| Metric | 11403016:btcusd:triple_med_gx:lsma35_140 | 11403016:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 22.73% | 61.16% |
| Max Drawdown | -12.19% | -29.51% |
| Sharpe | 0.51 | 0.59 |
| Sortino | 0.83 | 0.85 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.81 | 1.07 |
| CPC Index | 0.69 | 0.69 |
| Tail Ratio | 1.53 | 0.98 |
| Outlier Win Ratio | 26.71 | 3.39 |
| Outlier Loss Ratio | 4.04 | 3.09 |
| Volatility (ann.) | 11.02% | 25.19% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.81 | 2.0 |
| Skew | 3.16 | 0.21 |
| Kurtosis | 59.6 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.59% | 3.74% |
| Expected Yearly % | 10.78% | 26.95% |
| Kelly Criterion | 4.17% | 11.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.13% |
| Expected Shortfall (cVaR) | -0.93% | -2.13% |
| Year | 11403016:BTCUSD | 11403016:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.64 | 0.10 | - |
| 2025 | 16.76 | 18.43 | 1.10 | + |
| Metric | 11403016:btcusd:triple_med_gx:lsma35_140 | 11403016:BTCUSD |
|---|---|---|
| MTD | 1.77% | 4.16% |
| 3M | 13.31% | 31.46% |
| 6M | 19.31% | 12.77% |
| YTD | 18.43% | 16.76% |
| 1Y | 17.2% | 56.84% |
| 3Y (ann.) | 22.06% | 59.12% |
| 5Y (ann.) | 22.06% | 59.12% |
| Metric | 11403016:btcusd:triple_med_gx:lsma35_140 | 11403016:BTCUSD |
|---|---|---|
| Max Drawdown | -12.19% | -29.51% |
| Longest DD Days | 272.0 | 144.0 |
| Avg. Drawdown | -2.87% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 1.86 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-05-08 | -12.19 | 272 |
| 2024-06-05 | 2024-08-08 | -9.29 | 63 |
| 2025-05-29 | 2025-06-09 | -5.31 | 11 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2025-05-09 | 2025-05-18 | -0.65 | 9 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| Metric | 11403016:btcusd:triple_med_gx:lsma35_140 | 11403016:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 9.31% | 18.93% |
| Worst Week | -5.4% | -12.33% |
| Best Month | 8.43% | 37.42% |
| Worst Month | -7.21% | -17.69% |
| Best Year | 18.43% | 38.02% |
| Worst Year | 3.64% | 16.76% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 3.2% | 6.11% |
| Avg. Down Week | -2.47% | -3.98% |
| Avg. Up Month | 3.39% | 8.85% |
| Avg. Down Month | -3.19% | -9.42% |
| Win Days % | 47.03% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 55.88% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |