| Metric | 11402258:btcusd:triple_med_gx:lsma35_135 | 11402258:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 68.28% | 58.73% |
| Max Drawdown | -20.47% | -29.51% |
| Sharpe | 0.93 | 0.55 |
| Sortino | 1.48 | 0.81 |
| Payoff Ratio | 1.26 | 1.17 |
| Profit Factor | 1.33 | 1.09 |
| Common Sense Ratio | 1.96 | 1.06 |
| CPC Index | 0.84 | 0.66 |
| Tail Ratio | 1.48 | 0.97 |
| Outlier Win Ratio | 18.05 | 3.52 |
| Outlier Loss Ratio | 4.08 | 3.44 |
| Volatility (ann.) | 14.0% | 24.91% |
| R^2 | 0.32 | 0.32 |
| Calmar | 3.04 | 1.82 |
| Skew | 0.97 | 0.2 |
| Kurtosis | 43.78 | 7.08 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 4.08% | 3.62% |
| Expected Yearly % | 29.72% | 25.99% |
| Kelly Criterion | 11.19% | 11.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.11% |
| Expected Shortfall (cVaR) | -1.17% | -2.11% |
| Year | 11402258:BTCUSD | 11402258:btcusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.49 | 0.51 | - |
| 2025 | 15.00 | 40.83 | 2.72 | + |
| Metric | 11402258:btcusd:triple_med_gx:lsma35_135 | 11402258:BTCUSD |
|---|---|---|
| MTD | 2.28% | 2.59% |
| 3M | 19.53% | 27.24% |
| 6M | 39.6% | 14.0% |
| YTD | 40.83% | 15.0% |
| 1Y | 94.47% | 78.0% |
| 3Y (ann.) | 62.15% | 53.59% |
| 5Y (ann.) | 62.15% | 53.59% |
| Metric | 11402258:btcusd:triple_med_gx:lsma35_135 | 11402258:BTCUSD |
|---|---|---|
| Max Drawdown | -20.47% | -29.51% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -2.22% | -4.9% |
| Avg. Drawdown Days | 9.0 | 15.0 |
| Recovery Factor | 3.34 | 1.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-14 | -20.47 | 125 |
| 2024-12-26 | 2025-03-04 | -6.93 | 68 |
| 2024-12-05 | 2024-12-11 | -6.22 | 6 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-06-20 | 2025-06-29 | -3.79 | 8 |
| 2024-11-07 | 2024-12-04 | -3.75 | 27 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-13 | 2025-05-18 | -2.52 | 35 |
| Metric | 11402258:btcusd:triple_med_gx:lsma35_135 | 11402258:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.99% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 13.87% | 37.42% |
| Worst Month | -10.25% | -17.69% |
| Best Year | 40.83% | 38.02% |
| Worst Year | 19.49% | 15.0% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.75% | -0.81% |
| Avg. Up Week | 4.15% | 4.14% |
| Avg. Down Week | -2.55% | -4.16% |
| Avg. Up Month | 5.18% | 12.03% |
| Avg. Down Month | -5.34% | -12.52% |
| Win Days % | 50.53% | 51.97% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 52.94% | 56.9% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |