| Metric | 11402148:btcusd:triple_med_gx:lsma40_135 | 11402148:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 42.37% | 61.16% |
| Max Drawdown | -25.19% | -29.51% |
| Sharpe | 0.63 | 0.59 |
| Sortino | 0.98 | 0.85 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 1.54 | 1.07 |
| CPC Index | 0.7 | 0.65 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 18.7 | 3.75 |
| Outlier Loss Ratio | 3.81 | 3.6 |
| Volatility (ann.) | 15.52% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.63 | 2.0 |
| Skew | 1.35 | 0.21 |
| Kurtosis | 42.79 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.75% | 3.74% |
| Expected Yearly % | 19.32% | 26.95% |
| Kelly Criterion | 6.87% | 9.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.13% |
| Expected Shortfall (cVaR) | -1.31% | -2.13% |
| Year | 11402148:BTCUSD | 11402148:btcusd:triple_med_gx:lsma40_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.93 | 0.08 | - |
| 2025 | 16.76 | 38.32 | 2.29 | + |
| Metric | 11402148:btcusd:triple_med_gx:lsma40_135 | 11402148:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 21.22% | 31.46% |
| 6M | 39.45% | 12.77% |
| YTD | 38.32% | 16.76% |
| 1Y | 42.57% | 56.84% |
| 3Y (ann.) | 41.04% | 59.12% |
| 5Y (ann.) | 41.04% | 59.12% |
| Metric | 11402148:btcusd:triple_med_gx:lsma40_135 | 11402148:BTCUSD |
|---|---|---|
| Max Drawdown | -25.19% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.83% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 1.68 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-05 | -25.19 | 175 |
| 2025-03-03 | 2025-03-12 | -11.01 | 9 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2025-03-15 | 2025-04-09 | -4.99 | 24 |
| 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 |
| 2024-12-12 | 2024-12-24 | -3.80 | 12 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11402148:btcusd:triple_med_gx:lsma40_135 | 11402148:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.06% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 13.54% | 37.42% |
| Worst Month | -8.16% | -17.69% |
| Best Year | 38.32% | 38.02% |
| Worst Year | 2.93% | 16.76% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 3.78% | 3.82% |
| Avg. Down Week | -2.25% | -4.82% |
| Avg. Up Month | 4.31% | 12.23% |
| Avg. Down Month | -4.81% | -11.25% |
| Win Days % | 50.22% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |