| Metric | 11403679:btcusd:triple_med_gx:lsma40_140 | 11403679:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 43.79% | 61.16% |
| Max Drawdown | -20.13% | -29.51% |
| Sharpe | 0.65 | 0.59 |
| Sortino | 1.02 | 0.85 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 1.44 | 1.07 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 19.36 | 3.84 |
| Outlier Loss Ratio | 3.75 | 3.52 |
| Volatility (ann.) | 15.51% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.11 | 2.0 |
| Skew | 1.6 | 0.21 |
| Kurtosis | 43.25 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.83% | 3.74% |
| Expected Yearly % | 19.91% | 26.95% |
| Kelly Criterion | 7.73% | 8.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.13% |
| Expected Shortfall (cVaR) | -1.31% | -2.13% |
| Year | 11403679:BTCUSD | 11403679:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.98 | 0.42 | - |
| 2025 | 16.76 | 23.98 | 1.43 | + |
| Metric | 11403679:btcusd:triple_med_gx:lsma40_140 | 11403679:BTCUSD |
|---|---|---|
| MTD | 0.85% | 4.16% |
| 3M | 14.6% | 31.46% |
| 6M | 17.79% | 12.77% |
| YTD | 23.98% | 16.76% |
| 1Y | 36.3% | 56.84% |
| 3Y (ann.) | 42.4% | 59.12% |
| 5Y (ann.) | 42.4% | 59.12% |
| Metric | 11403679:btcusd:triple_med_gx:lsma40_140 | 11403679:BTCUSD |
|---|---|---|
| Max Drawdown | -20.13% | -29.51% |
| Longest DD Days | 146.0 | 144.0 |
| Avg. Drawdown | -3.43% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 2.18 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-11-06 | -20.13 | 146 |
| 2024-12-16 | 2025-03-02 | -13.37 | 76 |
| 2025-03-03 | 2025-04-09 | -11.01 | 37 |
| 2025-05-29 | 2025-06-11 | -6.66 | 13 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-12-05 | 2024-12-15 | -2.36 | 10 |
| 2025-04-11 | 2025-05-18 | -1.71 | 36 |
| 2024-11-07 | 2024-11-29 | -1.44 | 21 |
| Metric | 11403679:btcusd:triple_med_gx:lsma40_140 | 11403679:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.31% | 18.93% |
| Worst Week | -4.79% | -12.33% |
| Best Month | 11.19% | 37.42% |
| Worst Month | -3.68% | -17.69% |
| Best Year | 23.98% | 38.02% |
| Worst Year | 15.98% | 16.76% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 4.15% | 3.88% |
| Avg. Down Week | -2.6% | -4.5% |
| Avg. Up Month | 4.22% | 12.59% |
| Avg. Down Month | -2.01% | -5.98% |
| Win Days % | 50.33% | 51.86% |
| Win Month % | 83.33% | 61.54% |
| Win Week % | 52.94% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |