| Metric | 11403734:btcusd:triple_med_gx:lsma35_140 | 11403734:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 38.31% | 61.16% |
| Max Drawdown | -23.75% | -29.51% |
| Sharpe | 0.58 | 0.59 |
| Sortino | 0.9 | 0.85 |
| Payoff Ratio | 1.14 | 1.13 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.68 | 0.65 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 18.72 | 3.84 |
| Outlier Loss Ratio | 3.73 | 3.57 |
| Volatility (ann.) | 15.79% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.56 | 2.0 |
| Skew | 1.43 | 0.21 |
| Kurtosis | 40.63 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.53% | 3.74% |
| Expected Yearly % | 17.61% | 26.95% |
| Kelly Criterion | 5.98% | 9.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.13% |
| Expected Shortfall (cVaR) | -1.33% | -2.13% |
| Year | 11403734:BTCUSD | 11403734:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.19 | 0.19 | - |
| 2025 | 16.76 | 29.03 | 1.73 | + |
| Metric | 11403734:btcusd:triple_med_gx:lsma35_140 | 11403734:BTCUSD |
|---|---|---|
| MTD | 0.85% | 4.16% |
| 3M | 13.62% | 31.46% |
| 6M | 23.04% | 12.77% |
| YTD | 29.03% | 16.76% |
| 1Y | 31.24% | 56.84% |
| 3Y (ann.) | 37.12% | 59.12% |
| 5Y (ann.) | 37.12% | 59.12% |
| Metric | 11403734:btcusd:triple_med_gx:lsma35_140 | 11403734:BTCUSD |
|---|---|---|
| Max Drawdown | -23.75% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.99% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 1.61 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-04 | -23.75 | 175 |
| 2025-03-03 | 2025-04-08 | -11.01 | 36 |
| 2024-12-05 | 2025-03-01 | -8.46 | 85 |
| 2025-05-22 | 2025-06-11 | -7.00 | 19 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-11 | 2025-05-18 | -2.14 | 37 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11403734:btcusd:triple_med_gx:lsma35_140 | 11403734:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.67% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 12.31% | 37.42% |
| Worst Month | -3.08% | -17.69% |
| Best Year | 29.03% | 38.02% |
| Worst Year | 7.19% | 16.76% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.87% | -0.88% |
| Avg. Up Week | 3.28% | 3.76% |
| Avg. Down Week | -2.78% | -3.99% |
| Avg. Up Month | 5.0% | 13.27% |
| Avg. Down Month | -2.09% | -6.43% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 60.61% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |