| Metric | 11400646:btcusd:triple_med_gx:lsma35_130 | 11400646:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 45.48% | 61.16% |
| Max Drawdown | -19.5% | -29.51% |
| Sharpe | 0.71 | 0.59 |
| Sortino | 1.04 | 0.85 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 1.65 | 1.07 |
| CPC Index | 0.7 | 0.61 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 17.11 | 3.48 |
| Outlier Loss Ratio | 3.91 | 3.49 |
| Volatility (ann.) | 14.26% | 25.19% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.26 | 2.0 |
| Skew | -0.31 | 0.21 |
| Kurtosis | 35.49 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.93% | 3.74% |
| Expected Yearly % | 20.61% | 26.95% |
| Kelly Criterion | 7.48% | 6.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.13% |
| Expected Shortfall (cVaR) | -1.2% | -2.13% |
| Year | 11400646:BTCUSD | 11400646:btcusd:triple_med_gx:lsma35_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.78 | 0.34 | - |
| 2025 | 16.76 | 28.99 | 1.73 | + |
| Metric | 11400646:btcusd:triple_med_gx:lsma35_130 | 11400646:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 20.89% | 31.46% |
| 6M | 33.26% | 12.77% |
| YTD | 28.99% | 16.76% |
| 1Y | 43.31% | 56.84% |
| 3Y (ann.) | 44.03% | 59.12% |
| 5Y (ann.) | 44.03% | 59.12% |
| Metric | 11400646:btcusd:triple_med_gx:lsma35_130 | 11400646:BTCUSD |
|---|---|---|
| Max Drawdown | -19.5% | -29.51% |
| Longest DD Days | 148.0 | 144.0 |
| Avg. Drawdown | -2.79% | -4.82% |
| Avg. Drawdown Days | 10.0 | 14.0 |
| Recovery Factor | 2.33 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-06 | -19.50 | 148 |
| 2025-01-30 | 2025-03-12 | -13.60 | 41 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-21 | 2025-01-03 | -5.19 | 13 |
| 2025-04-02 | 2025-04-11 | -5.12 | 9 |
| 2025-01-12 | 2025-01-14 | -4.56 | 1 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| Metric | 11400646:btcusd:triple_med_gx:lsma35_130 | 11400646:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.37% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 11.3% | 37.42% |
| Worst Month | -8.57% | -17.69% |
| Best Year | 28.99% | 38.02% |
| Worst Year | 12.78% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 3.58% | 4.48% |
| Avg. Down Week | -3.61% | -4.88% |
| Avg. Up Month | 4.69% | 12.23% |
| Avg. Down Month | -7.32% | -12.52% |
| Win Days % | 51.42% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 63.89% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |