| Metric | 11403684:btcusd:triple_med_gx:lsma65_140 | 11403684:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 32.89% | 61.16% |
| Max Drawdown | -22.13% | -29.51% |
| Sharpe | 0.52 | 0.59 |
| Sortino | 0.81 | 0.85 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 19.24 | 3.88 |
| Outlier Loss Ratio | 3.71 | 3.56 |
| Volatility (ann.) | 15.41% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.44 | 2.0 |
| Skew | 1.09 | 0.21 |
| Kurtosis | 39.64 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.21% | 3.74% |
| Expected Yearly % | 15.28% | 26.95% |
| Kelly Criterion | 6.18% | 6.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.13% |
| Expected Shortfall (cVaR) | -1.3% | -2.13% |
| Year | 11403684:BTCUSD | 11403684:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.12 | 0.13 | - |
| 2025 | 16.76 | 26.42 | 1.58 | + |
| Metric | 11403684:btcusd:triple_med_gx:lsma65_140 | 11403684:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 20.06% | 31.46% |
| 6M | 26.24% | 12.77% |
| YTD | 26.42% | 16.76% |
| 1Y | 25.89% | 56.84% |
| 3Y (ann.) | 31.88% | 59.12% |
| 5Y (ann.) | 31.88% | 59.12% |
| Metric | 11403684:btcusd:triple_med_gx:lsma65_140 | 11403684:BTCUSD |
|---|---|---|
| Max Drawdown | -22.13% | -29.51% |
| Longest DD Days | 171.0 | 144.0 |
| Avg. Drawdown | -3.31% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.49 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2024-12-05 | -22.13 | 171 |
| 2025-03-03 | 2025-05-21 | -11.01 | 79 |
| 2024-12-26 | 2025-03-02 | -9.63 | 66 |
| 2024-12-21 | 2024-12-25 | -5.63 | 4 |
| 2024-12-05 | 2024-12-16 | -5.45 | 10 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2024-06-05 | 2024-06-14 | -1.21 | 9 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| Metric | 11403684:btcusd:triple_med_gx:lsma65_140 | 11403684:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.05% | 18.93% |
| Worst Week | -4.79% | -12.33% |
| Best Month | 8.05% | 37.42% |
| Worst Month | -4.21% | -17.69% |
| Best Year | 26.42% | 38.02% |
| Worst Year | 5.12% | 16.76% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.86% | -0.91% |
| Avg. Up Week | 3.03% | 4.04% |
| Avg. Down Week | -2.38% | -4.19% |
| Avg. Up Month | 3.88% | 8.63% |
| Avg. Down Month | -2.21% | -13.21% |
| Win Days % | 50.53% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 55.88% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |