| Metric | 11400476:btcusd:triple_med_gx:lsma25_130 | 11400476:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 39.64% | 61.16% |
| Max Drawdown | -24.28% | -29.51% |
| Sharpe | 0.61 | 0.59 |
| Sortino | 0.96 | 0.85 |
| Payoff Ratio | 1.19 | 1.13 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 18.39 | 3.48 |
| Outlier Loss Ratio | 3.76 | 3.5 |
| Volatility (ann.) | 15.13% | 25.19% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.58 | 2.0 |
| Skew | 1.56 | 0.21 |
| Kurtosis | 46.75 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.6% | 3.74% |
| Expected Yearly % | 18.17% | 26.95% |
| Kelly Criterion | 7.62% | 9.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.13% |
| Expected Shortfall (cVaR) | -1.28% | -2.13% |
| Year | 11400476:BTCUSD | 11400476:btcusd:triple_med_gx:lsma25_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.41 | 0.04 | - |
| 2025 | 16.76 | 37.69 | 2.25 | + |
| Metric | 11400476:btcusd:triple_med_gx:lsma25_130 | 11400476:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 24.49% | 31.46% |
| 6M | 42.6% | 12.77% |
| YTD | 37.69% | 16.76% |
| 1Y | 39.5% | 56.84% |
| 3Y (ann.) | 38.4% | 59.12% |
| 5Y (ann.) | 38.4% | 59.12% |
| Metric | 11400476:btcusd:triple_med_gx:lsma25_130 | 11400476:BTCUSD |
|---|---|---|
| Max Drawdown | -24.28% | -29.51% |
| Longest DD Days | 177.0 | 144.0 |
| Avg. Drawdown | -3.34% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 1.63 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-12-05 | -24.28 | 177 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -6.00 | 6 |
| 2025-03-13 | 2025-04-09 | -5.39 | 27 |
| 2025-03-03 | 2025-03-11 | -4.62 | 8 |
| 2025-05-30 | 2025-06-08 | -4.26 | 9 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| Metric | 11400476:btcusd:triple_med_gx:lsma25_130 | 11400476:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.91% | 18.93% |
| Worst Week | -9.0% | -12.33% |
| Best Month | 13.57% | 37.42% |
| Worst Month | -12.38% | -17.69% |
| Best Year | 37.69% | 38.02% |
| Worst Year | 1.41% | 16.76% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 3.92% | 4.6% |
| Avg. Down Week | -2.76% | -4.25% |
| Avg. Up Month | 5.57% | 12.93% |
| Avg. Down Month | -7.3% | -12.52% |
| Win Days % | 49.89% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 54.84% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |