| Metric | 11402432:btcusd:triple_med_gx:lsma65_135 | 11402432:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 40.86% | 75.42% |
| Max Drawdown | -14.36% | -29.51% |
| Sharpe | 0.62 | 0.63 |
| Sortino | 0.97 | 0.92 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.19 | 1.11 |
| Common Sense Ratio | 1.49 | 1.06 |
| CPC Index | 0.69 | 0.63 |
| Tail Ratio | 1.25 | 0.96 |
| Outlier Win Ratio | 17.79 | 3.53 |
| Outlier Loss Ratio | 3.87 | 3.56 |
| Volatility (ann.) | 13.87% | 24.55% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.48 | 2.19 |
| Skew | 1.85 | 0.2 |
| Kurtosis | 35.27 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.48% | 4.1% |
| Expected Yearly % | 18.69% | 32.45% |
| Kelly Criterion | 6.6% | 7.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.07% |
| Expected Shortfall (cVaR) | -1.17% | -2.07% |
| Year | 11402432:BTCUSD | 11402432:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 27.94 | 0.73 | - |
| 2025 | 27.10 | 10.10 | 0.37 | - |
| Metric | 11402432:btcusd:triple_med_gx:lsma65_135 | 11402432:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | -0.66% | 41.88% |
| 6M | 4.85% | 22.91% |
| YTD | 10.1% | 27.1% |
| 1Y | 53.12% | 82.29% |
| 3Y (ann.) | 35.57% | 64.73% |
| 5Y (ann.) | 35.57% | 64.73% |
| Metric | 11402432:btcusd:triple_med_gx:lsma65_135 | 11402432:BTCUSD |
|---|---|---|
| Max Drawdown | -14.36% | -29.51% |
| Longest DD Days | 99.0 | 144.0 |
| Avg. Drawdown | -4.56% | -4.71% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 2.85 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-02 | 2025-06-09 | -14.36 | 99 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-12-21 | 2025-03-02 | -11.89 | 71 |
| 2024-08-09 | 2024-09-13 | -9.50 | 35 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-10 | 2025-07-17 | -7.76 | 37 |
| 2024-09-14 | 2024-10-14 | -5.92 | 30 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-06-02 | 2024-06-03 | -0.86 | 0 |
| Metric | 11402432:btcusd:triple_med_gx:lsma65_135 | 11402432:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.94% | -12.33% |
| Best Month | 11.18% | 37.42% |
| Worst Month | -6.9% | -17.69% |
| Best Year | 27.94% | 38.02% |
| Worst Year | 10.1% | 27.1% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 4.21% | 3.95% |
| Avg. Down Week | -3.21% | -3.8% |
| Avg. Up Month | 5.64% | 15.1% |
| Avg. Down Month | -3.56% | -4.72% |
| Win Days % | 49.8% | 51.89% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 51.43% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |