| Metric | 11402900:btcusd:triple_med_gx:lsma95_135 | 11402900:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 37.46% | 61.16% |
| Max Drawdown | -6.85% | -29.51% |
| Sharpe | 1.0 | 0.59 |
| Sortino | 1.77 | 0.85 |
| Payoff Ratio | 1.36 | 1.27 |
| Profit Factor | 1.61 | 1.1 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 1.16 | 0.72 |
| Tail Ratio | inf | 0.98 |
| Outlier Win Ratio | 44.54 | 3.06 |
| Outlier Loss Ratio | 3.08 | 2.73 |
| Volatility (ann.) | 8.04% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | 5.3 | 2.0 |
| Skew | 2.5 | 0.21 |
| Kurtosis | 42.09 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.48% | 3.74% |
| Expected Yearly % | 17.24% | 26.95% |
| Kelly Criterion | 18.03% | 14.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.13% |
| Expected Shortfall (cVaR) | -0.67% | -2.13% |
| Year | 11402900:BTCUSD | 11402900:btcusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 26.57 | 0.70 | - |
| 2025 | 16.76 | 8.61 | 0.51 | - |
| Metric | 11402900:btcusd:triple_med_gx:lsma95_135 | 11402900:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.87% | 31.46% |
| 6M | 8.61% | 12.77% |
| YTD | 8.61% | 16.76% |
| 1Y | 37.33% | 56.84% |
| 3Y (ann.) | 36.3% | 59.12% |
| 5Y (ann.) | 36.3% | 59.12% |
| Metric | 11402900:btcusd:triple_med_gx:lsma95_135 | 11402900:BTCUSD |
|---|---|---|
| Max Drawdown | -6.85% | -29.51% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -1.81% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 5.47 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-15 | -6.85 | 130 |
| 2024-06-10 | 2024-08-07 | -5.10 | 57 |
| 2024-09-14 | 2024-10-11 | -3.42 | 27 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2025-04-15 | 2025-05-19 | -2.59 | 34 |
| 2024-08-09 | 2024-09-09 | -2.43 | 31 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-10-13 | 2024-12-03 | -1.38 | 51 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| Metric | 11402900:btcusd:triple_med_gx:lsma95_135 | 11402900:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.76% | 18.93% |
| Worst Week | -2.82% | -12.33% |
| Best Month | 10.76% | 37.42% |
| Worst Month | -2.82% | -17.69% |
| Best Year | 26.57% | 38.02% |
| Worst Year | 8.61% | 16.76% |
| Avg. Up Day | 1.12% | 1.13% |
| Avg. Down Day | -0.82% | -0.88% |
| Avg. Up Week | 5.25% | 4.08% |
| Avg. Down Week | -1.82% | -4.61% |
| Avg. Up Month | 6.06% | 10.87% |
| Avg. Down Month | -2.21% | -9.04% |
| Win Days % | 52.7% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |