| Metric | 11402329:btcusd:triple_med_gx:lsma105_135 | 11402329:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 65.28% | 61.16% |
| Max Drawdown | -18.46% | -29.51% |
| Sharpe | 0.86 | 0.59 |
| Sortino | 1.37 | 0.85 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.74 | 0.65 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 13.99 | 3.84 |
| Outlier Loss Ratio | 4.1 | 3.56 |
| Volatility (ann.) | 15.56% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 3.42 | 2.0 |
| Skew | 1.37 | 0.21 |
| Kurtosis | 20.94 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.94% | 3.74% |
| Expected Yearly % | 28.56% | 26.95% |
| Kelly Criterion | 8.61% | 9.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.13% |
| Expected Shortfall (cVaR) | -1.3% | -2.13% |
| Year | 11402329:BTCUSD | 11402329:btcusd:triple_med_gx:lsma105_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 46.46 | 1.22 | + |
| 2025 | 16.76 | 12.85 | 0.77 | - |
| Metric | 11402329:btcusd:triple_med_gx:lsma105_135 | 11402329:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 17.99% | 31.46% |
| 6M | 13.2% | 12.77% |
| YTD | 12.85% | 16.76% |
| 1Y | 65.11% | 56.84% |
| 3Y (ann.) | 63.08% | 59.12% |
| 5Y (ann.) | 63.08% | 59.12% |
| Metric | 11402329:btcusd:triple_med_gx:lsma105_135 | 11402329:BTCUSD |
|---|---|---|
| Max Drawdown | -18.46% | -29.51% |
| Longest DD Days | 173.0 | 144.0 |
| Avg. Drawdown | -2.77% | -4.82% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 3.54 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-09 | -18.46 | 173 |
| 2024-06-10 | 2024-08-08 | -12.93 | 58 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-08-09 | 2024-09-09 | -6.74 | 31 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-05 | -1.61 | 19 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| Metric | 11402329:btcusd:triple_med_gx:lsma105_135 | 11402329:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 15.24% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 16.32% | 37.42% |
| Worst Month | -8.58% | -17.69% |
| Best Year | 46.46% | 38.02% |
| Worst Year | 12.85% | 16.76% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 4.21% | 6.41% |
| Avg. Down Week | -3.0% | -3.93% |
| Avg. Up Month | 7.51% | 13.54% |
| Avg. Down Month | -4.72% | -9.04% |
| Win Days % | 50.56% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 54.29% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |