| Metric | 11403788:btcusd:triple_med_gx:lsma25_140 | 11403788:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 49.64% | 75.42% |
| Max Drawdown | -22.02% | -29.51% |
| Sharpe | 0.68 | 0.63 |
| Sortino | 1.07 | 0.92 |
| Payoff Ratio | 1.14 | 1.06 |
| Profit Factor | 1.24 | 1.11 |
| Common Sense Ratio | 1.45 | 1.06 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 1.17 | 0.96 |
| Outlier Win Ratio | 19.29 | 3.72 |
| Outlier Loss Ratio | 3.69 | 3.57 |
| Volatility (ann.) | 14.84% | 24.55% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.95 | 2.19 |
| Skew | 1.64 | 0.2 |
| Kurtosis | 46.88 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.92% | 4.1% |
| Expected Yearly % | 22.33% | 32.45% |
| Kelly Criterion | 8.24% | 6.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.07% |
| Expected Shortfall (cVaR) | -1.25% | -2.07% |
| Year | 11403788:BTCUSD | 11403788:btcusd:triple_med_gx:lsma25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.68 | 0.31 | - |
| 2025 | 27.10 | 34.00 | 1.25 | + |
| Metric | 11403788:btcusd:triple_med_gx:lsma25_140 | 11403788:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 3.76% | 41.88% |
| 6M | 31.34% | 22.91% |
| YTD | 34.0% | 27.1% |
| 1Y | 56.41% | 82.29% |
| 3Y (ann.) | 43.04% | 64.73% |
| 5Y (ann.) | 43.04% | 64.73% |
| Metric | 11403788:btcusd:triple_med_gx:lsma25_140 | 11403788:BTCUSD |
|---|---|---|
| Max Drawdown | -22.02% | -29.51% |
| Longest DD Days | 148.0 | 144.0 |
| Avg. Drawdown | -2.91% | -4.71% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 2.25 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-06 | -22.02 | 148 |
| 2024-12-12 | 2025-02-03 | -8.21 | 53 |
| 2025-05-29 | 2025-07-17 | -6.66 | 48 |
| 2024-12-05 | 2024-12-11 | -5.50 | 6 |
| 2025-02-04 | 2025-03-02 | -5.26 | 26 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2025-03-13 | 2025-04-08 | -4.38 | 26 |
| 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 |
| Metric | 11403788:btcusd:triple_med_gx:lsma25_140 | 11403788:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.31% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 16.14% | 37.42% |
| Worst Month | -9.37% | -17.69% |
| Best Year | 34.0% | 38.02% |
| Worst Year | 11.68% | 27.1% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.84% | -0.91% |
| Avg. Up Week | 3.47% | 3.78% |
| Avg. Down Week | -3.26% | -4.25% |
| Avg. Up Month | 4.69% | 13.38% |
| Avg. Down Month | -9.37% | -7.35% |
| Win Days % | 51.05% | 51.89% |
| Win Month % | 84.62% | 64.29% |
| Win Week % | 70.97% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |