| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 58.4% | 36.61% |
| Max Drawdown | -21.47% | -34.42% |
| Sharpe | 0.64 | 0.33 |
| Sortino | 0.98 | 0.48 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 1.52 | 0.94 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.27 | 0.89 |
| Outlier Win Ratio | 17.24 | 3.55 |
| Outlier Loss Ratio | 3.99 | 3.62 |
| Volatility (ann.) | 13.2% | 23.45% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.64 | 0.66 |
| Skew | 1.47 | 0.11 |
| Kurtosis | 32.55 | 7.09 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.45% | 1.66% |
| Expected Yearly % | 25.86% | 16.88% |
| Kelly Criterion | 5.23% | 8.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.0% |
| Expected Shortfall (cVaR) | -1.11% | -2.0% |
| Year | 11402483:BTCUSD | 11402483:btcusd:triple_med_gx:lsma40_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 30.58 | 0.80 | - |
| 2025 | -1.03 | 21.31 | -20.78 | + |
| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | -6.72% | -17.17% |
| 6M | -4.71% | -16.23% |
| YTD | 21.31% | -1.03% |
| 1Y | 24.37% | -5.06% |
| 3Y (ann.) | 35.18% | 22.68% |
| 5Y (ann.) | 35.18% | 22.68% |
| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| Max Drawdown | -21.47% | -34.42% |
| Longest DD Days | 95.0 | 144.0 |
| Avg. Drawdown | -2.62% | -5.99% |
| Avg. Drawdown Days | 10.0 | 18.0 |
| Recovery Factor | 2.72 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-11-13 | 2025-12-10 | -21.47 | 27 |
| 2024-06-05 | 2024-09-09 | -11.57 | 95 |
| 2025-04-02 | 2025-06-03 | -9.53 | 61 |
| 2025-06-10 | 2025-09-02 | -8.28 | 84 |
| 2025-02-01 | 2025-03-02 | -8.16 | 29 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-21 | 2025-01-14 | -6.94 | 24 |
| 2024-09-12 | 2024-10-11 | -5.36 | 28 |
| 2025-03-03 | 2025-03-11 | -4.62 | 8 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -5.11% | -9.32% |
| Best Week | 9.99% | 18.93% |
| Worst Week | -11.15% | -12.33% |
| Best Month | 14.35% | 37.42% |
| Worst Month | -13.54% | -17.69% |
| Best Year | 30.58% | 38.02% |
| Worst Year | 21.31% | -1.03% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 3.42% | 4.08% |
| Avg. Down Week | -3.04% | -4.94% |
| Avg. Up Month | 6.41% | 12.04% |
| Avg. Down Month | -7.35% | -14.18% |
| Win Days % | 49.78% | 51.97% |
| Win Month % | 66.67% | 57.89% |
| Win Week % | 62.75% | 53.09% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |