| Metric | 11402960:btcusd:triple_med_gx:lsma40_140 | 11402960:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 13.47% | 61.16% |
| Max Drawdown | -13.35% | -29.51% |
| Sharpe | 0.33 | 0.59 |
| Sortino | 0.53 | 0.85 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.65 | 1.07 |
| CPC Index | 0.62 | 0.69 |
| Tail Ratio | 1.48 | 0.98 |
| Outlier Win Ratio | 26.97 | 3.37 |
| Outlier Loss Ratio | 4.2 | 3.12 |
| Volatility (ann.) | 11.01% | 25.19% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.98 | 2.0 |
| Skew | 2.79 | 0.21 |
| Kurtosis | 58.5 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.98% | 3.74% |
| Expected Yearly % | 6.52% | 26.95% |
| Kelly Criterion | -0.53% | 12.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.13% |
| Expected Shortfall (cVaR) | -0.94% | -2.13% |
| Year | 11402960:BTCUSD | 11402960:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.09 | -0.11 | - |
| 2025 | 16.76 | 18.30 | 1.09 | + |
| Metric | 11402960:btcusd:triple_med_gx:lsma40_140 | 11402960:BTCUSD |
|---|---|---|
| MTD | 2.51% | 4.16% |
| 3M | 1.81% | 31.46% |
| 6M | 15.57% | 12.77% |
| YTD | 18.3% | 16.76% |
| 1Y | 10.02% | 56.84% |
| 3Y (ann.) | 13.09% | 59.12% |
| 5Y (ann.) | 13.09% | 59.12% |
| Metric | 11402960:btcusd:triple_med_gx:lsma40_140 | 11402960:BTCUSD |
|---|---|---|
| Max Drawdown | -13.35% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -3.91% | -4.82% |
| Avg. Drawdown Days | 35.0 | 14.0 |
| Recovery Factor | 1.01 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-12 | 2025-06-02 | -13.35 | 82 |
| 2024-08-09 | 2025-03-05 | -12.30 | 208 |
| 2024-06-15 | 2024-08-08 | -6.60 | 54 |
| 2025-06-03 | 2025-06-09 | -4.20 | 5 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| 2024-06-01 | 2024-06-04 | -0.80 | 3 |
| 2025-06-03 | 2025-06-03 | -0.52 | 0 |
| 2024-06-14 | 2024-06-14 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11402960:btcusd:triple_med_gx:lsma40_140 | 11402960:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 15.8% | 18.93% |
| Worst Week | -4.92% | -12.33% |
| Best Month | 10.33% | 37.42% |
| Worst Month | -6.89% | -17.69% |
| Best Year | 18.3% | 38.02% |
| Worst Year | -4.09% | 16.76% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.83% | 5.74% |
| Avg. Down Week | -2.69% | -3.48% |
| Avg. Up Month | 4.55% | 8.97% |
| Avg. Down Month | -5.82% | -10.46% |
| Win Days % | 44.13% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |