| Metric | 11395466:btcusd:triple_med_gx:lsma40_115 | 11395466:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 29.72% | 61.16% |
| Max Drawdown | -29.37% | -29.51% |
| Sharpe | 0.47 | 0.59 |
| Sortino | 0.71 | 0.85 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 16.6 | 3.75 |
| Outlier Loss Ratio | 3.69 | 3.61 |
| Volatility (ann.) | 16.15% | 25.19% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.98 | 2.0 |
| Skew | 1.11 | 0.21 |
| Kurtosis | 36.61 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.02% | 3.74% |
| Expected Yearly % | 13.89% | 26.95% |
| Kelly Criterion | 4.62% | 5.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.13% |
| Expected Shortfall (cVaR) | -1.37% | -2.13% |
| Year | 11395466:BTCUSD | 11395466:btcusd:triple_med_gx:lsma40_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.08 | -0.03 | - |
| 2025 | 16.76 | 31.14 | 1.86 | + |
| Metric | 11395466:btcusd:triple_med_gx:lsma40_115 | 11395466:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 14.99% | 31.46% |
| 6M | 32.56% | 12.77% |
| YTD | 31.14% | 16.76% |
| 1Y | 28.88% | 56.84% |
| 3Y (ann.) | 28.82% | 59.12% |
| 5Y (ann.) | 28.82% | 59.12% |
| Metric | 11395466:btcusd:triple_med_gx:lsma40_115 | 11395466:BTCUSD |
|---|---|---|
| Max Drawdown | -29.37% | -29.51% |
| Longest DD Days | 196.0 | 144.0 |
| Avg. Drawdown | -3.72% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 1.01 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-25 | -29.37 | 196 |
| 2025-03-03 | 2025-03-12 | -11.01 | 9 |
| 2025-04-06 | 2025-04-11 | -8.74 | 5 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-19 | 2025-06-09 | -5.95 | 21 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| 2024-06-05 | 2024-06-11 | -1.21 | 6 |
| 2025-05-06 | 2025-05-06 | -0.99 | 0 |
| 2025-05-07 | 2025-05-08 | -0.78 | 0 |
| Metric | 11395466:btcusd:triple_med_gx:lsma40_115 | 11395466:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.02% | 18.93% |
| Worst Week | -8.73% | -12.33% |
| Best Month | 13.54% | 37.42% |
| Worst Month | -10.59% | -17.69% |
| Best Year | 31.14% | 38.02% |
| Worst Year | -1.08% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 3.49% | 4.1% |
| Avg. Down Week | -3.25% | -4.5% |
| Avg. Up Month | 4.56% | 12.93% |
| Avg. Down Month | -6.47% | -11.25% |
| Win Days % | 50.77% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 65.71% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |