| Metric | 11403740:btcusd:triple_med_gx:lsma65_140 | 11403740:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 29.32% | 61.16% |
| Max Drawdown | -25.16% | -29.51% |
| Sharpe | 0.48 | 0.59 |
| Sortino | 0.73 | 0.85 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 18.82 | 3.79 |
| Outlier Loss Ratio | 3.65 | 3.57 |
| Volatility (ann.) | 15.43% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.13 | 2.0 |
| Skew | 1.04 | 0.21 |
| Kurtosis | 39.4 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.0% | 3.74% |
| Expected Yearly % | 13.72% | 26.95% |
| Kelly Criterion | 5.31% | 6.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.13% |
| Expected Shortfall (cVaR) | -1.31% | -2.13% |
| Year | 11403740:BTCUSD | 11403740:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.66 | -0.07 | - |
| 2025 | 16.76 | 32.86 | 1.96 | + |
| Metric | 11403740:btcusd:triple_med_gx:lsma65_140 | 11403740:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 20.22% | 31.46% |
| 6M | 25.51% | 12.77% |
| YTD | 32.86% | 16.76% |
| 1Y | 26.16% | 56.84% |
| 3Y (ann.) | 28.44% | 59.12% |
| 5Y (ann.) | 28.44% | 59.12% |
| Metric | 11403740:btcusd:triple_med_gx:lsma65_140 | 11403740:BTCUSD |
|---|---|---|
| Max Drawdown | -25.16% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -3.78% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 1.17 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -25.16 | 180 |
| 2024-12-05 | 2025-03-02 | -11.44 | 87 |
| 2025-03-03 | 2025-04-12 | -11.01 | 40 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2025-05-23 | 2025-06-01 | -1.45 | 9 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-05-11 | 2025-05-21 | -1.18 | 10 |
| 2025-06-10 | 2025-06-11 | -0.86 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| Metric | 11403740:btcusd:triple_med_gx:lsma65_140 | 11403740:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.59% | 18.93% |
| Worst Week | -6.18% | -12.33% |
| Best Month | 10.16% | 37.42% |
| Worst Month | -7.05% | -17.69% |
| Best Year | 32.86% | 38.02% |
| Worst Year | -2.66% | 16.76% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.88% | -0.88% |
| Avg. Up Week | 2.4% | 3.95% |
| Avg. Down Week | -2.22% | -3.75% |
| Avg. Up Month | 4.17% | 12.23% |
| Avg. Down Month | -4.25% | -6.43% |
| Win Days % | 51.06% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 63.64% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |