| Metric | 11402439:btcusd:triple_med_gx:lsma100_135 | 11402439:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 57.82% | 61.16% |
| Max Drawdown | -17.87% | -29.51% |
| Sharpe | 0.81 | 0.59 |
| Sortino | 1.28 | 0.85 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 1.53 | 1.07 |
| CPC Index | 0.73 | 0.65 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 14.97 | 3.76 |
| Outlier Loss Ratio | 3.96 | 3.47 |
| Volatility (ann.) | 15.05% | 25.19% |
| R^2 | 0.36 | 0.36 |
| Calmar | 3.13 | 2.0 |
| Skew | 1.55 | 0.21 |
| Kurtosis | 27.08 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.57% | 3.74% |
| Expected Yearly % | 25.63% | 26.95% |
| Kelly Criterion | 8.5% | 9.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.13% |
| Expected Shortfall (cVaR) | -1.26% | -2.13% |
| Year | 11402439:BTCUSD | 11402439:btcusd:triple_med_gx:lsma100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 30.39 | 0.80 | - |
| 2025 | 16.76 | 21.04 | 1.26 | + |
| Metric | 11402439:btcusd:triple_med_gx:lsma100_135 | 11402439:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 18.65% | 31.46% |
| 6M | 28.13% | 12.77% |
| YTD | 21.04% | 16.76% |
| 1Y | 58.47% | 56.84% |
| 3Y (ann.) | 55.91% | 59.12% |
| 5Y (ann.) | 55.91% | 59.12% |
| Metric | 11402439:btcusd:triple_med_gx:lsma100_135 | 11402439:BTCUSD |
|---|---|---|
| Max Drawdown | -17.87% | -29.51% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -2.64% | -4.82% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 3.23 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-14 | -17.87 | 125 |
| 2025-03-02 | 2025-05-21 | -14.36 | 79 |
| 2025-01-07 | 2025-03-02 | -9.52 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-17 | 2025-01-03 | -5.75 | 17 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-10-18 | 2024-11-05 | -1.29 | 17 |
| Metric | 11402439:btcusd:triple_med_gx:lsma100_135 | 11402439:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 14.01% | 37.42% |
| Worst Month | -10.2% | -17.69% |
| Best Year | 30.39% | 38.02% |
| Worst Year | 21.04% | 16.76% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 4.16% | 6.19% |
| Avg. Down Week | -2.89% | -3.93% |
| Avg. Up Month | 7.51% | 13.54% |
| Avg. Down Month | -3.5% | -9.04% |
| Win Days % | 50.6% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 57.58% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |