| Metric | 11400603:btcusd:triple_med_gx:lsma105_130 | 11400603:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 50.13% | 61.16% |
| Max Drawdown | -20.62% | -29.51% |
| Sharpe | 0.7 | 0.59 |
| Sortino | 1.03 | 0.85 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 13.7 | 3.82 |
| Outlier Loss Ratio | 4.02 | 3.57 |
| Volatility (ann.) | 15.92% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | 2.35 | 2.0 |
| Skew | -0.15 | 0.21 |
| Kurtosis | 24.57 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.17% | 3.74% |
| Expected Yearly % | 22.53% | 26.95% |
| Kelly Criterion | 6.65% | 8.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.13% |
| Expected Shortfall (cVaR) | -1.34% | -2.13% |
| Year | 11400603:BTCUSD | 11400603:btcusd:triple_med_gx:lsma105_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.27 | 0.61 | - |
| 2025 | 16.76 | 21.78 | 1.30 | + |
| Metric | 11400603:btcusd:triple_med_gx:lsma105_130 | 11400603:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 22.43% | 31.46% |
| 6M | 23.26% | 12.77% |
| YTD | 21.78% | 16.76% |
| 1Y | 50.06% | 56.84% |
| 3Y (ann.) | 48.51% | 59.12% |
| 5Y (ann.) | 48.51% | 59.12% |
| Metric | 11400603:btcusd:triple_med_gx:lsma105_130 | 11400603:BTCUSD |
|---|---|---|
| Max Drawdown | -20.62% | -29.51% |
| Longest DD Days | 95.0 | 144.0 |
| Avg. Drawdown | -3.84% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 2.43 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-13 | -20.62 | 95 |
| 2025-03-06 | 2025-04-12 | -15.46 | 37 |
| 2024-12-17 | 2025-03-06 | -10.56 | 78 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2025-05-19 | 2025-06-09 | -4.65 | 21 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-12-01 | 2024-12-04 | -2.89 | 3 |
| 2025-04-15 | 2025-05-08 | -2.59 | 23 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| Metric | 11400603:btcusd:triple_med_gx:lsma105_130 | 11400603:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 13.2% | 37.42% |
| Worst Month | -8.63% | -17.69% |
| Best Year | 23.27% | 38.02% |
| Worst Year | 21.78% | 16.76% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 3.24% | 5.88% |
| Avg. Down Week | -2.73% | -3.93% |
| Avg. Up Month | 7.45% | 13.54% |
| Avg. Down Month | -3.46% | -9.04% |
| Win Days % | 50.54% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 61.11% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |