| Metric | 11371005:btcusd:triple_med_gx:lsma40_15 | 11371005:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 16.0% | 79.62% |
| Max Drawdown | -14.27% | -29.51% |
| Sharpe | 0.39 | 0.65 |
| Sortino | 0.61 | 0.96 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.16 | 1.11 |
| Common Sense Ratio | 1.95 | 1.08 |
| CPC Index | 0.65 | 0.68 |
| Tail Ratio | 1.67 | 0.98 |
| Outlier Win Ratio | 33.53 | 3.17 |
| Outlier Loss Ratio | 3.87 | 3.03 |
| Volatility (ann.) | 9.8% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.99 | 2.33 |
| Skew | 3.19 | 0.2 |
| Kurtosis | 86.7 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.07% | 4.27% |
| Expected Yearly % | 7.7% | 34.02% |
| Kelly Criterion | 2.19% | 11.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.07% |
| Expected Shortfall (cVaR) | -0.83% | -2.07% |
| Year | 11371005:BTCUSD | 11371005:btcusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.09 | 0.13 | - |
| 2025 | 30.14 | 10.38 | 0.34 | - |
| Metric | 11371005:btcusd:triple_med_gx:lsma40_15 | 11371005:BTCUSD |
|---|---|---|
| MTD | -1.3% | 13.36% |
| 3M | 8.98% | 45.08% |
| 6M | 6.59% | 28.47% |
| YTD | 10.38% | 30.14% |
| 1Y | 16.96% | 105.13% |
| 3Y (ann.) | 14.2% | 68.87% |
| 5Y (ann.) | 14.2% | 68.87% |
| Metric | 11371005:btcusd:triple_med_gx:lsma40_15 | 11371005:BTCUSD |
|---|---|---|
| Max Drawdown | -14.27% | -29.51% |
| Longest DD Days | 78.0 | 144.0 |
| Avg. Drawdown | -3.1% | -4.58% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 1.12 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-05-20 | -14.27 | 78 |
| 2025-01-16 | 2025-03-02 | -7.65 | 45 |
| 2024-11-23 | 2024-12-16 | -6.10 | 23 |
| 2024-12-26 | 2025-01-15 | -5.58 | 20 |
| 2024-07-10 | 2024-08-08 | -5.53 | 29 |
| 2025-06-03 | 2025-07-14 | -4.20 | 40 |
| 2024-06-17 | 2024-07-09 | -4.14 | 22 |
| 2024-08-09 | 2024-10-07 | -3.40 | 59 |
| 2024-10-07 | 2024-10-29 | -2.99 | 21 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| Metric | 11371005:btcusd:triple_med_gx:lsma40_15 | 11371005:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.43% | 18.93% |
| Worst Week | -4.2% | -12.33% |
| Best Month | 6.67% | 37.42% |
| Worst Month | -2.32% | -17.69% |
| Best Year | 10.38% | 38.02% |
| Worst Year | 5.09% | 30.14% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 2.09% | 5.76% |
| Avg. Down Week | -1.74% | -4.22% |
| Avg. Up Month | 3.84% | 16.65% |
| Avg. Down Month | -1.4% | -7.59% |
| Win Days % | 46.42% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 52.5% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |