| Metric | 11395521:btcusd:triple_med_gx:lsma40_115 | 11395521:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 38.94% | 61.16% |
| Max Drawdown | -29.33% | -29.51% |
| Sharpe | 0.57 | 0.59 |
| Sortino | 0.87 | 0.85 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 16.05 | 3.79 |
| Outlier Loss Ratio | 3.77 | 3.61 |
| Volatility (ann.) | 16.27% | 25.19% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.29 | 2.0 |
| Skew | 1.15 | 0.21 |
| Kurtosis | 35.39 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.56% | 3.74% |
| Expected Yearly % | 17.87% | 26.95% |
| Kelly Criterion | 5.62% | 7.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.13% |
| Expected Shortfall (cVaR) | -1.38% | -2.13% |
| Year | 11395521:BTCUSD | 11395521:btcusd:triple_med_gx:lsma40_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.42 | 0.01 | - |
| 2025 | 16.76 | 38.35 | 2.29 | + |
| Metric | 11395521:btcusd:triple_med_gx:lsma40_115 | 11395521:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 18.22% | 31.46% |
| 6M | 42.32% | 12.77% |
| YTD | 38.35% | 16.76% |
| 1Y | 41.16% | 56.84% |
| 3Y (ann.) | 37.73% | 59.12% |
| 5Y (ann.) | 37.73% | 59.12% |
| Metric | 11395521:btcusd:triple_med_gx:lsma40_115 | 11395521:BTCUSD |
|---|---|---|
| Max Drawdown | -29.33% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.31% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.33 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-05 | -29.33 | 175 |
| 2025-03-03 | 2025-03-12 | -11.01 | 9 |
| 2025-03-15 | 2025-04-11 | -8.39 | 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 | -4.65 | 21 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-02-06 | 2025-03-02 | -3.44 | 24 |
| 2024-06-07 | 2024-06-12 | -3.14 | 5 |
| 2025-01-28 | 2025-02-06 | -2.24 | 9 |
| Metric | 11395521:btcusd:triple_med_gx:lsma40_115 | 11395521:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.75% | 18.93% |
| Worst Week | -6.1% | -12.33% |
| Best Month | 12.36% | 37.42% |
| Worst Month | -10.38% | -17.69% |
| Best Year | 38.35% | 38.02% |
| Worst Year | 0.42% | 16.76% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 4.28% | 3.95% |
| Avg. Down Week | -2.67% | -4.5% |
| Avg. Up Month | 5.88% | 13.54% |
| Avg. Down Month | -6.48% | -11.25% |
| Win Days % | 50.28% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |