| Metric | 11399482:btcusd:triple_med_gx:lsma40_130 | 11399482:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 12.39% | 75.42% |
| Max Drawdown | -13.77% | -29.51% |
| Sharpe | 0.3 | 0.63 |
| Sortino | 0.49 | 0.92 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.11 | 1.11 |
| Common Sense Ratio | 1.63 | 1.06 |
| CPC Index | 0.6 | 0.7 |
| Tail Ratio | 1.46 | 0.96 |
| Outlier Win Ratio | 31.17 | 3.44 |
| Outlier Loss Ratio | 4.34 | 3.18 |
| Volatility (ann.) | 10.3% | 24.55% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.79 | 2.19 |
| Skew | 3.28 | 0.2 |
| Kurtosis | 68.81 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.84% | 4.1% |
| Expected Yearly % | 6.01% | 32.45% |
| Kelly Criterion | -2.28% | 12.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.07% |
| Expected Shortfall (cVaR) | -0.88% | -2.07% |
| Year | 11399482:BTCUSD | 11399482:btcusd:triple_med_gx:lsma40_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.01 | -0.11 | - |
| 2025 | 27.10 | 17.08 | 0.63 | - |
| Metric | 11399482:btcusd:triple_med_gx:lsma40_130 | 11399482:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 8.42% | 41.88% |
| 6M | 9.43% | 22.91% |
| YTD | 17.08% | 27.1% |
| 1Y | 13.51% | 82.29% |
| 3Y (ann.) | 10.93% | 64.73% |
| 5Y (ann.) | 10.93% | 64.73% |
| Metric | 11399482:btcusd:triple_med_gx:lsma40_130 | 11399482:BTCUSD |
|---|---|---|
| Max Drawdown | -13.77% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -3.6% | -4.71% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.9 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-03-06 | -13.77 | 149 |
| 2025-03-06 | 2025-05-21 | -11.87 | 75 |
| 2024-06-15 | 2024-08-08 | -7.41 | 54 |
| 2024-09-03 | 2024-10-07 | -5.45 | 33 |
| 2025-06-16 | 2025-07-17 | -4.23 | 30 |
| 2025-06-03 | 2025-06-09 | -4.20 | 5 |
| 2024-08-09 | 2024-08-12 | -2.43 | 3 |
| 2024-08-12 | 2024-09-02 | -1.30 | 20 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-06-01 | 2024-06-04 | -0.80 | 3 |
| Metric | 11399482:btcusd:triple_med_gx:lsma40_130 | 11399482:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 15.05% | 18.93% |
| Worst Week | -5.65% | -12.33% |
| Best Month | 13.66% | 37.42% |
| Worst Month | -10.48% | -17.69% |
| Best Year | 17.08% | 38.02% |
| Worst Year | -4.01% | 27.1% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 4.08% | 5.63% |
| Avg. Down Week | -3.02% | -3.71% |
| Avg. Up Month | 4.09% | 9.76% |
| Avg. Down Month | -7.03% | -10.46% |
| Win Days % | 43.02% | 51.89% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 51.43% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |