| Metric | 11400606:btcusd:triple_med_gx:lsma110_130 | 11400606:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 49.28% | 61.16% |
| Max Drawdown | -22.11% | -29.51% |
| Sharpe | 0.69 | 0.59 |
| Sortino | 1.0 | 0.85 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 13.43 | 3.82 |
| Outlier Loss Ratio | 3.98 | 3.57 |
| Volatility (ann.) | 16.06% | 25.19% |
| R^2 | 0.41 | 0.41 |
| Calmar | 2.16 | 2.0 |
| Skew | -0.21 | 0.21 |
| Kurtosis | 24.06 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.13% | 3.74% |
| Expected Yearly % | 22.18% | 26.95% |
| Kelly Criterion | 6.75% | 5.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.13% |
| Expected Shortfall (cVaR) | -1.35% | -2.13% |
| Year | 11400606:BTCUSD | 11400606:btcusd:triple_med_gx:lsma110_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.64 | 0.52 | - |
| 2025 | 16.76 | 24.77 | 1.48 | + |
| Metric | 11400606:btcusd:triple_med_gx:lsma110_130 | 11400606:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 26.55% | 31.46% |
| 6M | 22.12% | 12.77% |
| YTD | 24.77% | 16.76% |
| 1Y | 49.21% | 56.84% |
| 3Y (ann.) | 47.69% | 59.12% |
| 5Y (ann.) | 47.69% | 59.12% |
| Metric | 11400606:btcusd:triple_med_gx:lsma110_130 | 11400606:BTCUSD |
|---|---|---|
| Max Drawdown | -22.11% | -29.51% |
| Longest DD Days | 142.0 | 144.0 |
| Avg. Drawdown | -3.43% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 2.23 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-18 | -22.11 | 100 |
| 2024-12-17 | 2025-05-08 | -17.99 | 142 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-01 | 2024-12-04 | -2.89 | 3 |
| 2024-10-16 | 2024-11-10 | -1.72 | 24 |
| 2024-09-19 | 2024-10-07 | -1.58 | 17 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| Metric | 11400606:btcusd:triple_med_gx:lsma110_130 | 11400606: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 | 15.07% | 37.42% |
| Worst Month | -9.98% | -17.69% |
| Best Year | 24.77% | 38.02% |
| Worst Year | 19.64% | 16.76% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 3.82% | 5.13% |
| Avg. Down Week | -2.63% | -4.13% |
| Avg. Up Month | 8.25% | 13.54% |
| Avg. Down Month | -4.61% | -9.42% |
| Win Days % | 51.13% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 52.63% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |