| Metric | 11402103:btcusd:triple_med_gx:lsma85_135 | 11402103:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 26.66% | 61.16% |
| Max Drawdown | -24.33% | -29.51% |
| Sharpe | 0.42 | 0.59 |
| Sortino | 0.63 | 0.85 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 14.54 | 3.75 |
| Outlier Loss Ratio | 3.95 | 3.67 |
| Volatility (ann.) | 16.85% | 25.19% |
| R^2 | 0.45 | 0.45 |
| Calmar | 1.06 | 2.0 |
| Skew | 0.82 | 0.21 |
| Kurtosis | 32.43 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.83% | 3.74% |
| Expected Yearly % | 12.54% | 26.95% |
| Kelly Criterion | 3.32% | 6.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.13% |
| Expected Shortfall (cVaR) | -1.43% | -2.13% |
| Year | 11402103:BTCUSD | 11402103:btcusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.93 | 0.39 | - |
| 2025 | 16.76 | 10.21 | 0.61 | - |
| Metric | 11402103:btcusd:triple_med_gx:lsma85_135 | 11402103:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 3.84% | 31.46% |
| 6M | 12.96% | 12.77% |
| YTD | 10.21% | 16.76% |
| 1Y | 26.46% | 56.84% |
| 3Y (ann.) | 25.86% | 59.12% |
| 5Y (ann.) | 25.86% | 59.12% |
| Metric | 11402103:btcusd:triple_med_gx:lsma85_135 | 11402103:BTCUSD |
|---|---|---|
| Max Drawdown | -24.33% | -29.51% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -3.62% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 1.1 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-16 | -24.33 | 130 |
| 2025-03-03 | 2025-06-11 | -17.48 | 100 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-11-07 | 2024-12-05 | -4.20 | 28 |
| 2025-02-04 | 2025-02-19 | -3.55 | 14 |
| 2024-11-04 | 2024-11-05 | -1.40 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11402103:btcusd:triple_med_gx:lsma85_135 | 11402103:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.71% | -12.33% |
| Best Month | 10.19% | 37.42% |
| Worst Month | -9.32% | -17.69% |
| Best Year | 14.93% | 38.02% |
| Worst Year | 10.21% | 16.76% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 3.57% | 4.36% |
| Avg. Down Week | -3.56% | -4.22% |
| Avg. Up Month | 6.05% | 12.39% |
| Avg. Down Month | -5.12% | -6.06% |
| Win Days % | 49.67% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 64.71% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |