| Metric | 11403731:btcusd:triple_med_gx:lsma25_140 | 11403731:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 69.56% | 54.3% |
| Max Drawdown | -20.77% | -29.51% |
| Sharpe | 0.9 | 0.54 |
| Sortino | 1.44 | 0.78 |
| Payoff Ratio | 1.16 | 1.05 |
| Profit Factor | 1.32 | 1.09 |
| Common Sense Ratio | 1.64 | 1.06 |
| CPC Index | 0.81 | 0.59 |
| Tail Ratio | 1.25 | 0.97 |
| Outlier Win Ratio | 18.12 | 3.75 |
| Outlier Loss Ratio | 3.7 | 3.46 |
| Volatility (ann.) | 15.36% | 25.08% |
| R^2 | 0.38 | 0.38 |
| Calmar | 3.16 | 1.74 |
| Skew | 1.6 | 0.21 |
| Kurtosis | 43.55 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 4.15% | 3.39% |
| Expected Yearly % | 30.21% | 24.22% |
| Kelly Criterion | 12.08% | 5.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.12% |
| Expected Shortfall (cVaR) | -1.29% | -2.12% |
| Year | 11403731:BTCUSD | 11403731:btcusd:triple_med_gx:lsma25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.19 | 0.58 | - |
| 2025 | 11.80 | 38.77 | 3.29 | + |
| Metric | 11403731:btcusd:triple_med_gx:lsma25_140 | 11403731:BTCUSD |
|---|---|---|
| MTD | -0.07% | -0.27% |
| 3M | 12.61% | 26.2% |
| 6M | 31.71% | -1.67% |
| YTD | 38.77% | 11.8% |
| 1Y | 70.18% | 56.98% |
| 3Y (ann.) | 65.62% | 51.35% |
| 5Y (ann.) | 65.62% | 51.35% |
| Metric | 11403731:btcusd:triple_med_gx:lsma25_140 | 11403731:BTCUSD |
|---|---|---|
| Max Drawdown | -20.77% | -29.51% |
| Longest DD Days | 145.0 | 144.0 |
| Avg. Drawdown | -2.65% | -4.82% |
| Avg. Drawdown Days | 10.0 | 14.0 |
| Recovery Factor | 3.35 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-03 | -20.77 | 145 |
| 2024-12-12 | 2025-03-02 | -9.18 | 79 |
| 2025-05-28 | 2025-06-18 | -6.85 | 21 |
| 2024-12-05 | 2024-12-11 | -5.45 | 5 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2025-03-03 | 2025-03-11 | -1.95 | 8 |
| Metric | 11403731:btcusd:triple_med_gx:lsma25_140 | 11403731:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.86% | 18.93% |
| Worst Week | -5.26% | -12.33% |
| Best Month | 18.26% | 37.42% |
| Worst Month | -5.89% | -17.69% |
| Best Year | 38.77% | 38.02% |
| Worst Year | 22.19% | 11.8% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.84% | -0.94% |
| Avg. Up Week | 3.89% | 3.78% |
| Avg. Down Week | -3.07% | -3.83% |
| Avg. Up Month | 5.57% | 13.38% |
| Avg. Down Month | -2.86% | -5.45% |
| Win Days % | 52.77% | 51.76% |
| Win Month % | 76.92% | 53.85% |
| Win Week % | 67.74% | 55.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |