| Metric | 11402216:btcusd:triple_med_gx:lsma95_135 | 11402216:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 26.56% | 61.16% |
| Max Drawdown | -28.0% | -29.51% |
| Sharpe | 0.42 | 0.59 |
| Sortino | 0.63 | 0.85 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 14.5 | 3.79 |
| Outlier Loss Ratio | 3.92 | 3.67 |
| Volatility (ann.) | 16.93% | 25.19% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.92 | 2.0 |
| Skew | 0.83 | 0.21 |
| Kurtosis | 31.85 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.83% | 3.74% |
| Expected Yearly % | 12.5% | 26.95% |
| Kelly Criterion | 4.43% | 8.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.13% |
| Expected Shortfall (cVaR) | -1.44% | -2.13% |
| Year | 11402216:BTCUSD | 11402216:btcusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.24 | 0.27 | - |
| 2025 | 16.76 | 14.80 | 0.88 | - |
| Metric | 11402216:btcusd:triple_med_gx:lsma95_135 | 11402216:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 16.68% | 31.46% |
| 6M | 22.43% | 12.77% |
| YTD | 14.8% | 16.76% |
| 1Y | 30.78% | 56.84% |
| 3Y (ann.) | 25.77% | 59.12% |
| 5Y (ann.) | 25.77% | 59.12% |
| Metric | 11402216:btcusd:triple_med_gx:lsma95_135 | 11402216:BTCUSD |
|---|---|---|
| Max Drawdown | -28.0% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -5.02% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 0.95 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -28.00 | 151 |
| 2025-03-03 | 2025-04-15 | -16.84 | 43 |
| 2025-01-07 | 2025-03-02 | -8.38 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-05-15 | 2025-06-09 | -4.73 | 24 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2025-04-15 | 2025-05-10 | -2.59 | 25 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2025-05-11 | 2025-05-15 | -1.28 | 4 |
| Metric | 11402216:btcusd:triple_med_gx:lsma95_135 | 11402216:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.71% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 12.26% | 37.42% |
| Worst Month | -13.34% | -17.69% |
| Best Year | 14.8% | 38.02% |
| Worst Year | 10.24% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 3.63% | 4.08% |
| Avg. Down Week | -2.7% | -3.69% |
| Avg. Up Month | 6.72% | 13.94% |
| Avg. Down Month | -4.79% | -8.96% |
| Win Days % | 49.42% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |