| Metric | 11402378:btcusd:triple_med_gx:lsma75_135 | 11402378:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 33.03% | 61.16% |
| Max Drawdown | -15.79% | -29.51% |
| Sharpe | 0.55 | 0.59 |
| Sortino | 0.83 | 0.85 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.65 | 0.63 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 15.94 | 3.49 |
| Outlier Loss Ratio | 3.92 | 3.52 |
| Volatility (ann.) | 14.48% | 25.19% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.03 | 2.0 |
| Skew | 0.75 | 0.21 |
| Kurtosis | 22.92 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.22% | 3.74% |
| Expected Yearly % | 15.34% | 26.95% |
| Kelly Criterion | 5.83% | 8.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.13% |
| Expected Shortfall (cVaR) | -1.23% | -2.13% |
| Year | 11402378:BTCUSD | 11402378:btcusd:triple_med_gx:lsma75_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 27.87 | 0.73 | - |
| 2025 | 16.76 | 4.04 | 0.24 | - |
| Metric | 11402378:btcusd:triple_med_gx:lsma75_135 | 11402378:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 10.17% | 31.46% |
| 6M | 4.2% | 12.77% |
| YTD | 4.04% | 16.76% |
| 1Y | 28.16% | 56.84% |
| 3Y (ann.) | 32.02% | 59.12% |
| 5Y (ann.) | 32.02% | 59.12% |
| Metric | 11402378:btcusd:triple_med_gx:lsma75_135 | 11402378:BTCUSD |
|---|---|---|
| Max Drawdown | -15.79% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.93% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 2.09 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -15.79 | 188 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-08-09 | 2024-09-13 | -10.04 | 35 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-11-06 | 2024-12-04 | -1.62 | 28 |
| 2024-09-14 | 2024-10-07 | -1.35 | 23 |
| 2024-10-16 | 2024-11-05 | -1.25 | 19 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| Metric | 11402378:btcusd:triple_med_gx:lsma75_135 | 11402378:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 14.76% | 37.42% |
| Worst Month | -6.4% | -17.69% |
| Best Year | 27.87% | 38.02% |
| Worst Year | 4.04% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 4.2% | 4.86% |
| Avg. Down Week | -2.91% | -4.58% |
| Avg. Up Month | 5.11% | 13.54% |
| Avg. Down Month | -5.67% | -9.04% |
| Win Days % | 50.09% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 47.22% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |