| Metric | 11400702:btcusd:triple_med_gx:lsma40_130 | 11400702:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 90.94% | 54.3% |
| Max Drawdown | -14.12% | -29.51% |
| Sharpe | 1.21 | 0.54 |
| Sortino | 2.01 | 0.78 |
| Payoff Ratio | 1.23 | 1.14 |
| Profit Factor | 1.4 | 1.09 |
| Common Sense Ratio | 1.99 | 1.06 |
| CPC Index | 0.89 | 0.64 |
| Tail Ratio | 1.42 | 0.97 |
| Outlier Win Ratio | 16.44 | 3.5 |
| Outlier Loss Ratio | 3.89 | 3.21 |
| Volatility (ann.) | 13.55% | 25.08% |
| R^2 | 0.32 | 0.32 |
| Calmar | 6.06 | 1.74 |
| Skew | 1.98 | 0.21 |
| Kurtosis | 30.16 | 7.02 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 5.1% | 3.39% |
| Expected Yearly % | 38.18% | 24.22% |
| Kelly Criterion | 13.0% | 9.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.12% |
| Expected Shortfall (cVaR) | -1.12% | -2.12% |
| Year | 11400702:BTCUSD | 11400702:btcusd:triple_med_gx:lsma40_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 26.73 | 0.70 | - |
| 2025 | 11.80 | 50.67 | 4.30 | + |
| Metric | 11400702:btcusd:triple_med_gx:lsma40_130 | 11400702:BTCUSD |
|---|---|---|
| MTD | 3.71% | -0.27% |
| 3M | 20.75% | 26.2% |
| 6M | 44.32% | -1.67% |
| YTD | 50.67% | 11.8% |
| 1Y | 91.7% | 56.98% |
| 3Y (ann.) | 85.53% | 51.35% |
| 5Y (ann.) | 85.53% | 51.35% |
| Metric | 11400702:btcusd:triple_med_gx:lsma40_130 | 11400702:BTCUSD |
|---|---|---|
| Max Drawdown | -14.12% | -29.51% |
| Longest DD Days | 66.0 | 144.0 |
| Avg. Drawdown | -2.31% | -4.82% |
| Avg. Drawdown Days | 8.0 | 14.0 |
| Recovery Factor | 6.44 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.12 | 58 |
| 2025-01-31 | 2025-03-02 | -10.02 | 30 |
| 2024-08-09 | 2024-10-14 | -8.08 | 66 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-04-02 | 2025-04-12 | -6.03 | 9 |
| 2024-12-21 | 2025-01-03 | -5.74 | 13 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-10-15 | 2024-11-05 | -2.61 | 21 |
| Metric | 11400702:btcusd:triple_med_gx:lsma40_130 | 11400702:BTCUSD |
|---|---|---|
| Best Day | 9.17% | 9.33% |
| Worst Day | -4.89% | -9.32% |
| Best Week | 17.15% | 18.93% |
| Worst Week | -7.23% | -12.33% |
| Best Month | 19.42% | 37.42% |
| Worst Month | -6.24% | -17.69% |
| Best Year | 50.67% | 38.02% |
| Worst Year | 26.73% | 11.8% |
| Avg. Up Day | 0.94% | 0.97% |
| Avg. Down Day | -0.77% | -0.85% |
| Avg. Up Week | 3.89% | 3.96% |
| Avg. Down Week | -2.67% | -3.49% |
| Avg. Up Month | 5.26% | 13.38% |
| Avg. Down Month | -4.54% | -12.52% |
| Win Days % | 52.08% | 51.76% |
| Win Month % | 84.62% | 53.85% |
| Win Week % | 60.53% | 55.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |