| Metric | 11398791:btcusd:triple_med_gx:lsma40_125 | 11398791:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 43.62% | 61.16% |
| Max Drawdown | -25.58% | -29.51% |
| Sharpe | 0.63 | 0.59 |
| Sortino | 0.98 | 0.85 |
| Payoff Ratio | 1.14 | 1.13 |
| Profit Factor | 1.21 | 1.1 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.69 | 0.64 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 17.42 | 3.76 |
| Outlier Loss Ratio | 3.85 | 3.6 |
| Volatility (ann.) | 15.83% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.65 | 2.0 |
| Skew | 1.28 | 0.21 |
| Kurtosis | 39.6 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.82% | 3.74% |
| Expected Yearly % | 19.84% | 26.95% |
| Kelly Criterion | 6.2% | 9.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.13% |
| Expected Shortfall (cVaR) | -1.34% | -2.13% |
| Year | 11398791:BTCUSD | 11398791:btcusd:triple_med_gx:lsma40_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.07 | -0.03 | - |
| 2025 | 16.76 | 45.18 | 2.70 | + |
| Metric | 11398791:btcusd:triple_med_gx:lsma40_125 | 11398791:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 30.88% | 31.46% |
| 6M | 50.54% | 12.77% |
| YTD | 45.18% | 16.76% |
| 1Y | 47.16% | 56.84% |
| 3Y (ann.) | 42.24% | 59.12% |
| 5Y (ann.) | 42.24% | 59.12% |
| Metric | 11398791:btcusd:triple_med_gx:lsma40_125 | 11398791:BTCUSD |
|---|---|---|
| Max Drawdown | -25.58% | -29.51% |
| Longest DD Days | 194.0 | 144.0 |
| Avg. Drawdown | -3.95% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 1.71 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-24 | -25.58 | 194 |
| 2025-03-03 | 2025-03-12 | -11.01 | 9 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2025-05-22 | 2025-06-09 | -4.47 | 18 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-06-07 | 2024-06-12 | -3.14 | 5 |
| 2025-04-13 | 2025-05-08 | -1.78 | 25 |
| Metric | 11398791:btcusd:triple_med_gx:lsma40_125 | 11398791:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.31% | 18.93% |
| Worst Week | -7.82% | -12.33% |
| Best Month | 12.48% | 37.42% |
| Worst Month | -8.69% | -17.69% |
| Best Year | 45.18% | 38.02% |
| Worst Year | -1.07% | 16.76% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 3.76% | 3.6% |
| Avg. Down Week | -2.65% | -4.14% |
| Avg. Up Month | 6.09% | 12.93% |
| Avg. Down Month | -5.64% | -11.25% |
| Win Days % | 50.1% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 57.58% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |