| Metric | 11397855:btcusd:triple_med_gx:lsma40_125 | 11397855:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 24.8% | 61.16% |
| Max Drawdown | -12.76% | -29.51% |
| Sharpe | 0.57 | 0.59 |
| Sortino | 0.96 | 0.85 |
| Payoff Ratio | 1.27 | 1.19 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 1.81 | 1.07 |
| CPC Index | 0.74 | 0.67 |
| Tail Ratio | 1.48 | 0.98 |
| Outlier Win Ratio | 27.8 | 3.09 |
| Outlier Loss Ratio | 4.14 | 3.0 |
| Volatility (ann.) | 10.3% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.89 | 2.0 |
| Skew | 3.86 | 0.21 |
| Kurtosis | 76.21 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.72% | 3.74% |
| Expected Yearly % | 11.72% | 26.95% |
| Kelly Criterion | 6.24% | 11.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.13% |
| Expected Shortfall (cVaR) | -0.87% | -2.13% |
| Year | 11397855:BTCUSD | 11397855:btcusd:triple_med_gx:lsma40_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.00 | 0.29 | - |
| 2025 | 16.76 | 12.44 | 0.74 | - |
| Metric | 11397855:btcusd:triple_med_gx:lsma40_125 | 11397855:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 12.65% | 31.46% |
| 6M | 13.81% | 12.77% |
| YTD | 12.44% | 16.76% |
| 1Y | 20.58% | 56.84% |
| 3Y (ann.) | 24.07% | 59.12% |
| 5Y (ann.) | 24.07% | 59.12% |
| Metric | 11397855:btcusd:triple_med_gx:lsma40_125 | 11397855:BTCUSD |
|---|---|---|
| Max Drawdown | -12.76% | -29.51% |
| Longest DD Days | 133.0 | 144.0 |
| Avg. Drawdown | -3.29% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.94 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-05-08 | -12.76 | 133 |
| 2024-09-03 | 2024-11-06 | -9.55 | 64 |
| 2024-11-29 | 2024-12-25 | -6.36 | 26 |
| 2024-06-17 | 2024-08-08 | -6.01 | 52 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-09 | 2025-05-21 | -3.92 | 12 |
| 2024-08-09 | 2024-09-02 | -2.99 | 24 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2025-06-08 | 2025-06-09 | -0.67 | 0 |
| Metric | 11397855:btcusd:triple_med_gx:lsma40_125 | 11397855:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.16% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 10.1% | 37.42% |
| Worst Month | -5.72% | -17.69% |
| Best Year | 12.44% | 38.02% |
| Worst Year | 11.0% | 16.76% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.67% | -0.74% |
| Avg. Up Week | 3.15% | 4.75% |
| Avg. Down Week | -1.89% | -3.96% |
| Avg. Up Month | 3.74% | 13.47% |
| Avg. Down Month | -4.11% | -10.46% |
| Win Days % | 47.52% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 51.52% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |