| Metric | 11401203:btcusd:triple_med_gx:lsma40_135 | 11401203:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 15.61% | 61.16% |
| Max Drawdown | -12.97% | -29.51% |
| Sharpe | 0.38 | 0.59 |
| Sortino | 0.61 | 0.85 |
| Payoff Ratio | 1.27 | 1.26 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.7 | 1.07 |
| CPC Index | 0.64 | 0.72 |
| Tail Ratio | 1.5 | 0.98 |
| Outlier Win Ratio | 28.21 | 3.4 |
| Outlier Loss Ratio | 4.19 | 3.12 |
| Volatility (ann.) | 10.86% | 25.19% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.17 | 2.0 |
| Skew | 3.07 | 0.21 |
| Kurtosis | 60.78 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.12% | 3.74% |
| Expected Yearly % | 7.52% | 26.95% |
| Kelly Criterion | 0.11% | 13.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.13% |
| Expected Shortfall (cVaR) | -0.92% | -2.13% |
| Year | 11401203:BTCUSD | 11401203:btcusd:triple_med_gx:lsma40_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.08 | -0.13 | - |
| 2025 | 16.76 | 21.80 | 1.30 | + |
| Metric | 11401203:btcusd:triple_med_gx:lsma40_135 | 11401203:BTCUSD |
|---|---|---|
| MTD | 3.4% | 4.16% |
| 3M | 6.14% | 31.46% |
| 6M | 15.55% | 12.77% |
| YTD | 21.8% | 16.76% |
| 1Y | 13.18% | 56.84% |
| 3Y (ann.) | 15.17% | 59.12% |
| 5Y (ann.) | 15.17% | 59.12% |
| Metric | 11401203:btcusd:triple_med_gx:lsma40_135 | 11401203:BTCUSD |
|---|---|---|
| Max Drawdown | -12.97% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -3.85% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 1.2 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-05-21 | -12.97 | 76 |
| 2024-08-09 | 2025-03-05 | -11.82 | 208 |
| 2024-06-15 | 2024-08-08 | -7.41 | 54 |
| 2025-06-03 | 2025-06-09 | -4.20 | 5 |
| 2024-06-01 | 2024-06-04 | -0.80 | 3 |
| 2025-06-03 | 2025-06-03 | -0.52 | 0 |
| 2024-06-05 | 2024-06-14 | -0.42 | 9 |
| 2025-06-02 | 2025-06-02 | -0.18 | 0 |
| 2025-03-05 | 2025-03-05 | -0.14 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11401203:btcusd:triple_med_gx:lsma40_135 | 11401203:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 15.24% | 18.93% |
| Worst Week | -5.65% | -12.33% |
| Best Month | 13.84% | 37.42% |
| Worst Month | -9.58% | -17.69% |
| Best Year | 21.8% | 38.02% |
| Worst Year | -5.08% | 16.76% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 4.73% | 6.1% |
| Avg. Down Week | -2.63% | -3.48% |
| Avg. Up Month | 4.24% | 8.64% |
| Avg. Down Month | -6.6% | -10.46% |
| Win Days % | 44.12% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |