| Metric | 11400645:btcusd:triple_med_gx:lsma40_130 | 11400645:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 47.01% | 61.16% |
| Max Drawdown | -17.77% | -29.51% |
| Sharpe | 0.72 | 0.59 |
| Sortino | 1.06 | 0.85 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 1.74 | 1.07 |
| CPC Index | 0.7 | 0.63 |
| Tail Ratio | 1.42 | 0.98 |
| Outlier Win Ratio | 16.75 | 3.48 |
| Outlier Loss Ratio | 3.91 | 3.49 |
| Volatility (ann.) | 14.38% | 25.19% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.56 | 2.0 |
| Skew | -0.28 | 0.21 |
| Kurtosis | 34.39 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.01% | 3.74% |
| Expected Yearly % | 21.25% | 26.95% |
| Kelly Criterion | 7.45% | 8.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.13% |
| Expected Shortfall (cVaR) | -1.21% | -2.13% |
| Year | 11400645:BTCUSD | 11400645:btcusd:triple_med_gx:lsma40_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.87 | 0.36 | - |
| 2025 | 16.76 | 29.10 | 1.74 | + |
| Metric | 11400645:btcusd:triple_med_gx:lsma40_130 | 11400645:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 22.34% | 31.46% |
| 6M | 32.56% | 12.77% |
| YTD | 29.1% | 16.76% |
| 1Y | 44.82% | 56.84% |
| 3Y (ann.) | 45.51% | 59.12% |
| 5Y (ann.) | 45.51% | 59.12% |
| Metric | 11400645:btcusd:triple_med_gx:lsma40_130 | 11400645:BTCUSD |
|---|---|---|
| Max Drawdown | -17.77% | -29.51% |
| Longest DD Days | 148.0 | 144.0 |
| Avg. Drawdown | -2.6% | -4.82% |
| Avg. Drawdown Days | 10.0 | 14.0 |
| Recovery Factor | 2.64 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-06 | -17.77 | 148 |
| 2025-01-30 | 2025-03-14 | -13.60 | 43 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-21 | 2025-01-03 | -5.19 | 13 |
| 2025-04-02 | 2025-04-11 | -5.12 | 9 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-01-04 | 2025-01-13 | -3.95 | 9 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-04-13 | 2025-05-08 | -1.25 | 25 |
| Metric | 11400645:btcusd:triple_med_gx:lsma40_130 | 11400645:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.37% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 10.79% | 37.42% |
| Worst Month | -8.57% | -17.69% |
| Best Year | 29.1% | 38.02% |
| Worst Year | 13.87% | 16.76% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 3.46% | 4.24% |
| Avg. Down Week | -3.22% | -4.76% |
| Avg. Up Month | 5.7% | 12.93% |
| Avg. Down Month | -7.32% | -12.52% |
| Win Days % | 51.11% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 64.86% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |