| Metric | 11402385:btcusd:triple_med_gx:lsma110_135 | 11402385:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 62.63% | 61.16% |
| Max Drawdown | -18.97% | -29.51% |
| Sharpe | 0.84 | 0.59 |
| Sortino | 1.3 | 0.85 |
| Payoff Ratio | 1.14 | 1.13 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 13.86 | 3.84 |
| Outlier Loss Ratio | 3.91 | 3.52 |
| Volatility (ann.) | 15.49% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 3.19 | 2.0 |
| Skew | 0.82 | 0.21 |
| Kurtosis | 17.03 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.81% | 3.74% |
| Expected Yearly % | 27.53% | 26.95% |
| Kelly Criterion | 8.61% | 9.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.13% |
| Expected Shortfall (cVaR) | -1.3% | -2.13% |
| Year | 11402385:BTCUSD | 11402385:btcusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 49.59 | 1.30 | + |
| 2025 | 16.76 | 8.71 | 0.52 | - |
| Metric | 11402385:btcusd:triple_med_gx:lsma110_135 | 11402385:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 15.78% | 31.46% |
| 6M | 11.96% | 12.77% |
| YTD | 8.71% | 16.76% |
| 1Y | 62.62% | 56.84% |
| 3Y (ann.) | 60.53% | 59.12% |
| 5Y (ann.) | 60.53% | 59.12% |
| Metric | 11402385:btcusd:triple_med_gx:lsma110_135 | 11402385:BTCUSD |
|---|---|---|
| Max Drawdown | -18.97% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -3.73% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 3.3 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-09 | -18.97 | 153 |
| 2024-06-10 | 2024-09-13 | -17.78 | 94 |
| 2024-12-17 | 2025-01-06 | -8.32 | 19 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 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 | 2024-10-18 | -1.61 | 1 |
| 2024-11-12 | 2024-12-04 | -1.58 | 22 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| Metric | 11402385:btcusd:triple_med_gx:lsma110_135 | 11402385: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 | 23.26% | 37.42% |
| Worst Month | -11.45% | -17.69% |
| Best Year | 49.59% | 38.02% |
| Worst Year | 8.71% | 16.76% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 4.77% | 6.04% |
| Avg. Down Week | -3.37% | -4.04% |
| Avg. Up Month | 8.26% | 13.54% |
| Avg. Down Month | -9.29% | -4.72% |
| Win Days % | 51.35% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 54.29% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |