| Metric | 11399538:btcusd:triple_med_gx:lsma40_130 | 11399538:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 23.41% | 75.42% |
| Max Drawdown | -14.65% | -29.51% |
| Sharpe | 0.52 | 0.63 |
| Sortino | 0.86 | 0.92 |
| Payoff Ratio | 1.22 | 1.15 |
| Profit Factor | 1.21 | 1.11 |
| Common Sense Ratio | 1.84 | 1.06 |
| CPC Index | 0.71 | 0.66 |
| Tail Ratio | 1.52 | 0.96 |
| Outlier Win Ratio | 29.84 | 3.15 |
| Outlier Loss Ratio | 4.13 | 3.09 |
| Volatility (ann.) | 9.92% | 24.55% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.4 | 2.19 |
| Skew | 3.92 | 0.2 |
| Kurtosis | 81.41 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.51% | 4.1% |
| Expected Yearly % | 11.09% | 32.45% |
| Kelly Criterion | 5.63% | 10.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.07% |
| Expected Shortfall (cVaR) | -0.84% | -2.07% |
| Year | 11399538:BTCUSD | 11399538:btcusd:triple_med_gx:lsma40_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.60 | 0.23 | - |
| 2025 | 27.10 | 13.63 | 0.50 | - |
| Metric | 11399538:btcusd:triple_med_gx:lsma40_130 | 11399538:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 7.13% | 41.88% |
| 6M | 12.55% | 22.91% |
| YTD | 13.63% | 27.1% |
| 1Y | 18.19% | 82.29% |
| 3Y (ann.) | 20.53% | 64.73% |
| 5Y (ann.) | 20.53% | 64.73% |
| Metric | 11399538:btcusd:triple_med_gx:lsma40_130 | 11399538:BTCUSD |
|---|---|---|
| Max Drawdown | -14.65% | -29.51% |
| Longest DD Days | 247.0 | 144.0 |
| Avg. Drawdown | -2.48% | -4.71% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.6 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-05-08 | -14.65 | 247 |
| 2024-06-17 | 2024-07-09 | -6.01 | 22 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-09 | 2025-05-21 | -3.92 | 12 |
| 2024-08-09 | 2024-09-03 | -3.15 | 25 |
| 2025-06-20 | 2025-07-17 | -2.88 | 26 |
| 2025-06-18 | 2025-06-20 | -1.19 | 2 |
| 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 | 11399538:btcusd:triple_med_gx:lsma40_130 | 11399538:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.16% | 18.93% |
| Worst Week | -5.66% | -12.33% |
| Best Month | 9.92% | 37.42% |
| Worst Month | -4.97% | -17.69% |
| Best Year | 13.63% | 38.02% |
| Worst Year | 8.6% | 27.1% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.67% | -0.73% |
| Avg. Up Week | 2.57% | 4.43% |
| Avg. Down Week | -1.82% | -3.85% |
| Avg. Up Month | 3.01% | 13.17% |
| Avg. Down Month | -3.95% | -10.46% |
| Win Days % | 48.22% | 51.89% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 51.43% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |