| Metric | 11403898:btcusd:triple_med_gx:lsma25_140 | 11403898:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 30.67% | 61.16% |
| Max Drawdown | -23.63% | -29.51% |
| Sharpe | 0.5 | 0.59 |
| Sortino | 0.78 | 0.85 |
| Payoff Ratio | 1.17 | 1.11 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.67 | 0.63 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 19.6 | 3.75 |
| Outlier Loss Ratio | 3.78 | 3.57 |
| Volatility (ann.) | 15.23% | 25.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.26 | 2.0 |
| Skew | 1.52 | 0.21 |
| Kurtosis | 45.57 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.08% | 3.74% |
| Expected Yearly % | 14.31% | 26.95% |
| Kelly Criterion | 5.47% | 8.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.13% |
| Expected Shortfall (cVaR) | -1.29% | -2.13% |
| Year | 11403898:BTCUSD | 11403898:btcusd:triple_med_gx:lsma25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.76 | 0.05 | - |
| 2025 | 16.76 | 28.41 | 1.70 | + |
| Metric | 11403898:btcusd:triple_med_gx:lsma25_140 | 11403898:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 13.2% | 31.46% |
| 6M | 30.89% | 12.77% |
| YTD | 28.41% | 16.76% |
| 1Y | 30.54% | 56.84% |
| 3Y (ann.) | 29.74% | 59.12% |
| 5Y (ann.) | 29.74% | 59.12% |
| Metric | 11403898:btcusd:triple_med_gx:lsma25_140 | 11403898:BTCUSD |
|---|---|---|
| Max Drawdown | -23.63% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -4.0% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 1.3 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-05 | -23.63 | 182 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -6.39 | 6 |
| 2025-03-13 | 2025-04-09 | -5.52 | 27 |
| 2025-03-03 | 2025-03-11 | -4.62 | 8 |
| 2025-05-30 | 2025-06-09 | -4.46 | 10 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2024-12-22 | 2024-12-24 | -3.90 | 2 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-04-11 | 2025-05-18 | -1.93 | 36 |
| Metric | 11403898:btcusd:triple_med_gx:lsma25_140 | 11403898:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.18% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 11.19% | 37.42% |
| Worst Month | -12.0% | -17.69% |
| Best Year | 28.41% | 38.02% |
| Worst Year | 1.76% | 16.76% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.85% | -0.91% |
| Avg. Up Week | 3.2% | 3.57% |
| Avg. Down Week | -3.0% | -3.99% |
| Avg. Up Month | 4.57% | 12.93% |
| Avg. Down Month | -4.86% | -11.25% |
| Win Days % | 49.1% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 58.06% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |