| Metric | 11440492:btcusd:triple_med_gx:lsma40_140 | 11440492:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 78.76% | 58.73% |
| Max Drawdown | -14.48% | -29.51% |
| Sharpe | 1.02 | 0.55 |
| Sortino | 1.68 | 0.81 |
| Payoff Ratio | 1.2 | 1.22 |
| Profit Factor | 1.33 | 1.09 |
| Common Sense Ratio | 1.78 | 1.06 |
| CPC Index | 0.81 | 0.69 |
| Tail Ratio | 1.34 | 0.97 |
| Outlier Win Ratio | 17.0 | 3.76 |
| Outlier Loss Ratio | 3.92 | 3.48 |
| Volatility (ann.) | 14.25% | 24.91% |
| R^2 | 0.32 | 0.32 |
| Calmar | 4.94 | 1.82 |
| Skew | 2.1 | 0.2 |
| Kurtosis | 31.17 | 7.08 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.57% | 3.62% |
| Expected Yearly % | 33.7% | 25.99% |
| Kelly Criterion | 10.27% | 12.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.11% |
| Expected Shortfall (cVaR) | -1.19% | -2.11% |
| Year | 11440492:BTCUSD | 11440492:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 26.31 | 0.69 | - |
| 2025 | 15.00 | 41.52 | 2.77 | + |
| Metric | 11440492:btcusd:triple_med_gx:lsma40_140 | 11440492:BTCUSD |
|---|---|---|
| MTD | 1.81% | 2.59% |
| 3M | 15.25% | 27.24% |
| 6M | 40.29% | 14.0% |
| YTD | 41.52% | 15.0% |
| 1Y | 97.69% | 78.0% |
| 3Y (ann.) | 71.51% | 53.59% |
| 5Y (ann.) | 71.51% | 53.59% |
| Metric | 11440492:btcusd:triple_med_gx:lsma40_140 | 11440492:BTCUSD |
|---|---|---|
| Max Drawdown | -14.48% | -29.51% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -2.47% | -4.9% |
| Avg. Drawdown Days | 9.0 | 15.0 |
| Recovery Factor | 5.44 | 1.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-14 | -14.48 | 130 |
| 2025-06-10 | 2025-06-29 | -8.53 | 19 |
| 2025-01-15 | 2025-02-28 | -8.21 | 44 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-04-02 | 2025-05-18 | -5.88 | 45 |
| 2024-12-21 | 2024-12-28 | -5.46 | 6 |
| 2025-01-04 | 2025-01-14 | -5.17 | 10 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11440492:btcusd:triple_med_gx:lsma40_140 | 11440492:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.64% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 14.91% | 37.42% |
| Worst Month | -6.05% | -17.69% |
| Best Year | 41.52% | 38.02% |
| Worst Year | 26.31% | 15.0% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.81% | -0.8% |
| Avg. Up Week | 3.69% | 3.95% |
| Avg. Down Week | -2.91% | -3.67% |
| Avg. Up Month | 4.92% | 12.03% |
| Avg. Down Month | -6.05% | -7.35% |
| Win Days % | 50.98% | 51.97% |
| Win Month % | 92.31% | 61.54% |
| Win Week % | 67.57% | 56.9% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |