| Metric | 11402445:btcusd:triple_med_gx:lsma120_135 | 11402445:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 45.23% | 75.42% |
| Max Drawdown | -22.66% | -29.51% |
| Sharpe | 0.61 | 0.63 |
| Sortino | 0.9 | 0.92 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.15 | 1.11 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.12 | 0.96 |
| Outlier Win Ratio | 13.22 | 3.9 |
| Outlier Loss Ratio | 3.89 | 3.66 |
| Volatility (ann.) | 15.63% | 24.55% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.73 | 2.19 |
| Skew | 0.33 | 0.2 |
| Kurtosis | 14.08 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.7% | 4.1% |
| Expected Yearly % | 20.51% | 32.45% |
| Kelly Criterion | 5.05% | 5.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.07% |
| Expected Shortfall (cVaR) | -1.32% | -2.07% |
| Year | 11402445:BTCUSD | 11402445:btcusd:triple_med_gx:lsma120_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 31.21 | 0.82 | - |
| 2025 | 27.10 | 10.69 | 0.39 | - |
| Metric | 11402445:btcusd:triple_med_gx:lsma120_135 | 11402445:BTCUSD |
|---|---|---|
| MTD | 1.94% | 10.71% |
| 3M | 10.49% | 41.88% |
| 6M | 14.06% | 22.91% |
| YTD | 10.69% | 27.1% |
| 1Y | 75.68% | 82.29% |
| 3Y (ann.) | 39.29% | 64.73% |
| 5Y (ann.) | 39.29% | 64.73% |
| Metric | 11402445:btcusd:triple_med_gx:lsma120_135 | 11402445:BTCUSD |
|---|---|---|
| Max Drawdown | -22.66% | -29.51% |
| Longest DD Days | 173.0 | 144.0 |
| Avg. Drawdown | -4.24% | -4.71% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 2.0 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-09 | -22.66 | 173 |
| 2024-06-10 | 2024-09-19 | -20.87 | 100 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-10 | 2025-07-17 | -6.36 | 37 |
| 2024-09-20 | 2024-10-14 | -6.15 | 23 |
| 2024-11-12 | 2024-12-04 | -2.34 | 22 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-18 | 2024-11-05 | -1.11 | 17 |
| Metric | 11402445:btcusd:triple_med_gx:lsma120_135 | 11402445:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -6.26% | -12.33% |
| Best Month | 18.63% | 37.42% |
| Worst Month | -9.78% | -17.69% |
| Best Year | 31.21% | 38.02% |
| Worst Year | 10.69% | 27.1% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 3.8% | 5.29% |
| Avg. Down Week | -3.05% | -4.0% |
| Avg. Up Month | 9.82% | 15.27% |
| Avg. Down Month | -7.57% | -4.72% |
| Win Days % | 50.75% | 51.89% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 53.33% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |