| Metric | 11402427:btcusd:triple_med_gx:lsma40_135 | 11402427:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 81.52% | 58.73% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 1.06 | 0.55 |
| Sortino | 1.74 | 0.81 |
| Payoff Ratio | 1.21 | 1.15 |
| Profit Factor | 1.35 | 1.09 |
| Common Sense Ratio | 1.94 | 1.06 |
| CPC Index | 0.84 | 0.65 |
| Tail Ratio | 1.43 | 0.97 |
| Outlier Win Ratio | 16.66 | 3.55 |
| Outlier Loss Ratio | 4.01 | 3.48 |
| Volatility (ann.) | 13.96% | 24.91% |
| R^2 | 0.31 | 0.31 |
| Calmar | 5.28 | 1.82 |
| Skew | 2.09 | 0.2 |
| Kurtosis | 33.24 | 7.08 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.69% | 3.62% |
| Expected Yearly % | 34.73% | 25.99% |
| Kelly Criterion | 11.5% | 10.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.11% |
| Expected Shortfall (cVaR) | -1.16% | -2.11% |
| Year | 11402427:BTCUSD | 11402427:btcusd:triple_med_gx:lsma40_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.42 | 0.56 | - |
| 2025 | 15.00 | 49.50 | 3.30 | + |
| Metric | 11402427:btcusd:triple_med_gx:lsma40_135 | 11402427:BTCUSD |
|---|---|---|
| MTD | -0.41% | 2.59% |
| 3M | 16.28% | 27.24% |
| 6M | 48.2% | 14.0% |
| YTD | 49.5% | 15.0% |
| 1Y | 102.6% | 78.0% |
| 3Y (ann.) | 73.98% | 53.59% |
| 5Y (ann.) | 73.98% | 53.59% |
| Metric | 11402427:btcusd:triple_med_gx:lsma40_135 | 11402427:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 66.0 | 144.0 |
| Avg. Drawdown | -2.35% | -4.9% |
| Avg. Drawdown Days | 8.0 | 15.0 |
| Recovery Factor | 5.82 | 1.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2025-01-31 | 2025-02-28 | -10.01 | 28 |
| 2024-08-09 | 2024-10-14 | -8.20 | 66 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-21 | 2025-01-14 | -7.48 | 24 |
| 2025-06-10 | 2025-06-29 | -7.47 | 19 |
| 2025-04-02 | 2025-04-11 | -4.75 | 8 |
| 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 |
| Metric | 11402427:btcusd:triple_med_gx:lsma40_135 | 11402427:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 19.05% | 37.42% |
| Worst Month | -6.9% | -17.69% |
| Best Year | 49.5% | 38.02% |
| Worst Year | 21.42% | 15.0% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 4.21% | 4.07% |
| Avg. Down Week | -2.96% | -3.82% |
| Avg. Up Month | 6.62% | 15.1% |
| Avg. Down Month | -6.9% | -7.35% |
| Win Days % | 51.49% | 51.97% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 60.53% | 56.9% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |