| Metric | 11402259:btcusd:triple_med_gx:lsma40_135 | 11402259:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 59.0% | 61.16% |
| Max Drawdown | -19.45% | -29.51% |
| Sharpe | 0.87 | 0.59 |
| Sortino | 1.35 | 0.85 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | 1.83 | 1.07 |
| CPC Index | 0.81 | 0.69 |
| Tail Ratio | 1.41 | 0.98 |
| Outlier Win Ratio | 17.68 | 3.47 |
| Outlier Loss Ratio | 4.07 | 3.47 |
| Volatility (ann.) | 14.12% | 25.19% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.93 | 2.0 |
| Skew | 0.8 | 0.21 |
| Kurtosis | 43.01 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.63% | 3.74% |
| Expected Yearly % | 26.1% | 26.95% |
| Kelly Criterion | 10.32% | 12.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.13% |
| Expected Shortfall (cVaR) | -1.18% | -2.13% |
| Year | 11402259:BTCUSD | 11402259:btcusd:triple_med_gx:lsma40_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.34 | 0.30 | - |
| 2025 | 16.76 | 42.81 | 2.55 | + |
| Metric | 11402259:btcusd:triple_med_gx:lsma40_135 | 11402259:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 26.89% | 31.46% |
| 6M | 45.3% | 12.77% |
| YTD | 42.81% | 16.76% |
| 1Y | 58.75% | 56.84% |
| 3Y (ann.) | 57.05% | 59.12% |
| 5Y (ann.) | 57.05% | 59.12% |
| Metric | 11402259:btcusd:triple_med_gx:lsma40_135 | 11402259:BTCUSD |
|---|---|---|
| Max Drawdown | -19.45% | -29.51% |
| Longest DD Days | 147.0 | 144.0 |
| Avg. Drawdown | -2.43% | -4.82% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 3.03 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-05 | -19.45 | 147 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2024-12-26 | 2025-03-05 | -6.93 | 69 |
| 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 | -3.62 | 27 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-03-06 | 2025-03-12 | -2.36 | 6 |
| 2025-04-13 | 2025-05-10 | -1.54 | 27 |
| Metric | 11402259:btcusd:triple_med_gx:lsma40_135 | 11402259:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.13% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 11.61% | 37.42% |
| Worst Month | -9.68% | -17.69% |
| Best Year | 42.81% | 38.02% |
| Worst Year | 11.34% | 16.76% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.81% | 3.82% |
| Avg. Down Week | -3.02% | -4.33% |
| Avg. Up Month | 5.89% | 12.23% |
| Avg. Down Month | -5.36% | -12.52% |
| Win Days % | 50.54% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 62.5% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |