| Metric | 11395576:btcusd:triple_med_gx:lsma40_115 | 11395576:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 57.97% | 61.16% |
| Max Drawdown | -27.12% | -29.51% |
| Sharpe | 0.77 | 0.59 |
| Sortino | 1.19 | 0.85 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.73 | 0.63 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 15.55 | 3.79 |
| Outlier Loss Ratio | 3.87 | 3.56 |
| Volatility (ann.) | 16.21% | 25.19% |
| R^2 | 0.41 | 0.41 |
| Calmar | 2.07 | 2.0 |
| Skew | 1.23 | 0.21 |
| Kurtosis | 35.76 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.58% | 3.74% |
| Expected Yearly % | 25.68% | 26.95% |
| Kelly Criterion | 8.38% | 8.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.13% |
| Expected Shortfall (cVaR) | -1.36% | -2.13% |
| Year | 11395576:BTCUSD | 11395576:btcusd:triple_med_gx:lsma40_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.03 | 0.13 | - |
| 2025 | 16.76 | 50.40 | 3.01 | + |
| Metric | 11395576:btcusd:triple_med_gx:lsma40_115 | 11395576:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 29.19% | 31.46% |
| 6M | 56.75% | 12.77% |
| YTD | 50.4% | 16.76% |
| 1Y | 63.13% | 56.84% |
| 3Y (ann.) | 56.05% | 59.12% |
| 5Y (ann.) | 56.05% | 59.12% |
| Metric | 11395576:btcusd:triple_med_gx:lsma40_115 | 11395576:BTCUSD |
|---|---|---|
| Max Drawdown | -27.12% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -3.55% | -4.82% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 2.14 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -27.12 | 153 |
| 2025-03-03 | 2025-04-07 | -11.01 | 35 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-27 | -6.93 | 32 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2024-11-07 | 2024-12-04 | -3.74 | 27 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-02-06 | 2025-03-02 | -3.22 | 24 |
| Metric | 11395576:btcusd:triple_med_gx:lsma40_115 | 11395576:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.13% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 13.52% | 37.42% |
| Worst Month | -12.87% | -17.69% |
| Best Year | 50.4% | 38.02% |
| Worst Year | 5.03% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 4.09% | 4.2% |
| Avg. Down Week | -2.5% | -4.25% |
| Avg. Up Month | 7.63% | 12.23% |
| Avg. Down Month | -8.11% | -11.25% |
| Win Days % | 50.91% | 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% |