| Metric | 11402370:btcusd:triple_med_gx:lsma35_135 | 11402370:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 62.94% | 61.16% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.94 | 0.59 |
| Sortino | 1.47 | 0.85 |
| Payoff Ratio | 1.19 | 1.14 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | 1.75 | 1.07 |
| CPC Index | 0.79 | 0.65 |
| Tail Ratio | 1.34 | 0.98 |
| Outlier Win Ratio | 17.07 | 3.49 |
| Outlier Loss Ratio | 4.04 | 3.47 |
| Volatility (ann.) | 13.65% | 25.19% |
| R^2 | 0.29 | 0.29 |
| Calmar | 4.35 | 2.0 |
| Skew | 1.22 | 0.21 |
| Kurtosis | 25.02 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.83% | 3.74% |
| Expected Yearly % | 27.65% | 26.95% |
| Kelly Criterion | 9.89% | 9.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.13% |
| Expected Shortfall (cVaR) | -1.14% | -2.13% |
| Year | 11402370:BTCUSD | 11402370:btcusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.26 | 0.61 | - |
| 2025 | 16.76 | 32.19 | 1.92 | + |
| Metric | 11402370:btcusd:triple_med_gx:lsma35_135 | 11402370:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 19.48% | 31.46% |
| 6M | 33.71% | 12.77% |
| YTD | 32.19% | 16.76% |
| 1Y | 56.98% | 56.84% |
| 3Y (ann.) | 60.84% | 59.12% |
| 5Y (ann.) | 60.84% | 59.12% |
| Metric | 11402370:btcusd:triple_med_gx:lsma35_135 | 11402370:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 66.0 | 144.0 |
| Avg. Drawdown | -2.7% | -4.82% |
| Avg. Drawdown Days | 10.0 | 14.0 |
| Recovery Factor | 4.5 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-08-09 | 2024-10-14 | -10.89 | 66 |
| 2025-01-14 | 2025-03-11 | -10.31 | 55 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-21 | 2025-01-14 | -7.17 | 24 |
| 2025-04-02 | 2025-04-11 | -4.54 | 9 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-06 | 2024-12-04 | -1.62 | 28 |
| Metric | 11402370:btcusd:triple_med_gx:lsma35_135 | 11402370:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 13.67% | 37.42% |
| Worst Month | -6.4% | -17.69% |
| Best Year | 32.19% | 38.02% |
| Worst Year | 23.26% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 3.8% | 4.52% |
| Avg. Down Week | -3.23% | -4.88% |
| Avg. Up Month | 5.21% | 13.54% |
| Avg. Down Month | -4.01% | -12.52% |
| Win Days % | 51.04% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |