| Metric | 11398681:btcusd:triple_med_gx:lsma40_125 | 11398681:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 42.5% | 61.16% |
| Max Drawdown | -26.81% | -29.51% |
| Sharpe | 0.63 | 0.59 |
| Sortino | 0.97 | 0.85 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.21 | 1.1 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 17.63 | 3.75 |
| Outlier Loss Ratio | 3.72 | 3.55 |
| Volatility (ann.) | 15.72% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.54 | 2.0 |
| Skew | 1.31 | 0.21 |
| Kurtosis | 40.53 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.76% | 3.74% |
| Expected Yearly % | 19.38% | 26.95% |
| Kelly Criterion | 7.57% | 6.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.13% |
| Expected Shortfall (cVaR) | -1.33% | -2.13% |
| Year | 11398681:BTCUSD | 11398681:btcusd:triple_med_gx:lsma40_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.76 | 0.13 | - |
| 2025 | 16.76 | 36.02 | 2.15 | + |
| Metric | 11398681:btcusd:triple_med_gx:lsma40_125 | 11398681:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 24.4% | 31.46% |
| 6M | 38.26% | 12.77% |
| YTD | 36.02% | 16.76% |
| 1Y | 42.55% | 56.84% |
| 3Y (ann.) | 41.17% | 59.12% |
| 5Y (ann.) | 41.17% | 59.12% |
| Metric | 11398681:btcusd:triple_med_gx:lsma40_125 | 11398681:BTCUSD |
|---|---|---|
| Max Drawdown | -26.81% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.12% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.59 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-05 | -26.81 | 175 |
| 2025-03-03 | 2025-04-08 | -11.01 | 36 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-29 | 2025-06-11 | -6.66 | 13 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-23 | 2024-12-24 | -2.84 | 1 |
| 2024-06-05 | 2024-06-12 | -1.69 | 6 |
| Metric | 11398681:btcusd:triple_med_gx:lsma40_125 | 11398681:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.71% | 18.93% |
| Worst Week | -7.34% | -12.33% |
| Best Month | 10.93% | 37.42% |
| Worst Month | -8.84% | -17.69% |
| Best Year | 36.02% | 38.02% |
| Worst Year | 4.76% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 3.52% | 3.97% |
| Avg. Down Week | -2.69% | -5.15% |
| Avg. Up Month | 5.84% | 12.93% |
| Avg. Down Month | -5.65% | -11.25% |
| Win Days % | 51.53% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |