| Metric | 11402264:btcusd:triple_med_gx:lsma65_135 | 11402264:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 21.64% | 61.16% |
| Max Drawdown | -19.93% | -29.51% |
| Sharpe | 0.4 | 0.59 |
| Sortino | 0.59 | 0.85 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.63 | 0.64 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 17.79 | 3.47 |
| Outlier Loss Ratio | 3.76 | 3.5 |
| Volatility (ann.) | 14.78% | 25.19% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.05 | 2.0 |
| Skew | 0.36 | 0.21 |
| Kurtosis | 39.13 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.52% | 3.74% |
| Expected Yearly % | 10.29% | 26.95% |
| Kelly Criterion | 4.42% | 8.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.13% |
| Expected Shortfall (cVaR) | -1.26% | -2.13% |
| Year | 11402264:BTCUSD | 11402264:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.38 | 0.30 | - |
| 2025 | 16.76 | 9.21 | 0.55 | - |
| Metric | 11402264:btcusd:triple_med_gx:lsma65_135 | 11402264:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 11.24% | 31.46% |
| 6M | 10.13% | 12.77% |
| YTD | 9.21% | 16.76% |
| 1Y | 21.44% | 56.84% |
| 3Y (ann.) | 21.0% | 59.12% |
| 5Y (ann.) | 21.0% | 59.12% |
| Metric | 11402264:btcusd:triple_med_gx:lsma65_135 | 11402264:BTCUSD |
|---|---|---|
| Max Drawdown | -19.93% | -29.51% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -3.98% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.09 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-14 | -19.93 | 125 |
| 2025-03-06 | 2025-06-11 | -16.29 | 97 |
| 2024-12-05 | 2024-12-21 | -7.93 | 15 |
| 2024-12-26 | 2025-02-11 | -6.93 | 47 |
| 2024-11-07 | 2024-12-05 | -4.29 | 28 |
| 2025-02-11 | 2025-02-14 | -2.78 | 3 |
| 2025-02-14 | 2025-03-04 | -1.35 | 17 |
| 2024-10-15 | 2024-11-05 | -1.24 | 21 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| Metric | 11402264:btcusd:triple_med_gx:lsma65_135 | 11402264:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -9.8% | -12.33% |
| Best Month | 8.82% | 37.42% |
| Worst Month | -9.68% | -17.69% |
| Best Year | 11.38% | 38.02% |
| Worst Year | 9.21% | 16.76% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 3.35% | 3.89% |
| Avg. Down Week | -3.35% | -4.0% |
| Avg. Up Month | 5.55% | 12.39% |
| Avg. Down Month | -5.55% | -4.22% |
| Win Days % | 49.26% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 57.58% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |