| Metric | 11395464:btcusd:triple_med_gx:lsma35_115 | 11395464:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 37.96% | 61.16% |
| Max Drawdown | -28.76% | -29.51% |
| Sharpe | 0.57 | 0.59 |
| Sortino | 0.87 | 0.85 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 16.71 | 3.75 |
| Outlier Loss Ratio | 3.8 | 3.57 |
| Volatility (ann.) | 15.95% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.28 | 2.0 |
| Skew | 1.22 | 0.21 |
| Kurtosis | 38.3 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.51% | 3.74% |
| Expected Yearly % | 17.46% | 26.95% |
| Kelly Criterion | 5.81% | 6.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.13% |
| Expected Shortfall (cVaR) | -1.35% | -2.13% |
| Year | 11395464:BTCUSD | 11395464:btcusd:triple_med_gx:lsma35_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.67 | 0.12 | - |
| 2025 | 16.76 | 31.80 | 1.90 | + |
| Metric | 11395464:btcusd:triple_med_gx:lsma35_115 | 11395464:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 13.12% | 31.46% |
| 6M | 35.03% | 12.77% |
| YTD | 31.8% | 16.76% |
| 1Y | 38.08% | 56.84% |
| 3Y (ann.) | 36.78% | 59.12% |
| 5Y (ann.) | 36.78% | 59.12% |
| Metric | 11395464:btcusd:triple_med_gx:lsma35_115 | 11395464:BTCUSD |
|---|---|---|
| Max Drawdown | -28.76% | -29.51% |
| Longest DD Days | 181.0 | 144.0 |
| Avg. Drawdown | -3.57% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 1.32 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-11 | -28.76 | 181 |
| 2025-03-03 | 2025-03-11 | -11.01 | 8 |
| 2025-04-06 | 2025-04-11 | -8.74 | 5 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-19 | 2025-06-09 | -5.95 | 21 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2024-12-13 | 2024-12-24 | -2.81 | 10 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-06-05 | 2024-06-12 | -1.68 | 6 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| Metric | 11395464:btcusd:triple_med_gx:lsma35_115 | 11395464:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.67% | 18.93% |
| Worst Week | -8.73% | -12.33% |
| Best Month | 13.45% | 37.42% |
| Worst Month | -7.21% | -17.69% |
| Best Year | 31.8% | 38.02% |
| Worst Year | 4.67% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 3.92% | 3.89% |
| Avg. Down Week | -3.22% | -4.62% |
| Avg. Up Month | 4.27% | 12.93% |
| Avg. Down Month | -7.08% | -8.04% |
| Win Days % | 50.39% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 62.16% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |