| Metric | 11402203:btcusd:triple_med_gx:lsma35_135 | 11402203:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 60.5% | 61.16% |
| Max Drawdown | -24.51% | -29.51% |
| Sharpe | 0.82 | 0.59 |
| Sortino | 1.31 | 0.85 |
| Payoff Ratio | 1.22 | 1.19 |
| Profit Factor | 1.29 | 1.1 |
| Common Sense Ratio | 1.75 | 1.07 |
| CPC Index | 0.8 | 0.68 |
| Tail Ratio | 1.36 | 0.98 |
| Outlier Win Ratio | 18.42 | 3.75 |
| Outlier Loss Ratio | 3.86 | 3.5 |
| Volatility (ann.) | 15.35% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 2.39 | 2.0 |
| Skew | 1.48 | 0.21 |
| Kurtosis | 44.47 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.71% | 3.74% |
| Expected Yearly % | 26.69% | 26.95% |
| Kelly Criterion | 10.55% | 11.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.13% |
| Expected Shortfall (cVaR) | -1.29% | -2.13% |
| Year | 11402203:BTCUSD | 11402203:btcusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.89 | 0.34 | - |
| 2025 | 16.76 | 42.17 | 2.52 | + |
| Metric | 11402203:btcusd:triple_med_gx:lsma35_135 | 11402203:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 24.0% | 31.46% |
| 6M | 47.45% | 12.77% |
| YTD | 42.17% | 16.76% |
| 1Y | 60.5% | 56.84% |
| 3Y (ann.) | 58.48% | 59.12% |
| 5Y (ann.) | 58.48% | 59.12% |
| Metric | 11402203:btcusd:triple_med_gx:lsma35_135 | 11402203:BTCUSD |
|---|---|---|
| Max Drawdown | -24.51% | -29.51% |
| Longest DD Days | 146.0 | 144.0 |
| Avg. Drawdown | -3.19% | -4.82% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 2.47 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-11-06 | -24.51 | 146 |
| 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 | 6 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-05-30 | 2025-06-08 | -4.26 | 9 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-07 | 2024-12-04 | -2.84 | 27 |
| 2024-06-11 | 2024-06-12 | -1.83 | 1 |
| Metric | 11402203:btcusd:triple_med_gx:lsma35_135 | 11402203:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.56% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 12.69% | 37.42% |
| Worst Month | -9.55% | -17.69% |
| Best Year | 42.17% | 38.02% |
| Worst Year | 12.89% | 16.76% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 4.04% | 4.12% |
| Avg. Down Week | -2.12% | -3.96% |
| Avg. Up Month | 4.99% | 12.23% |
| Avg. Down Month | -3.43% | -11.25% |
| Win Days % | 50.77% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 53.12% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |