| Metric | 11397796:btcusd:triple_med_gx:lsma40_125 | 11397796:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 12.69% | 61.16% |
| Max Drawdown | -14.83% | -29.51% |
| Sharpe | 0.33 | 0.59 |
| Sortino | 0.53 | 0.85 |
| Payoff Ratio | 1.33 | 1.29 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.66 | 1.07 |
| CPC Index | 0.63 | 0.73 |
| Tail Ratio | 1.48 | 0.98 |
| Outlier Win Ratio | 29.31 | 3.29 |
| Outlier Loss Ratio | 4.36 | 3.09 |
| Volatility (ann.) | 10.52% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.83 | 2.0 |
| Skew | 3.37 | 0.21 |
| Kurtosis | 68.39 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.92% | 3.74% |
| Expected Yearly % | 6.16% | 26.95% |
| Kelly Criterion | -1.3% | 14.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.13% |
| Expected Shortfall (cVaR) | -0.9% | -2.13% |
| Year | 11397796:BTCUSD | 11397796:btcusd:triple_med_gx:lsma40_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.46 | -0.12 | - |
| 2025 | 16.76 | 17.95 | 1.07 | + |
| Metric | 11397796:btcusd:triple_med_gx:lsma40_125 | 11397796:BTCUSD |
|---|---|---|
| MTD | 1.0% | 4.16% |
| 3M | 1.69% | 31.46% |
| 6M | 10.22% | 12.77% |
| YTD | 17.95% | 16.76% |
| 1Y | 10.32% | 56.84% |
| 3Y (ann.) | 12.33% | 59.12% |
| 5Y (ann.) | 12.33% | 59.12% |
| Metric | 11397796:btcusd:triple_med_gx:lsma40_125 | 11397796:BTCUSD |
|---|---|---|
| Max Drawdown | -14.83% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -3.9% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.86 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-03-06 | -14.83 | 149 |
| 2025-03-06 | 2025-05-21 | -12.42 | 75 |
| 2024-06-15 | 2024-08-08 | -6.60 | 54 |
| 2024-09-03 | 2024-10-07 | -5.45 | 33 |
| 2025-06-03 | 2025-06-11 | -4.20 | 7 |
| 2024-08-09 | 2024-08-12 | -2.43 | 3 |
| 2024-08-12 | 2024-09-02 | -1.30 | 20 |
| 2025-05-21 | 2025-06-02 | -1.28 | 12 |
| 2024-06-01 | 2024-06-04 | -0.80 | 3 |
| 2025-06-03 | 2025-06-03 | -0.52 | 0 |
| Metric | 11397796:btcusd:triple_med_gx:lsma40_125 | 11397796:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 13.89% | 18.93% |
| Worst Week | -5.04% | -12.33% |
| Best Month | 12.5% | 37.42% |
| Worst Month | -10.93% | -17.69% |
| Best Year | 17.95% | 38.02% |
| Worst Year | -4.46% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 3.95% | 5.37% |
| Avg. Down Week | -2.89% | -4.13% |
| Avg. Up Month | 2.58% | 7.72% |
| Avg. Down Month | -7.32% | -10.46% |
| Win Days % | 42.2% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 53.12% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |