| Metric | 11402147:btcusd:triple_med_gx:lsma35_135 | 11402147:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 49.94% | 61.16% |
| Max Drawdown | -25.15% | -29.51% |
| Sharpe | 0.72 | 0.59 |
| Sortino | 1.13 | 0.85 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.25 | 1.1 |
| Common Sense Ratio | 1.63 | 1.07 |
| CPC Index | 0.75 | 0.66 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 18.69 | 3.75 |
| Outlier Loss Ratio | 3.86 | 3.52 |
| Volatility (ann.) | 15.36% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.92 | 2.0 |
| Skew | 1.47 | 0.21 |
| Kurtosis | 44.41 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.16% | 3.74% |
| Expected Yearly % | 22.45% | 26.95% |
| Kelly Criterion | 8.11% | 10.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.13% |
| Expected Shortfall (cVaR) | -1.29% | -2.13% |
| Year | 11402147:BTCUSD | 11402147:btcusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.03 | 0.21 | - |
| 2025 | 16.76 | 38.79 | 2.31 | + |
| Metric | 11402147:btcusd:triple_med_gx:lsma35_135 | 11402147:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 19.05% | 31.46% |
| 6M | 41.81% | 12.77% |
| YTD | 38.79% | 16.76% |
| 1Y | 51.26% | 56.84% |
| 3Y (ann.) | 48.32% | 59.12% |
| 5Y (ann.) | 48.32% | 59.12% |
| Metric | 11402147:btcusd:triple_med_gx:lsma35_135 | 11402147:BTCUSD |
|---|---|---|
| Max Drawdown | -25.15% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.83% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 1.99 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-05 | -25.15 | 175 |
| 2025-03-03 | 2025-03-11 | -11.01 | 8 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -5.45 | 5 |
| 2025-03-14 | 2025-04-09 | -5.20 | 25 |
| 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 |
| 2024-12-13 | 2024-12-24 | -3.06 | 10 |
| Metric | 11402147:btcusd:triple_med_gx:lsma35_135 | 11402147:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.71% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 13.45% | 37.42% |
| Worst Month | -9.18% | -17.69% |
| Best Year | 38.79% | 38.02% |
| Worst Year | 8.03% | 16.76% |
| Avg. Up Day | 1.0% | 1.0% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 4.24% | 3.71% |
| Avg. Down Week | -2.13% | -4.97% |
| Avg. Up Month | 4.44% | 12.93% |
| Avg. Down Month | -9.18% | -7.35% |
| Win Days % | 49.89% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 52.94% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |