| Metric | 11402430:btcusd:triple_med_gx:lsma55_135 | 11402430:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 48.24% | 75.42% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.72 | 0.63 |
| Sortino | 1.2 | 0.92 |
| Payoff Ratio | 1.2 | 1.13 |
| Profit Factor | 1.24 | 1.11 |
| Common Sense Ratio | 1.49 | 1.06 |
| CPC Index | 0.74 | 0.65 |
| Tail Ratio | 1.2 | 0.96 |
| Outlier Win Ratio | 19.09 | 3.57 |
| Outlier Loss Ratio | 3.94 | 3.49 |
| Volatility (ann.) | 13.26% | 24.55% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.99 | 2.19 |
| Skew | 2.61 | 0.2 |
| Kurtosis | 38.37 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.85% | 4.1% |
| Expected Yearly % | 21.75% | 32.45% |
| Kelly Criterion | 8.26% | 9.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.07% |
| Expected Shortfall (cVaR) | -1.12% | -2.07% |
| Year | 11402430:BTCUSD | 11402430:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 25.64 | 0.67 | - |
| 2025 | 27.10 | 17.98 | 0.66 | - |
| Metric | 11402430:btcusd:triple_med_gx:lsma55_135 | 11402430:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 3.64% | 41.88% |
| 6M | 12.76% | 22.91% |
| YTD | 17.98% | 27.1% |
| 1Y | 59.35% | 82.29% |
| 3Y (ann.) | 41.85% | 64.73% |
| 5Y (ann.) | 41.85% | 64.73% |
| Metric | 11402430:btcusd:triple_med_gx:lsma55_135 | 11402430:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 80.0 | 144.0 |
| Avg. Drawdown | -3.97% | -4.71% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 3.45 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-12-21 | 2025-03-01 | -11.23 | 69 |
| 2024-08-09 | 2024-09-13 | -9.07 | 35 |
| 2025-03-02 | 2025-05-21 | -8.45 | 80 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-05-23 | 2025-06-09 | -6.17 | 17 |
| 2024-09-14 | 2024-10-14 | -6.01 | 30 |
| 2025-06-10 | 2025-07-17 | -5.15 | 37 |
| 2024-10-15 | 2024-11-05 | -1.24 | 21 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| Metric | 11402430:btcusd:triple_med_gx:lsma55_135 | 11402430:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 11.18% | 37.42% |
| Worst Month | -6.9% | -17.69% |
| Best Year | 25.64% | 38.02% |
| Worst Year | 17.98% | 27.1% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 4.02% | 3.93% |
| Avg. Down Week | -2.56% | -3.72% |
| Avg. Up Month | 4.88% | 13.29% |
| Avg. Down Month | -6.9% | -7.35% |
| Win Days % | 50.0% | 51.89% |
| Win Month % | 84.62% | 64.29% |
| Win Week % | 51.35% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |