| Metric | 11398901:btcusd:triple_med_gx:lsma35_125 | 11398901:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 38.18% | 61.16% |
| Max Drawdown | -24.85% | -29.51% |
| Sharpe | 0.62 | 0.59 |
| Sortino | 0.9 | 0.85 |
| Payoff Ratio | 1.13 | 1.03 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.54 | 1.07 |
| CPC Index | 0.68 | 0.59 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 16.92 | 3.46 |
| Outlier Loss Ratio | 3.94 | 3.5 |
| Volatility (ann.) | 14.43% | 25.19% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.49 | 2.0 |
| Skew | -0.07 | 0.21 |
| Kurtosis | 34.82 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.52% | 3.74% |
| Expected Yearly % | 17.55% | 26.95% |
| Kelly Criterion | 6.66% | 5.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.13% |
| Expected Shortfall (cVaR) | -1.22% | -2.13% |
| Year | 11398901:BTCUSD | 11398901:btcusd:triple_med_gx:lsma35_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.35 | -0.09 | - |
| 2025 | 16.76 | 42.97 | 2.56 | + |
| Metric | 11398901:btcusd:triple_med_gx:lsma35_125 | 11398901:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 30.14% | 31.46% |
| 6M | 51.89% | 12.77% |
| YTD | 42.97% | 16.76% |
| 1Y | 42.84% | 56.84% |
| 3Y (ann.) | 36.99% | 59.12% |
| 5Y (ann.) | 36.99% | 59.12% |
| Metric | 11398901:btcusd:triple_med_gx:lsma35_125 | 11398901:BTCUSD |
|---|---|---|
| Max Drawdown | -24.85% | -29.51% |
| Longest DD Days | 201.0 | 144.0 |
| Avg. Drawdown | -3.07% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 1.54 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-02 | 2024-12-20 | -24.85 | 201 |
| 2025-01-30 | 2025-03-11 | -8.53 | 40 |
| 2024-12-26 | 2025-01-30 | -6.93 | 35 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-05-30 | 2025-06-08 | -4.29 | 9 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-03-14 | 2025-04-09 | -2.02 | 25 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| 2025-04-13 | 2025-05-08 | -1.26 | 25 |
| Metric | 11398901:btcusd:triple_med_gx:lsma35_125 | 11398901:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.04% | 18.93% |
| Worst Week | -8.82% | -12.33% |
| Best Month | 12.83% | 37.42% |
| Worst Month | -11.11% | -17.69% |
| Best Year | 42.97% | 38.02% |
| Worst Year | -3.35% | 16.76% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.8% | -0.88% |
| Avg. Up Week | 3.7% | 4.66% |
| Avg. Down Week | -3.1% | -4.88% |
| Avg. Up Month | 5.43% | 12.93% |
| Avg. Down Month | -5.88% | -11.25% |
| Win Days % | 50.4% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 54.29% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |