| Metric | 11403125:btcusd:triple_med_gx:lsma35_140 | 11403125:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 3.15% | 61.16% |
| Max Drawdown | -18.35% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.18 | 0.85 |
| Payoff Ratio | 1.07 | 1.09 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.52 | 0.62 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 26.41 | 3.18 |
| Outlier Loss Ratio | 3.91 | 3.09 |
| Volatility (ann.) | 10.23% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.17 | 2.0 |
| Skew | -0.43 | 0.21 |
| Kurtosis | 21.8 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.24% | 3.74% |
| Expected Yearly % | 1.56% | 26.95% |
| Kelly Criterion | -3.23% | 7.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.13% |
| Expected Shortfall (cVaR) | -0.88% | -2.13% |
| Year | 11403125:BTCUSD | 11403125:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.28 | 0.06 | - |
| 2025 | 16.76 | 0.85 | 0.05 | - |
| Metric | 11403125:btcusd:triple_med_gx:lsma35_140 | 11403125:BTCUSD |
|---|---|---|
| MTD | 0.64% | 4.16% |
| 3M | 8.06% | 31.46% |
| 6M | -1.21% | 12.77% |
| YTD | 0.85% | 16.76% |
| 1Y | -0.37% | 56.84% |
| 3Y (ann.) | 3.07% | 59.12% |
| 5Y (ann.) | 3.07% | 59.12% |
| Metric | 11403125:btcusd:triple_med_gx:lsma35_140 | 11403125:BTCUSD |
|---|---|---|
| Max Drawdown | -18.35% | -29.51% |
| Longest DD Days | 167.0 | 144.0 |
| Avg. Drawdown | -4.81% | -4.82% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 0.17 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-06-11 | -18.35 | 167 |
| 2024-06-05 | 2024-08-08 | -9.71 | 64 |
| 2024-08-09 | 2024-12-08 | -9.12 | 121 |
| 2024-12-09 | 2024-12-15 | -4.15 | 6 |
| 2024-12-24 | 2024-12-25 | -0.95 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403125:btcusd:triple_med_gx:lsma35_140 | 11403125:BTCUSD |
|---|---|---|
| Best Day | 4.23% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.58% | 18.93% |
| Worst Week | -7.78% | -12.33% |
| Best Month | 2.19% | 37.42% |
| Worst Month | -2.73% | -17.69% |
| Best Year | 2.28% | 38.02% |
| Worst Year | 0.85% | 16.76% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.76% | -0.76% |
| Avg. Up Week | 2.24% | 4.93% |
| Avg. Down Week | -2.34% | -3.6% |
| Avg. Up Month | 1.38% | 12.93% |
| Avg. Down Month | -1.9% | -7.59% |
| Win Days % | 46.58% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 45.95% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |