| Metric | 11392331:btcusd:triple_med_gx:lsma35_105 | 11392331:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 19.06% | 61.16% |
| Max Drawdown | -36.26% | -29.51% |
| Sharpe | 0.34 | 0.59 |
| Sortino | 0.51 | 0.85 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.59 | 0.62 |
| Tail Ratio | 1.01 | 0.98 |
| Outlier Win Ratio | 15.76 | 3.8 |
| Outlier Loss Ratio | 3.83 | 3.6 |
| Volatility (ann.) | 16.68% | 25.19% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.51 | 2.0 |
| Skew | 1.0 | 0.21 |
| Kurtosis | 33.57 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.35% | 3.74% |
| Expected Yearly % | 9.11% | 26.95% |
| Kelly Criterion | 1.82% | 8.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.13% |
| Expected Shortfall (cVaR) | -1.42% | -2.13% |
| Year | 11392331:BTCUSD | 11392331:btcusd:triple_med_gx:lsma35_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.41 | -0.04 | - |
| 2025 | 16.76 | 20.76 | 1.24 | + |
| Metric | 11392331:btcusd:triple_med_gx:lsma35_105 | 11392331:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 1.76% | 31.46% |
| 6M | 21.18% | 12.77% |
| YTD | 20.76% | 16.76% |
| 1Y | 15.93% | 56.84% |
| 3Y (ann.) | 18.51% | 59.12% |
| 5Y (ann.) | 18.51% | 59.12% |
| Metric | 11392331:btcusd:triple_med_gx:lsma35_105 | 11392331:BTCUSD |
|---|---|---|
| Max Drawdown | -36.26% | -29.51% |
| Longest DD Days | 236.0 | 144.0 |
| Avg. Drawdown | -6.26% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.53 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-02-03 | -36.26 | 236 |
| 2025-03-03 | 2025-03-11 | -11.01 | 8 |
| 2025-03-14 | 2025-06-09 | -10.34 | 87 |
| 2025-02-04 | 2025-03-02 | -7.94 | 26 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2024-06-05 | 2024-06-12 | -1.68 | 6 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| 2025-03-12 | 2025-03-12 | -1.17 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11392331:btcusd:triple_med_gx:lsma35_105 | 11392331:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.37% | 18.93% |
| Worst Week | -8.62% | -12.33% |
| Best Month | 13.45% | 37.42% |
| Worst Month | -7.57% | -17.69% |
| Best Year | 20.76% | 38.02% |
| Worst Year | -1.41% | 16.76% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.86% | -0.9% |
| Avg. Up Week | 3.58% | 4.19% |
| Avg. Down Week | -2.88% | -4.58% |
| Avg. Up Month | 4.7% | 15.26% |
| Avg. Down Month | -7.1% | -8.04% |
| Win Days % | 47.92% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 52.38% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |