| Metric | 11401542:btcusd:triple_med_gx:lsma75_135 | 11401542:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 15.35% | 61.16% |
| Max Drawdown | -14.74% | -29.51% |
| Sharpe | 0.47 | 0.59 |
| Sortino | 0.72 | 0.85 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.49 | 1.07 |
| CPC Index | 0.67 | 0.64 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 38.96 | 3.09 |
| Outlier Loss Ratio | 3.83 | 2.93 |
| Volatility (ann.) | 7.99% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.01 | 2.0 |
| Skew | 0.63 | 0.21 |
| Kurtosis | 25.19 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.1% | 3.74% |
| Expected Yearly % | 7.4% | 26.95% |
| Kelly Criterion | 5.19% | 8.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.13% |
| Expected Shortfall (cVaR) | -0.68% | -2.13% |
| Year | 11401542:BTCUSD | 11401542:btcusd:triple_med_gx:lsma75_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.82 | 0.23 | - |
| 2025 | 16.76 | 6.00 | 0.36 | - |
| Metric | 11401542:btcusd:triple_med_gx:lsma75_135 | 11401542:BTCUSD |
|---|---|---|
| MTD | 4.17% | 4.16% |
| 3M | 2.8% | 31.46% |
| 6M | 10.88% | 12.77% |
| YTD | 6.0% | 16.76% |
| 1Y | 19.12% | 56.84% |
| 3Y (ann.) | 14.91% | 59.12% |
| 5Y (ann.) | 14.91% | 59.12% |
| Metric | 11401542:btcusd:triple_med_gx:lsma75_135 | 11401542:BTCUSD |
|---|---|---|
| Max Drawdown | -14.74% | -29.51% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -2.55% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 1.04 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-14 | -14.74 | 130 |
| 2024-12-09 | 2024-12-11 | -6.60 | 2 |
| 2025-03-06 | 2025-06-09 | -4.87 | 95 |
| 2025-01-05 | 2025-02-14 | -2.75 | 40 |
| 2025-02-14 | 2025-03-06 | -1.96 | 19 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-12-06 | 2024-12-08 | -1.63 | 2 |
| 2024-12-13 | 2024-12-31 | -1.60 | 17 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-11-04 | 2024-11-05 | -1.40 | 1 |
| Metric | 11401542:btcusd:triple_med_gx:lsma75_135 | 11401542:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.33% | -9.32% |
| Best Week | 7.07% | 18.93% |
| Worst Week | -5.38% | -12.33% |
| Best Month | 10.35% | 37.42% |
| Worst Month | -11.52% | -17.69% |
| Best Year | 8.82% | 38.02% |
| Worst Year | 6.0% | 16.76% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 3.22% | 4.56% |
| Avg. Down Week | -2.05% | -3.25% |
| Avg. Up Month | 3.96% | 12.39% |
| Avg. Down Month | -4.98% | -9.04% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 53.85% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |