0.73 | 0.85 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | 1.61 | 1.07 |
| CPC Index | 0.75 | 0.66 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 41.85 | 3.39 |
| Outlier Loss Ratio | 2.63 | 2.83 |
| Volatility (ann.) | 10.88% | 25.19% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.33 | 2.0 |
| Skew | 0.58 | 0.21 |
| Kurtosis | 96.35 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.45% | 3.74% |
| Expected Yearly % | 9.82% | 26.95% |
| Kelly Criterion | 7.99% | 10.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.13% |
| Expected Shortfall (cVaR) | -0.92% | -2.13% |
| Year | 11402899:BTCUSD | 11402899:btcusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.48 | 0.38 | - |
| 2025 | 16.76 | 5.35 | 0.32 | - |
| Metric | 11402899:btcusd:triple_med_gx:lsma85_135 | 11402899:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 13.16% | 31.46% |
| 6M | 5.35% | 12.77% |
| YTD | 5.35% | 16.76% |
| 1Y | 20.41% | 56.84% |
| 3Y (ann.) | 20.0% | 59.12% |
| 5Y (ann.) | 20.0% | 59.12% |
| Metric | 11402899:btcusd:triple_med_gx:lsma85_135 | 11402899:BTCUSD |
|---|---|---|
| Max Drawdown | -15.06% | -29.51% |
| Longest DD Days | 128.0 | 144.0 |
| Avg. Drawdown | -3.11% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.37 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -15.06 | 59 |
| 2024-12-05 | 2025-04-12 | -9.86 | 128 |
| 2024-09-14 | 2024-10-12 | -5.70 | 28 |
| 2024-10-13 | 2024-12-04 | -3.97 | 52 |
| 2025-04-15 | 2025-05-21 | -2.96 | 36 |
| 2024-08-09 | 2024-09-09 | -2.43 | 31 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2024-09-11 | 2024-09-12 | -0.62 | 0 |
| Metric | 11402899:btcusd:triple_med_gx:lsma85_135 | 11402899:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.6% | 18.93% |
| Worst Week | -4.99% | -12.33% |
| Best Month | 10.41% | 37.42% |
| Worst Month | -4.99% | -17.69% |
| Best Year | 14.48% | 38.02% |
| Worst Year | 5.35% | 16.76% |
| Avg. Up Day | 1.17% | 1.18% |
| Avg. Down Day | -0.99% | -1.01% |
| Avg. Up Week | 3.58% | 4.08% |
| Avg. Down Week | -2.86% | -4.61% |
| Avg. Up Month | 7.76% | 10.86% |
| Avg. Down Month | -3.25% | -9.04% |
| Win Days % | 50.29% | 51.86% |
| Win Month % | 55.56% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |