| Metric | 11398845:btcusd:triple_med_gx:lsma35_125 | 11398845:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 35.77% | 61.16% |
| Max Drawdown | -26.45% | -29.51% |
| Sharpe | 0.57 | 0.59 |
| Sortino | 0.85 | 0.85 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.5 | 1.07 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 16.73 | 3.48 |
| Outlier Loss Ratio | 3.9 | 3.57 |
| Volatility (ann.) | 15.05% | 25.19% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.31 | 2.0 |
| Skew | 0.41 | 0.21 |
| Kurtosis | 35.89 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.38% | 3.74% |
| Expected Yearly % | 16.52% | 26.95% |
| Kelly Criterion | 5.92% | 7.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.13% |
| Expected Shortfall (cVaR) | -1.27% | -2.13% |
| Year | 11398845:BTCUSD | 11398845:btcusd:triple_med_gx:lsma35_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.21 | 0.06 | - |
| 2025 | 16.76 | 32.84 | 1.96 | + |
| Metric | 11398845:btcusd:triple_med_gx:lsma35_125 | 11398845:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 27.48% | 31.46% |
| 6M | 38.5% | 12.77% |
| YTD | 32.84% | 16.76% |
| 1Y | 40.36% | 56.84% |
| 3Y (ann.) | 34.67% | 59.12% |
| 5Y (ann.) | 34.67% | 59.12% |
| Metric | 11398845:btcusd:triple_med_gx:lsma35_125 | 11398845:BTCUSD |
|---|---|---|
| Max Drawdown | -26.45% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -3.22% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 1.35 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -26.45 | 180 |
| 2025-01-30 | 2025-04-09 | -14.20 | 69 |
| 2024-12-26 | 2025-01-30 | -6.93 | 35 |
| 2024-12-05 | 2024-12-11 | -6.22 | 6 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-13 | 2025-05-08 | -1.78 | 25 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| Metric | 11398845:btcusd:triple_med_gx:lsma35_125 | 11398845:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.14% | 18.93% |
| Worst Week | -8.94% | -12.33% |
| Best Month | 13.44% | 37.42% |
| Worst Month | -12.93% | -17.69% |
| Best Year | 32.84% | 38.02% |
| Worst Year | 2.21% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 4.3% | 4.81% |
| Avg. Down Week | -3.14% | -4.33% |
| Avg. Up Month | 7.38% | 14.57% |
| Avg. Down Month | -5.44% | -11.25% |
| Win Days % | 50.2% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 56.25% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |