| Metric | 11403735:btcusd:triple_med_gx:lsma40_140 | 11403735:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 46.83% | 61.16% |
| Max Drawdown | -19.19% | -29.51% |
| Sharpe | 0.67 | 0.59 |
| Sortino | 1.05 | 0.85 |
| Payoff Ratio | 1.13 | 1.13 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.71 | 0.64 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 18.69 | 3.84 |
| Outlier Loss Ratio | 3.71 | 3.57 |
| Volatility (ann.) | 15.8% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 2.36 | 2.0 |
| Skew | 1.42 | 0.21 |
| Kurtosis | 40.59 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.0% | 3.74% |
| Expected Yearly % | 21.17% | 26.95% |
| Kelly Criterion | 7.73% | 9.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.13% |
| Expected Shortfall (cVaR) | -1.33% | -2.13% |
| Year | 11403735:BTCUSD | 11403735:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.05 | 0.37 | - |
| 2025 | 16.76 | 28.74 | 1.71 | + |
| Metric | 11403735:btcusd:triple_med_gx:lsma40_140 | 11403735:BTCUSD |
|---|---|---|
| MTD | 1.25% | 4.16% |
| 3M | 15.03% | 31.46% |
| 6M | 22.81% | 12.77% |
| YTD | 28.74% | 16.76% |
| 1Y | 40.34% | 56.84% |
| 3Y (ann.) | 45.33% | 59.12% |
| 5Y (ann.) | 45.33% | 59.12% |
| Metric | 11403735:btcusd:triple_med_gx:lsma40_140 | 11403735:BTCUSD |
|---|---|---|
| Max Drawdown | -19.19% | -29.51% |
| Longest DD Days | 146.0 | 144.0 |
| Avg. Drawdown | -3.35% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 2.44 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-11-06 | -19.19 | 146 |
| 2025-03-03 | 2025-04-08 | -11.01 | 36 |
| 2024-12-05 | 2025-03-01 | -9.28 | 85 |
| 2025-05-23 | 2025-06-11 | -6.86 | 19 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 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 |
| 2025-04-11 | 2025-05-18 | -1.66 | 36 |
| 2024-06-05 | 2024-06-12 | -1.20 | 6 |
| Metric | 11403735:btcusd:triple_med_gx:lsma40_140 | 11403735:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.56% | 18.93% |
| Worst Week | -4.79% | -12.33% |
| Best Month | 13.21% | 37.42% |
| Worst Month | -1.89% | -17.69% |
| Best Year | 28.74% | 38.02% |
| Worst Year | 14.05% | 16.76% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.87% | -0.88% |
| Avg. Up Week | 4.05% | 3.84% |
| Avg. Down Week | -2.57% | -4.07% |
| Avg. Up Month | 5.96% | 13.98% |
| Avg. Down Month | -0.77% | -5.98% |
| Win Days % | 50.98% | 51.86% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 61.29% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |