| Metric | 11402443:btcusd:triple_med_gx:lsma115_135 | 11402443:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 33.7% | 61.16% |
| Max Drawdown | -23.08% | -29.51% |
| Sharpe | 0.54 | 0.59 |
| Sortino | 0.78 | 0.85 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 13.91 | 3.79 |
| Outlier Loss Ratio | 3.9 | 3.6 |
| Volatility (ann.) | 15.22% | 25.19% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.42 | 2.0 |
| Skew | -0.14 | 0.21 |
| Kurtosis | 11.4 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.26% | 3.74% |
| Expected Yearly % | 15.63% | 26.95% |
| Kelly Criterion | 4.82% | 6.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.13% |
| Expected Shortfall (cVaR) | -1.29% | -2.13% |
| Year | 11402443:BTCUSD | 11402443:btcusd:triple_med_gx:lsma115_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.90 | 0.47 | - |
| 2025 | 16.76 | 13.40 | 0.80 | - |
| Metric | 11402443:btcusd:triple_med_gx:lsma115_135 | 11402443:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 25.23% | 31.46% |
| 6M | 13.34% | 12.77% |
| YTD | 13.4% | 16.76% |
| 1Y | 35.67% | 56.84% |
| 3Y (ann.) | 32.67% | 59.12% |
| 5Y (ann.) | 32.67% | 59.12% |
| Metric | 11402443:btcusd:triple_med_gx:lsma115_135 | 11402443:BTCUSD |
|---|---|---|
| Max Drawdown | -23.08% | -29.51% |
| Longest DD Days | 173.0 | 144.0 |
| Avg. Drawdown | -5.36% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 1.46 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-09 | -23.08 | 173 |
| 2024-06-02 | 2024-09-19 | -20.83 | 109 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-20 | 2024-10-14 | -6.42 | 23 |
| 2024-11-12 | 2024-12-04 | -2.55 | 22 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11402443:btcusd:triple_med_gx:lsma115_135 | 11402443:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -6.55% | -12.33% |
| Best Month | 11.64% | 37.42% |
| Worst Month | -10.06% | -17.69% |
| Best Year | 17.9% | 38.02% |
| Worst Year | 13.4% | 16.76% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 4.27% | 5.76% |
| Avg. Down Week | -3.11% | -3.97% |
| Avg. Up Month | 8.68% | 14.17% |
| Avg. Down Month | -9.16% | -4.72% |
| Win Days % | 50.7% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |