| Metric | 11402330:btcusd:triple_med_gx:lsma110_135 | 11402330:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 62.71% | 61.16% |
| Max Drawdown | -21.84% | -29.51% |
| Sharpe | 0.83 | 0.59 |
| Sortino | 1.3 | 0.85 |
| Payoff Ratio | 1.16 | 1.09 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.72 | 0.62 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 13.54 | 3.84 |
| Outlier Loss Ratio | 4.07 | 3.56 |
| Volatility (ann.) | 15.77% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 2.78 | 2.0 |
| Skew | 1.25 | 0.21 |
| Kurtosis | 20.22 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.82% | 3.74% |
| Expected Yearly % | 27.56% | 26.95% |
| Kelly Criterion | 8.16% | 7.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.13% |
| Expected Shortfall (cVaR) | -1.32% | -2.13% |
| Year | 11402330:BTCUSD | 11402330:btcusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 41.63 | 1.09 | + |
| 2025 | 16.76 | 14.89 | 0.89 | - |
| Metric | 11402330:btcusd:triple_med_gx:lsma110_135 | 11402330:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 21.19% | 31.46% |
| 6M | 11.45% | 12.77% |
| YTD | 14.89% | 16.76% |
| 1Y | 62.55% | 56.84% |
| 3Y (ann.) | 60.61% | 59.12% |
| 5Y (ann.) | 60.61% | 59.12% |
| Metric | 11402330:btcusd:triple_med_gx:lsma110_135 | 11402330:BTCUSD |
|---|---|---|
| Max Drawdown | -21.84% | -29.51% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -3.55% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 2.87 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-09 | -21.84 | 174 |
| 2024-06-10 | 2024-08-08 | -14.99 | 59 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-08-09 | 2024-09-12 | -6.83 | 34 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-05 | -1.61 | 19 |
| 2024-09-19 | 2024-10-07 | -1.58 | 17 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| Metric | 11402330:btcusd:triple_med_gx:lsma110_135 | 11402330: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 | 19.75% | 37.42% |
| Worst Month | -9.93% | -17.69% |
| Best Year | 41.63% | 38.02% |
| Worst Year | 14.89% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 4.29% | 5.39% |
| Avg. Down Week | -2.87% | -4.13% |
| Avg. Up Month | 8.39% | 13.54% |
| Avg. Down Month | -4.08% | -7.59% |
| Win Days % | 50.7% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 48.65% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |