| Metric | 11402487:btcusd:triple_med_gx:lsma55_135 | 11402487:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 41.51% | 61.16% |
| Max Drawdown | -13.34% | -29.51% |
| Sharpe | 0.7 | 0.59 |
| Sortino | 1.15 | 0.85 |
| Payoff Ratio | 1.21 | 1.19 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.72 | 0.68 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 18.13 | 3.48 |
| Outlier Loss Ratio | 4.14 | 3.41 |
| Volatility (ann.) | 13.39% | 25.19% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.01 | 2.0 |
| Skew | 2.71 | 0.21 |
| Kurtosis | 38.77 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.71% | 3.74% |
| Expected Yearly % | 18.96% | 26.95% |
| Kelly Criterion | 6.49% | 11.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.13% |
| Expected Shortfall (cVaR) | -1.13% | -2.13% |
| Year | 11402487:BTCUSD | 11402487:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 26.64 | 0.70 | - |
| 2025 | 16.76 | 11.74 | 0.70 | - |
| Metric | 11402487:btcusd:triple_med_gx:lsma55_135 | 11402487:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 7.15% | 31.46% |
| 6M | 13.03% | 12.77% |
| YTD | 11.74% | 16.76% |
| 1Y | 37.26% | 56.84% |
| 3Y (ann.) | 40.2% | 59.12% |
| 5Y (ann.) | 40.2% | 59.12% |
| Metric | 11402487:btcusd:triple_med_gx:lsma55_135 | 11402487:BTCUSD |
|---|---|---|
| Max Drawdown | -13.34% | -29.51% |
| Longest DD Days | 99.0 | 144.0 |
| Avg. Drawdown | -3.37% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 3.11 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-13 | -13.34 | 99 |
| 2025-03-03 | 2025-06-09 | -11.00 | 98 |
| 2024-12-21 | 2025-03-02 | -9.55 | 71 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-14 | 2024-10-14 | -5.81 | 30 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| Metric | 11402487:btcusd:triple_med_gx:lsma55_135 | 11402487:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.13% | -12.33% |
| Best Month | 10.32% | 37.42% |
| Worst Month | -5.51% | -17.69% |
| Best Year | 26.64% | 38.02% |
| Worst Year | 11.74% | 16.76% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.9% | 3.9% |
| Avg. Down Week | -2.23% | -4.11% |
| Avg. Up Month | 6.84% | 13.44% |
| Avg. Down Month | -4.25% | -12.52% |
| Win Days % | 48.74% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 52.78% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |