| Metric | 11371000:btcusd:triple_med_gx:lsma40_15 | 11371000:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 34.83% | 79.62% |
| Max Drawdown | -10.15% | -29.51% |
| Sharpe | 0.72 | 0.65 |
| Sortino | 1.18 | 0.96 |
| Payoff Ratio | 1.25 | 1.26 |
| Profit Factor | 1.31 | 1.11 |
| Common Sense Ratio | 2.4 | 1.08 |
| CPC Index | 0.77 | 0.73 |
| Tail Ratio | 1.83 | 0.98 |
| Outlier Win Ratio | 29.86 | 3.18 |
| Outlier Loss Ratio | 4.23 | 3.04 |
| Volatility (ann.) | 9.94% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 3.02 | 2.33 |
| Skew | 3.35 | 0.2 |
| Kurtosis | 80.06 | 7.22 |
| Expected Daily % | 0.02% | 0.04% |
| Expected Monthly % | 2.16% | 4.27% |
| Expected Yearly % | 16.12% | 34.02% |
| Kelly Criterion | 4.74% | 13.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.07% |
| Expected Shortfall (cVaR) | -0.84% | -2.07% |
| Year | 11371000:BTCUSD | 11371000:btcusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.38 | 0.25 | - |
| 2025 | 30.14 | 23.27 | 0.77 | - |
| Metric | 11371000:btcusd:triple_med_gx:lsma40_15 | 11371000:BTCUSD |
|---|---|---|
| MTD | -1.17% | 13.36% |
| 3M | 12.45% | 45.08% |
| 6M | 19.33% | 28.47% |
| YTD | 23.27% | 30.14% |
| 1Y | 34.03% | 105.13% |
| 3Y (ann.) | 30.65% | 68.87% |
| 5Y (ann.) | 30.65% | 68.87% |
| Metric | 11371000:btcusd:triple_med_gx:lsma40_15 | 11371000:BTCUSD |
|---|---|---|
| Max Drawdown | -10.15% | -29.51% |
| Longest DD Days | 81.0 | 144.0 |
| Avg. Drawdown | -3.08% | -4.58% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 3.43 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2024-10-29 | -10.15 | 81 |
| 2025-03-03 | 2025-04-22 | -8.01 | 50 |
| 2025-01-16 | 2025-03-02 | -6.33 | 45 |
| 2024-11-23 | 2025-01-15 | -6.32 | 53 |
| 2024-07-10 | 2024-08-08 | -5.69 | 29 |
| 2025-06-02 | 2025-07-14 | -4.27 | 41 |
| 2024-06-16 | 2024-07-10 | -4.16 | 23 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2025-05-20 | 2025-05-20 | -1.02 | 0 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| Metric | 11371000:btcusd:triple_med_gx:lsma40_15 | 11371000:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.62% | 18.93% |
| Worst Week | -3.85% | -12.33% |
| Best Month | 9.55% | 37.42% |
| Worst Month | -2.64% | -17.69% |
| Best Year | 23.27% | 38.02% |
| Worst Year | 9.38% | 30.14% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 2.39% | 5.5% |
| Avg. Down Week | -1.74% | -4.56% |
| Avg. Up Month | 5.87% | 16.65% |
| Avg. Down Month | -1.13% | -9.42% |
| Win Days % | 47.04% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 58.14% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |