| Metric | 11393938:btcusd:triple_med_gx:lsma40_110 | 11393938:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 32.72% | 61.16% |
| Max Drawdown | -26.9% | -29.51% |
| Sharpe | 0.5 | 0.59 |
| Sortino | 0.76 | 0.85 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.63 | 0.62 |
| Tail Ratio | 1.01 | 0.98 |
| Outlier Win Ratio | 15.72 | 3.84 |
| Outlier Loss Ratio | 3.73 | 3.61 |
| Volatility (ann.) | 16.56% | 25.19% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.18 | 2.0 |
| Skew | 1.13 | 0.21 |
| Kurtosis | 33.11 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.2% | 3.74% |
| Expected Yearly % | 15.2% | 26.95% |
| Kelly Criterion | 4.43% | 7.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.13% |
| Expected Shortfall (cVaR) | -1.4% | -2.13% |
| Year | 11393938:BTCUSD | 11393938:btcusd:triple_med_gx:lsma40_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.23 | 0.14 | - |
| 2025 | 16.76 | 26.12 | 1.56 | + |
| Metric | 11393938:btcusd:triple_med_gx:lsma40_110 | 11393938:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 11.48% | 31.46% |
| 6M | 29.69% | 12.77% |
| YTD | 26.12% | 16.76% |
| 1Y | 31.76% | 56.84% |
| 3Y (ann.) | 31.72% | 59.12% |
| 5Y (ann.) | 31.72% | 59.12% |
| Metric | 11393938:btcusd:triple_med_gx:lsma40_110 | 11393938:BTCUSD |
|---|---|---|
| Max Drawdown | -26.9% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.73% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 1.22 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-05 | -26.90 | 175 |
| 2025-03-03 | 2025-03-12 | -11.01 | 9 |
| 2025-03-15 | 2025-04-11 | -9.15 | 26 |
| 2024-12-05 | 2024-12-24 | -8.26 | 19 |
| 2024-12-26 | 2025-01-27 | -6.93 | 32 |
| 2025-05-19 | 2025-06-09 | -6.29 | 21 |
| 2025-01-28 | 2025-03-02 | -5.41 | 33 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-04-13 | 2025-05-08 | -3.58 | 25 |
| 2024-06-07 | 2024-06-12 | -3.14 | 5 |
| Metric | 11393938:btcusd:triple_med_gx:lsma40_110 | 11393938:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.25% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 12.96% | 37.42% |
| Worst Month | -9.17% | -17.69% |
| Best Year | 26.12% | 38.02% |
| Worst Year | 5.23% | 16.76% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 3.41% | 3.74% |
| Avg. Down Week | -2.3% | -4.8% |
| Avg. Up Month | 4.04% | 12.23% |
| Avg. Down Month | -5.73% | -11.25% |
| Win Days % | 49.82% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |