| Metric | 11402478:btcusd:triple_med_gx:lsma25_135 | 11402478:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 58.13% | 75.42% |
| Max Drawdown | -11.57% | -29.51% |
| Sharpe | 0.8 | 0.63 |
| Sortino | 1.25 | 0.92 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.27 | 1.11 |
| Common Sense Ratio | 1.79 | 1.06 |
| CPC Index | 0.76 | 0.65 |
| Tail Ratio | 1.41 | 0.96 |
| Outlier Win Ratio | 18.33 | 3.58 |
| Outlier Loss Ratio | 3.74 | 3.57 |
| Volatility (ann.) | 13.98% | 24.55% |
| R^2 | 0.32 | 0.32 |
| Calmar | 4.34 | 2.19 |
| Skew | 1.63 | 0.2 |
| Kurtosis | 35.72 | 7.24 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.33% | 4.1% |
| Expected Yearly % | 25.75% | 32.45% |
| Kelly Criterion | 8.88% | 9.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.07% |
| Expected Shortfall (cVaR) | -1.17% | -2.07% |
| Year | 11402478:BTCUSD | 11402478:btcusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 34.56 | 0.91 | - |
| 2025 | 27.10 | 17.52 | 0.65 | - |
| Metric | 11402478:btcusd:triple_med_gx:lsma25_135 | 11402478:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 10.39% | 41.88% |
| 6M | 9.82% | 22.91% |
| YTD | 17.52% | 27.1% |
| 1Y | 59.78% | 82.29% |
| 3Y (ann.) | 50.23% | 64.73% |
| 5Y (ann.) | 50.23% | 64.73% |
| Metric | 11402478:btcusd:triple_med_gx:lsma25_135 | 11402478:BTCUSD |
|---|---|---|
| Max Drawdown | -11.57% | -29.51% |
| Longest DD Days | 67.0 | 144.0 |
| Avg. Drawdown | -3.21% | -4.71% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 5.03 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -11.57 | 63 |
| 2025-04-02 | 2025-06-09 | -9.77 | 67 |
| 2025-01-10 | 2025-03-02 | -9.16 | 50 |
| 2025-03-03 | 2025-04-02 | -9.13 | 30 |
| 2024-12-05 | 2024-12-21 | -7.93 | 15 |
| 2025-06-16 | 2025-07-17 | -7.67 | 30 |
| 2024-12-21 | 2025-01-10 | -6.94 | 20 |
| 2024-09-11 | 2024-10-11 | -5.11 | 29 |
| 2024-08-09 | 2024-09-08 | -2.43 | 30 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| Metric | 11402478:btcusd:triple_med_gx:lsma25_135 | 11402478:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.99% | 18.93% |
| Worst Week | -5.13% | -12.33% |
| Best Month | 10.26% | 37.42% |
| Worst Month | -4.51% | -17.69% |
| Best Year | 34.56% | 38.02% |
| Worst Year | 17.52% | 27.1% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 3.63% | 4.5% |
| Avg. Down Week | -2.55% | -4.51% |
| Avg. Up Month | 5.9% | 11.71% |
| Avg. Down Month | -4.34% | -12.52% |
| Win Days % | 50.64% | 51.89% |
| Win Month % | 76.92% | 64.29% |
| Win Week % | 62.86% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |