| Metric | 11402440:btcusd:triple_med_gx:lsma105_135 | 11402440:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 64.34% | 61.16% |
| Max Drawdown | -17.58% | -29.51% |
| Sharpe | 0.86 | 0.59 |
| Sortino | 1.36 | 0.85 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.53 | 1.07 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 14.35 | 3.77 |
| Outlier Loss Ratio | 3.94 | 3.47 |
| Volatility (ann.) | 15.34% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.54 | 2.0 |
| Skew | 1.39 | 0.21 |
| Kurtosis | 25.64 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.9% | 3.74% |
| Expected Yearly % | 28.2% | 26.95% |
| Kelly Criterion | 8.5% | 9.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.13% |
| Expected Shortfall (cVaR) | -1.28% | -2.13% |
| Year | 11402440:BTCUSD | 11402440:btcusd:triple_med_gx:lsma105_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 35.03 | 0.92 | - |
| 2025 | 16.76 | 21.71 | 1.30 | + |
| Metric | 11402440:btcusd:triple_med_gx:lsma105_135 | 11402440:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 21.35% | 31.46% |
| 6M | 24.61% | 12.77% |
| YTD | 21.71% | 16.76% |
| 1Y | 65.02% | 56.84% |
| 3Y (ann.) | 62.18% | 59.12% |
| 5Y (ann.) | 62.18% | 59.12% |
| Metric | 11402440:btcusd:triple_med_gx:lsma105_135 | 11402440:BTCUSD |
|---|---|---|
| Max Drawdown | -17.58% | -29.51% |
| Longest DD Days | 100.0 | 144.0 |
| Avg. Drawdown | -2.96% | -4.82% |
| Avg. Drawdown Days | 10.0 | 14.0 |
| Recovery Factor | 3.66 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-18 | -17.58 | 100 |
| 2025-03-02 | 2025-05-18 | -14.36 | 77 |
| 2025-01-07 | 2025-03-02 | -10.24 | 54 |
| 2024-12-17 | 2025-01-06 | -8.85 | 19 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-10-08 | 2024-10-11 | -4.91 | 3 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| Metric | 11402440:btcusd:triple_med_gx:lsma105_135 | 11402440: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 | 15.97% | 37.42% |
| Worst Month | -10.2% | -17.69% |
| Best Year | 35.03% | 38.02% |
| Worst Year | 21.71% | 16.76% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 4.28% | 5.83% |
| Avg. Down Week | -2.74% | -3.9% |
| Avg. Up Month | 8.2% | 13.54% |
| Avg. Down Month | -10.2% | -7.35% |
| Win Days % | 51.0% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 54.29% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |