| Metric | 11402158:btcusd:triple_med_gx:lsma85_135 | 11402158:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 18.53% | 61.16% |
| Max Drawdown | -26.04% | -29.51% |
| Sharpe | 0.33 | 0.59 |
| Sortino | 0.49 | 0.85 |
| Payoff Ratio | 1.09 | 1.09 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.59 | 0.62 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 15.3 | 3.79 |
| Outlier Loss Ratio | 3.79 | 3.67 |
| Volatility (ann.) | 16.86% | 25.19% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.69 | 2.0 |
| Skew | 0.84 | 0.21 |
| Kurtosis | 32.48 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.32% | 3.74% |
| Expected Yearly % | 8.87% | 26.95% |
| Kelly Criterion | 2.94% | 7.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.13% |
| Expected Shortfall (cVaR) | -1.44% | -2.13% |
| Year | 11402158:BTCUSD | 11402158:btcusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.11 | 0.21 | - |
| 2025 | 16.76 | 9.64 | 0.58 | - |
| Metric | 11402158:btcusd:triple_med_gx:lsma85_135 | 11402158:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 6.46% | 31.46% |
| 6M | 12.03% | 12.77% |
| YTD | 9.64% | 16.76% |
| 1Y | 21.55% | 56.84% |
| 3Y (ann.) | 17.99% | 59.12% |
| 5Y (ann.) | 17.99% | 59.12% |
| Metric | 11402158:btcusd:triple_med_gx:lsma85_135 | 11402158:BTCUSD |
|---|---|---|
| Max Drawdown | -26.04% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -5.89% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.71 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -26.04 | 151 |
| 2025-03-03 | 2025-06-11 | -17.14 | 100 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-11-07 | 2024-12-04 | -3.52 | 27 |
| 2025-02-06 | 2025-03-01 | -3.26 | 23 |
| 2025-01-06 | 2025-02-06 | -2.27 | 31 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-06-06 | 2024-06-07 | -0.69 | 0 |
| Metric | 11402158:btcusd:triple_med_gx:lsma85_135 | 11402158: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 | 9.09% | 37.42% |
| Worst Month | -12.41% | -17.69% |
| Best Year | 9.64% | 38.02% |
| Worst Year | 8.11% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.87% | -0.87% |
| Avg. Up Week | 3.7% | 4.48% |
| Avg. Down Week | -2.39% | -4.46% |
| Avg. Up Month | 5.38% | 12.39% |
| Avg. Down Month | -4.72% | -8.96% |
| Win Days % | 49.3% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |