| Metric | 11402482:btcusd:triple_med_gx:lsma35_135 | 11402482:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 61.36% | 59.46% |
| Max Drawdown | -11.57% | -29.51% |
| Sharpe | 0.77 | 0.51 |
| Sortino | 1.22 | 0.74 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.25 | 1.08 |
| Common Sense Ratio | 1.67 | 1.02 |
| CPC Index | 0.74 | 0.63 |
| Tail Ratio | 1.33 | 0.95 |
| Outlier Win Ratio | 17.95 | 3.63 |
| Outlier Loss Ratio | 4.05 | 3.66 |
| Volatility (ann.) | 13.49% | 23.8% |
| R^2 | 0.32 | 0.32 |
| Calmar | 4.02 | 1.53 |
| Skew | 1.75 | 0.23 |
| Kurtosis | 36.75 | 7.55 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.04% | 2.96% |
| Expected Yearly % | 27.03% | 26.28% |
| Kelly Criterion | 7.87% | 8.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.02% |
| Expected Shortfall (cVaR) | -1.13% | -2.02% |
| Year | 11402482:BTCUSD | 11402482:btcusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 38.55 | 1.01 | + |
| 2025 | 15.53 | 16.46 | 1.06 | + |
| Metric | 11402482:btcusd:triple_med_gx:lsma35_135 | 11402482:BTCUSD |
|---|---|---|
| MTD | -0.36% | -0.36% |
| 3M | 2.51% | 3.07% |
| 6M | 11.33% | 25.39% |
| YTD | 16.46% | 15.53% |
| 1Y | 56.25% | 82.91% |
| 3Y (ann.) | 46.54% | 45.17% |
| 5Y (ann.) | 46.54% | 45.17% |
| Metric | 11402482:btcusd:triple_med_gx:lsma35_135 | 11402482:BTCUSD |
|---|---|---|
| Max Drawdown | -11.57% | -29.51% |
| Longest DD Days | 76.0 | 144.0 |
| Avg. Drawdown | -2.99% | -5.13% |
| Avg. Drawdown Days | 13.0 | 15.0 |
| Recovery Factor | 5.31 | 2.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -11.57 | 64 |
| 2025-03-03 | 2025-04-02 | -10.53 | 30 |
| 2025-04-02 | 2025-06-02 | -9.28 | 61 |
| 2025-01-15 | 2025-03-02 | -8.64 | 46 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-16 | 2025-09-01 | -7.67 | 76 |
| 2024-12-21 | 2025-01-14 | -6.94 | 24 |
| 2024-08-09 | 2024-09-09 | -5.07 | 31 |
| 2024-09-12 | 2024-10-11 | -4.95 | 28 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| Metric | 11402482:btcusd:triple_med_gx:lsma35_135 | 11402482: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 | 9.72% | 37.42% |
| Worst Month | -4.51% | -17.69% |
| Best Year | 38.55% | 38.02% |
| Worst Year | 16.46% | 15.53% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.51% | 4.0% |
| Avg. Down Week | -2.12% | -4.03% |
| Avg. Up Month | 5.74% | 11.71% |
| Avg. Down Month | -2.42% | -7.97% |
| Win Days % | 50.18% | 51.48% |
| Win Month % | 62.5% | 56.25% |
| Win Week % | 53.49% | 55.22% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |