| Metric | 11402492:btcusd:triple_med_gx:lsma85_135 | 11402492:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 51.32% | 61.16% |
| Max Drawdown | -15.25% | -29.51% |
| Sharpe | 0.76 | 0.59 |
| Sortino | 1.2 | 0.85 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.71 | 0.65 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 15.53 | 3.64 |
| Outlier Loss Ratio | 4.01 | 3.47 |
| Volatility (ann.) | 14.69% | 25.19% |
| R^2 | 0.34 | 0.34 |
| Calmar | 3.26 | 2.0 |
| Skew | 1.68 | 0.21 |
| Kurtosis | 29.97 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.24% | 3.74% |
| Expected Yearly % | 23.01% | 26.95% |
| Kelly Criterion | 7.36% | 10.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.13% |
| Expected Shortfall (cVaR) | -1.23% | -2.13% |
| Year | 11402492:BTCUSD | 11402492:btcusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 33.50 | 0.88 | - |
| 2025 | 16.76 | 13.35 | 0.80 | - |
| Metric | 11402492:btcusd:triple_med_gx:lsma85_135 | 11402492:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 9.43% | 31.46% |
| 6M | 17.6% | 12.77% |
| YTD | 13.35% | 16.76% |
| 1Y | 46.79% | 56.84% |
| 3Y (ann.) | 49.66% | 59.12% |
| 5Y (ann.) | 49.66% | 59.12% |
| Metric | 11402492:btcusd:triple_med_gx:lsma85_135 | 11402492:BTCUSD |
|---|---|---|
| Max Drawdown | -15.25% | -29.51% |
| Longest DD Days | 100.0 | 144.0 |
| Avg. Drawdown | -3.13% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 3.37 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-12 | -15.25 | 98 |
| 2025-03-03 | 2025-06-11 | -15.24 | 100 |
| 2025-01-07 | 2025-03-02 | -8.56 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-14 | 2024-10-14 | -7.28 | 30 |
| 2024-12-16 | 2025-01-03 | -5.41 | 18 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| Metric | 11402492:btcusd:triple_med_gx:lsma85_135 | 11402492: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 | 10.23% | 37.42% |
| Worst Month | -4.17% | -17.69% |
| Best Year | 33.5% | 38.02% |
| Worst Year | 13.35% | 16.76% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 4.47% | 4.02% |
| Avg. Down Week | -1.99% | -4.5% |
| Avg. Up Month | 5.77% | 13.54% |
| Avg. Down Month | -2.39% | -12.52% |
| Win Days % | 50.18% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 48.57% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |