| Metric | 11403015:btcusd:triple_med_gx:lsma25_140 | 11403015:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 48.29% | 61.16% |
| Max Drawdown | -15.43% | -29.51% |
| Sharpe | 0.86 | 0.59 |
| Sortino | 1.52 | 0.85 |
| Payoff Ratio | 1.39 | 1.29 |
| Profit Factor | 1.32 | 1.1 |
| Common Sense Ratio | 2.05 | 1.07 |
| CPC Index | 0.85 | 0.73 |
| Tail Ratio | 1.56 | 0.98 |
| Outlier Win Ratio | 22.29 | 3.41 |
| Outlier Loss Ratio | 4.4 | 3.09 |
| Volatility (ann.) | 12.01% | 25.19% |
| R^2 | 0.22 | 0.22 |
| Calmar | 3.03 | 2.0 |
| Skew | 3.83 | 0.21 |
| Kurtosis | 57.28 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.08% | 3.74% |
| Expected Yearly % | 21.77% | 26.95% |
| Kelly Criterion | 7.75% | 14.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.13% |
| Expected Shortfall (cVaR) | -1.01% | -2.13% |
| Year | 11403015:BTCUSD | 11403015:btcusd:triple_med_gx:lsma25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.81 | 0.52 | - |
| 2025 | 16.76 | 23.76 | 1.42 | + |
| Metric | 11403015:btcusd:triple_med_gx:lsma25_140 | 11403015:BTCUSD |
|---|---|---|
| MTD | 0.31% | 4.16% |
| 3M | 16.54% | 31.46% |
| 6M | 23.45% | 12.77% |
| YTD | 23.76% | 16.76% |
| 1Y | 42.02% | 56.84% |
| 3Y (ann.) | 46.74% | 59.12% |
| 5Y (ann.) | 46.74% | 59.12% |
| Metric | 11403015:btcusd:triple_med_gx:lsma25_140 | 11403015:BTCUSD |
|---|---|---|
| Max Drawdown | -15.43% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -2.44% | -4.82% |
| Avg. Drawdown Days | 9.0 | 14.0 |
| Recovery Factor | 3.13 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-10-06 | -15.43 | 116 |
| 2025-01-30 | 2025-03-02 | -10.21 | 31 |
| 2024-11-30 | 2024-12-24 | -5.94 | 24 |
| 2025-05-27 | 2025-06-11 | -5.81 | 14 |
| 2025-03-03 | 2025-04-01 | -5.45 | 29 |
| 2024-12-26 | 2025-01-03 | -5.41 | 8 |
| 2024-10-07 | 2024-10-14 | -3.90 | 6 |
| 2025-04-10 | 2025-04-11 | -3.69 | 1 |
| 2025-05-09 | 2025-05-19 | -1.49 | 10 |
| 2025-01-12 | 2025-01-13 | -1.39 | 1 |
| Metric | 11403015:btcusd:triple_med_gx:lsma25_140 | 11403015:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 11.16% | 18.93% |
| Worst Week | -4.47% | -12.33% |
| Best Month | 12.1% | 37.42% |
| Worst Month | -6.22% | -17.69% |
| Best Year | 23.76% | 38.02% |
| Worst Year | 19.81% | 16.76% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.67% | -0.73% |
| Avg. Up Week | 4.73% | 6.43% |
| Avg. Down Week | -1.91% | -4.49% |
| Avg. Up Month | 5.78% | 13.54% |
| Avg. Down Month | -4.28% | -9.42% |
| Win Days % | 46.4% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 51.35% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |