| Metric | 11402155:btcusd:triple_med_gx:lsma75_135 | 11402155:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 15.65% | 61.16% |
| Max Drawdown | -22.14% | -29.51% |
| Sharpe | 0.3 | 0.59 |
| Sortino | 0.45 | 0.85 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.58 | 0.62 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 16.74 | 3.76 |
| Outlier Loss Ratio | 3.78 | 3.65 |
| Volatility (ann.) | 16.41% | 25.19% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.69 | 2.0 |
| Skew | 0.96 | 0.21 |
| Kurtosis | 36.09 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.12% | 3.74% |
| Expected Yearly % | 7.54% | 26.95% |
| Kelly Criterion | 2.03% | 7.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.13% |
| Expected Shortfall (cVaR) | -1.4% | -2.13% |
| Year | 11402155:BTCUSD | 11402155:btcusd:triple_med_gx:lsma75_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.48 | 0.20 | - |
| 2025 | 16.76 | 7.60 | 0.45 | - |
| Metric | 11402155:btcusd:triple_med_gx:lsma75_135 | 11402155:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 5.37% | 31.46% |
| 6M | 8.1% | 12.77% |
| YTD | 7.6% | 16.76% |
| 1Y | 18.81% | 56.84% |
| 3Y (ann.) | 15.2% | 59.12% |
| 5Y (ann.) | 15.2% | 59.12% |
| Metric | 11402155:btcusd:triple_med_gx:lsma75_135 | 11402155:BTCUSD |
|---|---|---|
| Max Drawdown | -22.14% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -6.83% | -4.82% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 0.71 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-05 | -22.14 | 151 |
| 2025-03-03 | 2025-06-11 | -17.33 | 100 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-11-07 | 2024-12-04 | -4.06 | 27 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| 2024-06-06 | 2024-06-07 | -0.69 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| Metric | 11402155:btcusd:triple_med_gx:lsma75_135 | 11402155:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 7.86% | 37.42% |
| Worst Month | -8.06% | -17.69% |
| Best Year | 7.6% | 38.02% |
| Worst Year | 7.48% | 16.76% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.88% | -0.88% |
| Avg. Up Week | 3.96% | 4.37% |
| Avg. Down Week | -2.52% | -4.43% |
| Avg. Up Month | 5.01% | 12.39% |
| Avg. Down Month | -4.12% | -8.96% |
| Win Days % | 48.76% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 47.06% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |