| Metric | 11394581:btcusd:triple_med_gx:lsma40_115 | 11394581:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 13.95% | 61.16% |
| Max Drawdown | -13.32% | -29.51% |
| Sharpe | 0.36 | 0.59 |
| Sortino | 0.59 | 0.85 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.57 | 1.07 |
| CPC Index | 0.65 | 0.67 |
| Tail Ratio | 1.38 | 0.98 |
| Outlier Win Ratio | 29.46 | 3.06 |
| Outlier Loss Ratio | 4.09 | 3.0 |
| Volatility (ann.) | 10.15% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.02 | 2.0 |
| Skew | 3.93 | 0.21 |
| Kurtosis | 80.53 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.01% | 3.74% |
| Expected Yearly % | 6.75% | 26.95% |
| Kelly Criterion | 2.83% | 10.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.13% |
| Expected Shortfall (cVaR) | -0.86% | -2.13% |
| Year | 11394581:BTCUSD | 11394581:btcusd:triple_med_gx:lsma40_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.82 | 0.13 | - |
| 2025 | 16.76 | 8.72 | 0.52 | - |
| Metric | 11394581:btcusd:triple_med_gx:lsma40_115 | 11394581:BTCUSD |
|---|---|---|
| MTD | 2.37% | 4.16% |
| 3M | 9.75% | 31.46% |
| 6M | 10.05% | 12.77% |
| YTD | 8.72% | 16.76% |
| 1Y | 10.9% | 56.84% |
| 3Y (ann.) | 13.56% | 59.12% |
| 5Y (ann.) | 13.56% | 59.12% |
| Metric | 11394581:btcusd:triple_med_gx:lsma40_115 | 11394581:BTCUSD |
|---|---|---|
| Max Drawdown | -13.32% | -29.51% |
| Longest DD Days | 272.0 | 144.0 |
| Avg. Drawdown | -3.76% | -4.82% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | 1.05 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-05-08 | -13.32 | 272 |
| 2024-06-05 | 2024-08-08 | -6.84 | 63 |
| 2025-05-21 | 2025-06-09 | -5.03 | 19 |
| 2025-05-09 | 2025-05-21 | -3.92 | 12 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11394581:btcusd:triple_med_gx:lsma40_115 | 11394581:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.16% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.09% | 37.42% |
| Worst Month | -5.93% | -17.69% |
| Best Year | 8.72% | 38.02% |
| Worst Year | 4.82% | 16.76% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.68% | -0.74% |
| Avg. Up Week | 3.48% | 4.76% |
| Avg. Down Week | -2.08% | -4.7% |
| Avg. Up Month | 2.94% | 13.47% |
| Avg. Down Month | -3.49% | -9.42% |
| Win Days % | 46.33% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 40.62% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |