| Metric | 11404803:btcusd:triple_med_gx:lsma40_145 | 11404803:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 36.33% | 75.42% |
| Max Drawdown | -10.14% | -29.51% |
| Sharpe | 0.71 | 0.63 |
| Sortino | 1.2 | 0.92 |
| Payoff Ratio | 1.24 | 1.13 |
| Profit Factor | 1.28 | 1.11 |
| Common Sense Ratio | 2.01 | 1.06 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | 1.57 | 0.96 |
| Outlier Win Ratio | 26.22 | 3.19 |
| Outlier Loss Ratio | 4.05 | 3.1 |
| Volatility (ann.) | 10.36% | 24.55% |
| R^2 | 0.18 | 0.18 |
| Calmar | 3.12 | 2.19 |
| Skew | 3.53 | 0.2 |
| Kurtosis | 68.7 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.24% | 4.1% |
| Expected Yearly % | 16.76% | 32.45% |
| Kelly Criterion | 8.17% | 9.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.07% |
| Expected Shortfall (cVaR) | -0.87% | -2.07% |
| Year | 11404803:BTCUSD | 11404803:btcusd:triple_med_gx:lsma40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.75 | 0.23 | - |
| 2025 | 27.10 | 25.36 | 0.94 | - |
| Metric | 11404803:btcusd:triple_med_gx:lsma40_145 | 11404803:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 8.75% | 41.88% |
| 6M | 16.57% | 22.91% |
| YTD | 25.36% | 27.1% |
| 1Y | 32.93% | 82.29% |
| 3Y (ann.) | 31.68% | 64.73% |
| 5Y (ann.) | 31.68% | 64.73% |
| Metric | 11404803:btcusd:triple_med_gx:lsma40_145 | 11404803:BTCUSD |
|---|---|---|
| Max Drawdown | -10.14% | -29.51% |
| Longest DD Days | 157.0 | 144.0 |
| Avg. Drawdown | -2.78% | -4.71% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 3.58 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-01-13 | -10.14 | 157 |
| 2025-01-30 | 2025-03-02 | -8.35 | 31 |
| 2024-06-05 | 2024-08-08 | -6.67 | 63 |
| 2025-03-03 | 2025-04-02 | -5.48 | 30 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-06-10 | 2025-07-17 | -3.57 | 37 |
| 2025-05-18 | 2025-05-20 | -3.47 | 2 |
| 2025-04-06 | 2025-04-11 | -1.19 | 5 |
| 2025-04-11 | 2025-05-08 | -0.99 | 26 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| Metric | 11404803:btcusd:triple_med_gx:lsma40_145 | 11404803:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.16% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 8.85% | 37.42% |
| Worst Month | -7.08% | -17.69% |
| Best Year | 25.36% | 38.02% |
| Worst Year | 8.75% | 27.1% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.68% | -0.76% |
| Avg. Up Week | 3.05% | 5.46% |
| Avg. Down Week | -2.27% | -3.91% |
| Avg. Up Month | 3.87% | 12.68% |
| Avg. Down Month | -3.71% | -10.46% |
| Win Days % | 49.18% | 51.89% |
| Win Month % | 76.92% | 64.29% |
| Win Week % | 57.14% | 58.33% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |