| Metric | 11400534:btcusd:triple_med_gx:lsma40_130 | 11400534:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 47.81% | 61.16% |
| Max Drawdown | -21.53% | -29.51% |
| Sharpe | 0.72 | 0.59 |
| Sortino | 1.09 | 0.85 |
| Payoff Ratio | 1.19 | 1.13 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 1.64 | 1.07 |
| CPC Index | 0.74 | 0.65 |
| Tail Ratio | 1.33 | 0.98 |
| Outlier Win Ratio | 16.81 | 3.47 |
| Outlier Loss Ratio | 3.97 | 3.5 |
| Volatility (ann.) | 14.66% | 25.19% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.15 | 2.0 |
| Skew | 0.47 | 0.21 |
| Kurtosis | 38.27 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.05% | 3.74% |
| Expected Yearly % | 21.58% | 26.95% |
| Kelly Criterion | 8.27% | 9.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.13% |
| Expected Shortfall (cVaR) | -1.23% | -2.13% |
| Year | 11400534:BTCUSD | 11400534:btcusd:triple_med_gx:lsma40_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.74 | 0.07 | - |
| 2025 | 16.76 | 43.87 | 2.62 | + |
| Metric | 11400534:btcusd:triple_med_gx:lsma40_130 | 11400534:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 29.23% | 31.46% |
| 6M | 44.12% | 12.77% |
| YTD | 43.87% | 16.76% |
| 1Y | 48.52% | 56.84% |
| 3Y (ann.) | 46.28% | 59.12% |
| 5Y (ann.) | 46.28% | 59.12% |
| Metric | 11400534:btcusd:triple_med_gx:lsma40_130 | 11400534:BTCUSD |
|---|---|---|
| Max Drawdown | -21.53% | -29.51% |
| Longest DD Days | 156.0 | 144.0 |
| Avg. Drawdown | -2.8% | -4.82% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 2.22 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-02 | 2024-11-06 | -21.53 | 156 |
| 2024-12-05 | 2024-12-25 | -7.93 | 20 |
| 2024-12-26 | 2025-01-30 | -6.93 | 35 |
| 2025-01-30 | 2025-03-05 | -6.20 | 34 |
| 2025-03-15 | 2025-04-09 | -5.13 | 24 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2024-11-07 | 2024-12-04 | -3.42 | 27 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11400534:btcusd:triple_med_gx:lsma40_130 | 11400534:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.28% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 15.85% | 37.42% |
| Worst Month | -10.26% | -17.69% |
| Best Year | 43.87% | 38.02% |
| Worst Year | 2.74% | 16.76% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 3.81% | 3.97% |
| Avg. Down Week | -3.29% | -3.99% |
| Avg. Up Month | 6.48% | 12.23% |
| Avg. Down Month | -4.54% | -9.25% |
| Win Days % | 50.2% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 63.64% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |