| Metric | 11402435:btcusd:triple_med_gx:lsma80_135 | 11402435:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 78.9% | 54.3% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 1.02 | 0.54 |
| Sortino | 1.65 | 0.78 |
| Payoff Ratio | 1.19 | 1.1 |
| Profit Factor | 1.31 | 1.09 |
| Common Sense Ratio | 1.81 | 1.06 |
| CPC Index | 0.81 | 0.62 |
| Tail Ratio | 1.38 | 0.97 |
| Outlier Win Ratio | 14.78 | 3.51 |
| Outlier Loss Ratio | 4.02 | 3.46 |
| Volatility (ann.) | 14.56% | 25.08% |
| R^2 | 0.34 | 0.34 |
| Calmar | 5.31 | 1.74 |
| Skew | 1.74 | 0.21 |
| Kurtosis | 30.58 | 7.02 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.58% | 3.39% |
| Expected Yearly % | 33.75% | 24.22% |
| Kelly Criterion | 11.72% | 8.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.12% |
| Expected Shortfall (cVaR) | -1.21% | -2.12% |
| Year | 11402435:BTCUSD | 11402435:btcusd:triple_med_gx:lsma80_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 30.90 | 0.81 | - |
| 2025 | 11.80 | 36.67 | 3.11 | + |
| Metric | 11402435:btcusd:triple_med_gx:lsma80_135 | 11402435:BTCUSD |
|---|---|---|
| MTD | 2.85% | -0.27% |
| 3M | 12.32% | 26.2% |
| 6M | 32.91% | -1.67% |
| YTD | 36.67% | 11.8% |
| 1Y | 79.76% | 56.98% |
| 3Y (ann.) | 74.32% | 51.35% |
| 5Y (ann.) | 74.32% | 51.35% |
| Metric | 11402435:btcusd:triple_med_gx:lsma80_135 | 11402435:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 94.0 | 144.0 |
| Avg. Drawdown | -2.67% | -4.82% |
| Avg. Drawdown Days | 9.0 | 14.0 |
| Recovery Factor | 5.64 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-13 | -14.00 | 94 |
| 2025-03-07 | 2025-04-12 | -12.82 | 36 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-14 | 2024-10-14 | -7.86 | 30 |
| 2025-06-10 | 2025-06-18 | -5.65 | 8 |
| 2025-02-04 | 2025-02-28 | -4.81 | 24 |
| 2024-12-23 | 2025-01-03 | -4.61 | 11 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-02-02 | 2025-02-03 | -3.59 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11402435:btcusd:triple_med_gx:lsma80_135 | 11402435:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 11.8% | 37.42% |
| Worst Month | -6.19% | -17.69% |
| Best Year | 36.67% | 38.02% |
| Worst Year | 30.9% | 11.8% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 4.01% | 4.04% |
| Avg. Down Week | -3.27% | -3.87% |
| Avg. Up Month | 6.99% | 15.1% |
| Avg. Down Month | -6.19% | -7.35% |
| Win Days % | 51.96% | 51.76% |
| Win Month % | 84.62% | 53.85% |
| Win Week % | 70.59% | 55.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |