| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 58.4% | 36.85% |
| Max Drawdown | -19.55% | -32.7% |
| Sharpe | 1.37 | 0.68 |
| Sortino | 2.22 | 0.98 |
| Payoff Ratio | 1.1 | 1.1 |
| Profit Factor | 1.42 | 1.11 |
| Common Sense Ratio | 2.17 | 1.16 |
| CPC Index | 0.85 | 0.63 |
| Tail Ratio | 1.52 | 1.05 |
| Outlier Win Ratio | 15.62 | 3.32 |
| Outlier Loss Ratio | 4.21 | 3.26 |
| Volatility (ann.) | 24.14% | 46.0% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.8 | 0.7 |
| Skew | 1.06 | -0.16 |
| Kurtosis | 14.96 | 3.36 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.45% | 1.66% |
| Expected Yearly % | 25.86% | 16.98% |
| Kelly Criterion | 12.37% | 8.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.99% | -3.88% |
| Expected Shortfall (cVaR) | -1.99% | -3.88% |
| Year | 11402483:BTCUSD | 11402483:btcusd:triple_med_gx:lsma40_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 29.33 | 0.80 | - |
| 2025 | 0.11 | 22.48 | 204.89 | + |
| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.92% |
| 3M | -6.72% | -16.59% |
| 6M | -1.89% | -12.21% |
| YTD | 22.48% | 0.11% |
| 1Y | 21.67% | -6.96% |
| 3Y (ann.) | 35.18% | 22.82% |
| 5Y (ann.) | 35.18% | 22.82% |
| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| Max Drawdown | -19.55% | -32.7% |
| Longest DD Days | 95.0 | 154.0 |
| Avg. Drawdown | -3.7% | -10.02% |
| Avg. Drawdown Days | 18.0 | 40.0 |
| Recovery Factor | 2.99 | 1.13 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-11-14 | 2025-12-10 | -19.55 | 26 |
| 2024-06-06 | 2024-09-09 | -10.42 | 95 |
| 2025-02-01 | 2025-03-03 | -8.16 | 30 |
| 2024-12-22 | 2025-01-15 | -6.94 | 24 |
| 2025-04-03 | 2025-05-22 | -6.78 | 49 |
| 2024-12-06 | 2024-12-16 | -5.44 | 10 |
| 2025-06-11 | 2025-08-28 | -5.37 | 78 |
| 2025-03-04 | 2025-03-12 | -3.47 | 8 |
| 2025-10-14 | 2025-10-24 | -3.23 | 10 |
| 2024-10-10 | 2024-10-12 | -3.10 | 2 |
| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| Best Day | 8.86% | 9.49% |
| Worst Day | -6.98% | -13.23% |
| Best Week | 10.24% | 15.41% |
| Worst Week | -13.0% | -18.81% |
| Best Month | 14.14% | 34.43% |
| Worst Month | -13.54% | -23.44% |
| Best Year | 29.33% | 36.7% |
| Worst Year | 22.48% | 0.11% |
| Avg. Up Day | 1.6% | 1.79% |
| Avg. Down Day | -1.45% | -1.62% |
| Avg. Up Week | 3.86% | 4.49% |
| Avg. Down Week | -2.96% | -4.3% |
| Avg. Up Month | 6.86% | 10.98% |
| Avg. Down Month | -6.46% | -14.79% |
| Win Days % | 54.0% | 51.89% |
| Win Month % | 66.67% | 63.16% |
| Win Week % | 60.0% | 55.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |