| Metric | 11402384:btcusd:triple_med_gx:lsma105_135 | 11402384:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 63.86% | 54.3% |
| Max Drawdown | -17.99% | -29.51% |
| Sharpe | 0.86 | 0.54 |
| Sortino | 1.3 | 0.78 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.22 | 1.09 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.71 | 0.62 |
| Tail Ratio | 1.15 | 0.97 |
| Outlier Win Ratio | 13.7 | 3.8 |
| Outlier Loss Ratio | 3.9 | 3.49 |
| Volatility (ann.) | 15.09% | 25.08% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.35 | 1.74 |
| Skew | 0.63 | 0.21 |
| Kurtosis | 15.81 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.87% | 3.39% |
| Expected Yearly % | 28.01% | 24.22% |
| Kelly Criterion | 9.11% | 8.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.12% |
| Expected Shortfall (cVaR) | -1.26% | -2.12% |
| Year | 11402384:BTCUSD | 11402384:btcusd:triple_med_gx:lsma105_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 59.02 | 1.55 | + |
| 2025 | 11.80 | 3.04 | 0.26 | - |
| Metric | 11402384:btcusd:triple_med_gx:lsma105_135 | 11402384:BTCUSD |
|---|---|---|
| MTD | -0.42% | -0.27% |
| 3M | 7.18% | 26.2% |
| 6M | -1.18% | -1.67% |
| YTD | 3.04% | 11.8% |
| 1Y | 71.38% | 56.98% |
| 3Y (ann.) | 60.3% | 51.35% |
| 5Y (ann.) | 60.3% | 51.35% |
| Metric | 11402384:btcusd:triple_med_gx:lsma105_135 | 11402384:BTCUSD |
|---|---|---|
| Max Drawdown | -17.99% | -29.51% |
| Longest DD Days | 162.0 | 144.0 |
| Avg. Drawdown | -2.95% | -4.82% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 3.55 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-18 | -17.99 | 162 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-08-09 | 2024-09-10 | -6.74 | 32 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-12-17 | 2025-01-06 | -6.25 | 19 |
| 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 | 2024-10-18 | -1.61 | 1 |
| Metric | 11402384:btcusd:triple_med_gx:lsma105_135 | 11402384:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 17.15% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 21.25% | 37.42% |
| Worst Month | -9.87% | -17.69% |
| Best Year | 59.02% | 38.02% |
| Worst Year | 3.04% | 11.8% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 4.68% | 6.22% |
| Avg. Down Week | -2.86% | -3.58% |
| Avg. Up Month | 8.38% | 15.1% |
| Avg. Down Month | -5.31% | -3.23% |
| Win Days % | 51.92% | 51.76% |
| Win Month % | 69.23% | 53.85% |
| Win Week % | 55.88% | 55.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |