| Metric | 11401259:btcusd:triple_med_gx:lsma40_135 | 11401259:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 24.85% | 75.42% |
| Max Drawdown | -16.32% | -29.51% |
| Sharpe | 0.54 | 0.63 |
| Sortino | 0.88 | 0.92 |
| Payoff Ratio | 1.21 | 1.13 |
| Profit Factor | 1.21 | 1.11 |
| Common Sense Ratio | 1.94 | 1.06 |
| CPC Index | 0.71 | 0.65 |
| Tail Ratio | 1.6 | 0.96 |
| Outlier Win Ratio | 28.72 | 3.17 |
| Outlier Loss Ratio | 4.05 | 3.11 |
| Volatility (ann.) | 10.13% | 24.55% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.33 | 2.19 |
| Skew | 3.64 | 0.2 |
| Kurtosis | 75.2 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.6% | 4.1% |
| Expected Yearly % | 11.74% | 32.45% |
| Kelly Criterion | 5.55% | 9.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.07% |
| Expected Shortfall (cVaR) | -0.86% | -2.07% |
| Year | 11401259:BTCUSD | 11401259:btcusd:triple_med_gx:lsma40_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.90 | 0.18 | - |
| 2025 | 27.10 | 16.79 | 0.62 | - |
| Metric | 11401259:btcusd:triple_med_gx:lsma40_135 | 11401259:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 9.3% | 41.88% |
| 6M | 15.68% | 22.91% |
| YTD | 16.79% | 27.1% |
| 1Y | 19.58% | 82.29% |
| 3Y (ann.) | 21.79% | 64.73% |
| 5Y (ann.) | 21.79% | 64.73% |
| Metric | 11401259:btcusd:triple_med_gx:lsma40_135 | 11401259:BTCUSD |
|---|---|---|
| Max Drawdown | -16.32% | -29.51% |
| Longest DD Days | 272.0 | 144.0 |
| Avg. Drawdown | -2.59% | -4.71% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 1.52 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-05-08 | -16.32 | 272 |
| 2024-06-17 | 2024-07-09 | -6.01 | 22 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-09 | 2025-05-21 | -3.92 | 12 |
| 2025-06-20 | 2025-07-17 | -2.88 | 26 |
| 2025-06-17 | 2025-06-20 | -1.92 | 3 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2025-06-08 | 2025-06-09 | -0.67 | 0 |
| 2024-06-08 | 2024-06-16 | -0.44 | 8 |
| Metric | 11401259:btcusd:triple_med_gx:lsma40_135 | 11401259:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.16% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 7.38% | 37.42% |
| Worst Month | -5.03% | -17.69% |
| Best Year | 16.79% | 38.02% |
| Worst Year | 6.9% | 27.1% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 2.87% | 4.43% |
| Avg. Down Week | -1.91% | -3.83% |
| Avg. Up Month | 3.75% | 13.17% |
| Avg. Down Month | -4.05% | -10.46% |
| Win Days % | 48.26% | 51.89% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 48.57% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |