| Metric | 11402371:btcusd:triple_med_gx:lsma40_135 | 11402371:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 64.66% | 61.16% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.95 | 0.59 |
| Sortino | 1.49 | 0.85 |
| Payoff Ratio | 1.2 | 1.18 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | 1.84 | 1.07 |
| CPC Index | 0.79 | 0.67 |
| Tail Ratio | 1.42 | 0.98 |
| Outlier Win Ratio | 16.71 | 3.49 |
| Outlier Loss Ratio | 4.04 | 3.47 |
| Volatility (ann.) | 13.77% | 25.19% |
| R^2 | 0.3 | 0.3 |
| Calmar | 4.46 | 2.0 |
| Skew | 1.21 | 0.21 |
| Kurtosis | 24.19 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.91% | 3.74% |
| Expected Yearly % | 28.32% | 26.95% |
| Kelly Criterion | 9.8% | 11.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.13% |
| Expected Shortfall (cVaR) | -1.15% | -2.13% |
| Year | 11402371:BTCUSD | 11402371:btcusd:triple_med_gx:lsma40_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.45 | 0.64 | - |
| 2025 | 16.76 | 32.31 | 1.93 | + |
| Metric | 11402371:btcusd:triple_med_gx:lsma40_135 | 11402371:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 20.9% | 31.46% |
| 6M | 33.01% | 12.77% |
| YTD | 32.31% | 16.76% |
| 1Y | 58.64% | 56.84% |
| 3Y (ann.) | 62.49% | 59.12% |
| 5Y (ann.) | 62.49% | 59.12% |
| Metric | 11402371:btcusd:triple_med_gx:lsma40_135 | 11402371:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 66.0 | 144.0 |
| Avg. Drawdown | -2.59% | -4.82% |
| Avg. Drawdown Days | 10.0 | 14.0 |
| Recovery Factor | 4.62 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2025-01-14 | 2025-03-06 | -10.31 | 50 |
| 2024-08-09 | 2024-10-14 | -9.70 | 66 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-21 | 2025-01-14 | -7.17 | 24 |
| 2025-04-02 | 2025-04-11 | -4.54 | 9 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-03-06 | 2025-03-11 | -1.85 | 5 |
| Metric | 11402371:btcusd:triple_med_gx:lsma40_135 | 11402371:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 15.19% | 37.42% |
| Worst Month | -6.4% | -17.69% |
| Best Year | 32.31% | 38.02% |
| Worst Year | 24.45% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 3.63% | 4.24% |
| Avg. Down Week | -2.87% | -4.76% |
| Avg. Up Month | 4.55% | 12.23% |
| Avg. Down Month | -4.01% | -12.52% |
| Win Days % | 50.72% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 59.46% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |