| Metric | 11402488:btcusd:triple_med_gx:lsma65_135 | 11402488:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 40.69% | 61.16% |
| Max Drawdown | -15.25% | -29.51% |
| Sharpe | 0.66 | 0.59 |
| Sortino | 1.04 | 0.85 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.68 | 0.64 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 16.5 | 3.48 |
| Outlier Loss Ratio | 4.02 | 3.46 |
| Volatility (ann.) | 14.15% | 25.19% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.58 | 2.0 |
| Skew | 1.9 | 0.21 |
| Kurtosis | 34.28 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.66% | 3.74% |
| Expected Yearly % | 18.61% | 26.95% |
| Kelly Criterion | 5.53% | 9.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.13% |
| Expected Shortfall (cVaR) | -1.19% | -2.13% |
| Year | 11402488:BTCUSD | 11402488:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 34.77 | 0.91 | - |
| 2025 | 16.76 | 4.39 | 0.26 | - |
| Metric | 11402488:btcusd:triple_med_gx:lsma65_135 | 11402488:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 4.97% | 31.46% |
| 6M | 7.11% | 12.77% |
| YTD | 4.39% | 16.76% |
| 1Y | 36.47% | 56.84% |
| 3Y (ann.) | 39.42% | 59.12% |
| 5Y (ann.) | 39.42% | 59.12% |
| Metric | 11402488:btcusd:triple_med_gx:lsma65_135 | 11402488:BTCUSD |
|---|---|---|
| Max Drawdown | -15.25% | -29.51% |
| Longest DD Days | 100.0 | 144.0 |
| Avg. Drawdown | -2.76% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 2.67 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-06-11 | -15.25 | 100 |
| 2024-06-05 | 2024-09-10 | -12.04 | 96 |
| 2024-12-21 | 2025-03-02 | -9.27 | 71 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-14 | 2024-10-11 | -5.36 | 27 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-10-13 | 2024-10-14 | -1.09 | 1 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| Metric | 11402488:btcusd:triple_med_gx:lsma65_135 | 11402488:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.13% | -12.33% |
| Best Month | 10.84% | 37.42% |
| Worst Month | -5.65% | -17.69% |
| Best Year | 34.77% | 38.02% |
| Worst Year | 4.39% | 16.76% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 4.01% | 4.02% |
| Avg. Down Week | -2.67% | -4.58% |
| Avg. Up Month | 6.91% | 13.44% |
| Avg. Down Month | -4.91% | -12.52% |
| Win Days % | 49.41% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 55.88% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |