| Metric | 11402494:btcusd:triple_med_gx:lsma95_135 | 11402494:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 40.13% | 61.16% |
| Max Drawdown | -19.55% | -29.51% |
| Sharpe | 0.63 | 0.59 |
| Sortino | 0.98 | 0.85 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.68 | 0.66 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 15.54 | 3.75 |
| Outlier Loss Ratio | 4.03 | 3.47 |
| Volatility (ann.) | 14.78% | 25.19% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.99 | 2.0 |
| Skew | 1.57 | 0.21 |
| Kurtosis | 28.89 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.63% | 3.74% |
| Expected Yearly % | 18.38% | 26.95% |
| Kelly Criterion | 5.61% | 10.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.13% |
| Expected Shortfall (cVaR) | -1.25% | -2.13% |
| Year | 11402494:BTCUSD | 11402494:btcusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 32.18 | 0.85 | - |
| 2025 | 16.76 | 6.01 | 0.36 | - |
| Metric | 11402494:btcusd:triple_med_gx:lsma95_135 | 11402494:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 9.35% | 31.46% |
| 6M | 16.79% | 12.77% |
| YTD | 6.01% | 16.76% |
| 1Y | 39.64% | 56.84% |
| 3Y (ann.) | 38.87% | 59.12% |
| 5Y (ann.) | 38.87% | 59.12% |
| Metric | 11402494:btcusd:triple_med_gx:lsma95_135 | 11402494:BTCUSD |
|---|---|---|
| Max Drawdown | -19.55% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -2.77% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 2.05 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-14 | -19.55 | 130 |
| 2025-01-07 | 2025-06-11 | -16.34 | 155 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-24 | 2025-01-02 | -3.14 | 9 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-10-18 | 2024-11-05 | -1.29 | 17 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11402494:btcusd:triple_med_gx:lsma95_135 | 11402494:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.09% | -12.33% |
| Best Month | 10.86% | 37.42% |
| Worst Month | -9.62% | -17.69% |
| Best Year | 32.18% | 38.02% |
| Worst Year | 6.01% | 16.76% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 4.03% | 4.46% |
| Avg. Down Week | -2.55% | -4.43% |
| Avg. Up Month | 6.59% | 14.17% |
| Avg. Down Month | -3.12% | -9.04% |
| Win Days % | 48.96% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |