| Metric | 11393882:btcusd:triple_med_gx:lsma40_110 | 11393882:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 29.6% | 61.16% |
| Max Drawdown | -29.25% | -29.51% |
| Sharpe | 0.46 | 0.59 |
| Sortino | 0.7 | 0.85 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 1.01 | 0.98 |
| Outlier Win Ratio | 15.96 | 3.84 |
| Outlier Loss Ratio | 3.66 | 3.61 |
| Volatility (ann.) | 16.64% | 25.19% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.98 | 2.0 |
| Skew | 1.09 | 0.21 |
| Kurtosis | 32.81 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.01% | 3.74% |
| Expected Yearly % | 13.84% | 26.95% |
| Kelly Criterion | 4.32% | 6.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.13% |
| Expected Shortfall (cVaR) | -1.41% | -2.13% |
| Year | 11393882:BTCUSD | 11393882:btcusd:triple_med_gx:lsma40_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.62 | 0.07 | - |
| 2025 | 16.76 | 26.29 | 1.57 | + |
| Metric | 11393882:btcusd:triple_med_gx:lsma40_110 | 11393882:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 8.61% | 31.46% |
| 6M | 26.97% | 12.77% |
| YTD | 26.29% | 16.76% |
| 1Y | 25.49% | 56.84% |
| 3Y (ann.) | 28.7% | 59.12% |
| 5Y (ann.) | 28.7% | 59.12% |
| Metric | 11393882:btcusd:triple_med_gx:lsma40_110 | 11393882:BTCUSD |
|---|---|---|
| Max Drawdown | -29.25% | -29.51% |
| Longest DD Days | 194.0 | 144.0 |
| Avg. Drawdown | -4.07% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.01 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-24 | -29.25 | 194 |
| 2025-03-03 | 2025-03-12 | -11.01 | 9 |
| 2025-03-15 | 2025-04-12 | -9.33 | 27 |
| 2025-05-19 | 2025-06-11 | -7.97 | 23 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-05-04 | 2025-05-06 | -2.53 | 2 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| 2024-06-05 | 2024-06-11 | -1.21 | 6 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11393882:btcusd:triple_med_gx:lsma40_110 | 11393882:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.05% | 18.93% |
| Worst Week | -6.66% | -12.33% |
| Best Month | 13.54% | 37.42% |
| Worst Month | -9.34% | -17.69% |
| Best Year | 26.29% | 38.02% |
| Worst Year | 2.62% | 16.76% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 3.82% | 4.26% |
| Avg. Down Week | -2.55% | -4.3% |
| Avg. Up Month | 3.37% | 13.54% |
| Avg. Down Month | -6.74% | -8.04% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 52.78% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |