| Metric | 11398735:btcusd:triple_med_gx:lsma40_125 | 11398735:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 59.83% | 61.16% |
| Max Drawdown | -26.58% | -29.51% |
| Sharpe | 0.8 | 0.59 |
| Sortino | 1.25 | 0.85 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.27 | 1.1 |
| Common Sense Ratio | 1.69 | 1.07 |
| CPC Index | 0.75 | 0.63 |
| Tail Ratio | 1.33 | 0.98 |
| Outlier Win Ratio | 17.13 | 3.75 |
| Outlier Loss Ratio | 3.78 | 3.57 |
| Volatility (ann.) | 15.82% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 2.18 | 2.0 |
| Skew | 1.31 | 0.21 |
| Kurtosis | 39.66 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.67% | 3.74% |
| Expected Yearly % | 26.42% | 26.95% |
| Kelly Criterion | 9.19% | 8.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.13% |
| Expected Shortfall (cVaR) | -1.33% | -2.13% |
| Year | 11398735:BTCUSD | 11398735:btcusd:triple_med_gx:lsma40_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.34 | 0.14 | - |
| 2025 | 16.76 | 51.73 | 3.09 | + |
| Metric | 11398735:btcusd:triple_med_gx:lsma40_125 | 11398735:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 33.83% | 31.46% |
| 6M | 57.17% | 12.77% |
| YTD | 51.73% | 16.76% |
| 1Y | 61.18% | 56.84% |
| 3Y (ann.) | 57.84% | 59.12% |
| 5Y (ann.) | 57.84% | 59.12% |
| Metric | 11398735:btcusd:triple_med_gx:lsma40_125 | 11398735:BTCUSD |
|---|---|---|
| Max Drawdown | -26.58% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.69% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 2.25 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-05 | -26.58 | 175 |
| 2025-03-03 | 2025-03-12 | -11.01 | 9 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2025-05-29 | 2025-06-09 | -4.67 | 10 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| Metric | 11398735:btcusd:triple_med_gx:lsma40_125 | 11398735:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.02% | 18.93% |
| Worst Week | -6.01% | -12.33% |
| Best Month | 13.35% | 37.42% |
| Worst Month | -8.8% | -17.69% |
| Best Year | 51.73% | 38.02% |
| Worst Year | 5.34% | 16.76% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 3.84% | 3.97% |
| Avg. Down Week | -2.88% | -4.03% |
| Avg. Up Month | 5.89% | 12.23% |
| Avg. Down Month | -5.3% | -11.25% |
| Win Days % | 51.64% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |