| Metric | 11400423:btcusd:triple_med_gx:lsma40_130 | 11400423:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 55.08% | 61.16% |
| Max Drawdown | -25.75% | -29.51% |
| Sharpe | 0.76 | 0.59 |
| Sortino | 1.19 | 0.85 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | 1.63 | 1.07 |
| CPC Index | 0.73 | 0.63 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 17.96 | 3.75 |
| Outlier Loss Ratio | 3.8 | 3.57 |
| Volatility (ann.) | 15.59% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.07 | 2.0 |
| Skew | 1.34 | 0.21 |
| Kurtosis | 41.93 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.43% | 3.74% |
| Expected Yearly % | 24.53% | 26.95% |
| Kelly Criterion | 8.55% | 8.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.13% |
| Expected Shortfall (cVaR) | -1.31% | -2.13% |
| Year | 11400423:BTCUSD | 11400423:btcusd:triple_med_gx:lsma40_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.84 | 0.07 | - |
| 2025 | 16.76 | 50.80 | 3.03 | + |
| Metric | 11400423:btcusd:triple_med_gx:lsma40_130 | 11400423:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 31.06% | 31.46% |
| 6M | 53.72% | 12.77% |
| YTD | 50.8% | 16.76% |
| 1Y | 54.78% | 56.84% |
| 3Y (ann.) | 53.27% | 59.12% |
| 5Y (ann.) | 53.27% | 59.12% |
| Metric | 11400423:btcusd:triple_med_gx:lsma40_130 | 11400423:BTCUSD |
|---|---|---|
| Max Drawdown | -25.75% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -3.07% | -4.82% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 2.14 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-11 | -25.75 | 182 |
| 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 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-05-30 | 2025-06-08 | -4.29 | 9 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-12 | 2024-12-24 | -1.71 | 12 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| Metric | 11400423:btcusd:triple_med_gx:lsma40_130 | 11400423:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.02% | 18.93% |
| Worst Week | -7.97% | -12.33% |
| Best Month | 14.08% | 37.42% |
| Worst Month | -7.86% | -17.69% |
| Best Year | 50.8% | 38.02% |
| Worst Year | 2.84% | 16.76% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 3.91% | 3.99% |
| Avg. Down Week | -2.71% | -4.06% |
| Avg. Up Month | 7.12% | 14.57% |
| Avg. Down Month | -4.32% | -11.25% |
| Win Days % | 51.59% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 64.71% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |