| Metric | 11398957:btcusd:triple_med_gx:lsma40_125 | 11398957:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 53.02% | 61.16% |
| Max Drawdown | -21.34% | -29.51% |
| Sharpe | 0.76 | 0.59 |
| Sortino | 1.12 | 0.85 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.77 | 1.07 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.42 | 0.98 |
| Outlier Win Ratio | 15.82 | 3.48 |
| Outlier Loss Ratio | 3.96 | 3.52 |
| Volatility (ann.) | 15.18% | 25.19% |
| R^2 | 0.36 | 0.36 |
| Calmar | 2.4 | 2.0 |
| Skew | 0.19 | 0.21 |
| Kurtosis | 34.62 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.33% | 3.74% |
| Expected Yearly % | 23.7% | 26.95% |
| Kelly Criterion | 7.17% | 9.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.13% |
| Expected Shortfall (cVaR) | -1.28% | -2.13% |
| Year | 11398957:BTCUSD | 11398957:btcusd:triple_med_gx:lsma40_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.45 | 0.20 | - |
| 2025 | 16.76 | 42.41 | 2.53 | + |
| Metric | 11398957:btcusd:triple_med_gx:lsma40_125 | 11398957:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 33.04% | 31.46% |
| 6M | 42.98% | 12.77% |
| YTD | 42.41% | 16.76% |
| 1Y | 49.89% | 56.84% |
| 3Y (ann.) | 51.29% | 59.12% |
| 5Y (ann.) | 51.29% | 59.12% |
| Metric | 11398957:btcusd:triple_med_gx:lsma40_125 | 11398957:BTCUSD |
|---|---|---|
| Max Drawdown | -21.34% | -29.51% |
| Longest DD Days | 148.0 | 144.0 |
| Avg. Drawdown | -2.73% | -4.82% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 2.48 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-06 | -21.34 | 148 |
| 2024-12-21 | 2025-03-11 | -14.75 | 80 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-05-22 | 2025-06-08 | -4.27 | 17 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-01 | 2024-12-04 | -2.89 | 3 |
| 2025-04-01 | 2025-04-09 | -1.87 | 7 |
| 2025-05-10 | 2025-05-18 | -1.45 | 8 |
| Metric | 11398957:btcusd:triple_med_gx:lsma40_125 | 11398957:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.8% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 12.91% | 37.42% |
| Worst Month | -6.9% | -17.69% |
| Best Year | 42.41% | 38.02% |
| Worst Year | 7.45% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 3.97% | 4.12% |
| Avg. Down Week | -2.66% | -4.47% |
| Avg. Up Month | 6.68% | 12.59% |
| Avg. Down Month | -3.34% | -9.25% |
| Win Days % | 50.39% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 56.76% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |