| Metric | 11384114:btcusd:triple_med_gx:lsma140_75 | 11384114:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 39.27% | 61.52% |
| Max Drawdown | -9.62% | -29.51% |
| Sharpe | 1.12 | 0.59 |
| Sortino | 1.86 | 0.86 |
| Payoff Ratio | 1.23 | 1.22 |
| Profit Factor | 1.62 | 1.1 |
| Common Sense Ratio | 6.58 | 1.07 |
| CPC Index | 1.13 | 0.7 |
| Tail Ratio | 4.06 | 0.97 |
| Outlier Win Ratio | 43.24 | 3.08 |
| Outlier Loss Ratio | 3.55 | 2.75 |
| Volatility (ann.) | 7.46% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 3.95 | 2.02 |
| Skew | 1.49 | 0.21 |
| Kurtosis | 39.44 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.58% | 3.76% |
| Expected Yearly % | 18.01% | 27.09% |
| Kelly Criterion | 20.96% | 12.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11384114:BTCUSD | 11384114:btcusd:triple_med_gx:lsma140_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.80 | 0.31 | - |
| 2025 | 17.02 | 24.58 | 1.44 | + |
| Metric | 11384114:btcusd:triple_med_gx:lsma140_75 | 11384114:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 12.53% | 31.76% |
| 6M | 24.58% | 12.25% |
| YTD | 24.58% | 17.02% |
| 1Y | 39.27% | 57.19% |
| 3Y (ann.) | 38.04% | 59.47% |
| 5Y (ann.) | 38.04% | 59.47% |
| Metric | 11384114:btcusd:triple_med_gx:lsma140_75 | 11384114:BTCUSD |
|---|---|---|
| Max Drawdown | -9.62% | -29.51% |
| Longest DD Days | 141.0 | 144.0 |
| Avg. Drawdown | -1.56% | -4.82% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 4.08 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-01-14 | -9.62 | 141 |
| 2025-03-15 | 2025-03-19 | -3.53 | 4 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2025-04-23 | 2025-06-11 | -1.87 | 48 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2025-04-20 | 2025-04-21 | -1.30 | 1 |
| 2024-07-14 | 2024-07-14 | -0.83 | 0 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| Metric | 11384114:btcusd:triple_med_gx:lsma140_75 | 11384114:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 10.1% | 18.93% |
| Worst Week | -8.64% | -12.33% |
| Best Month | 10.71% | 37.42% |
| Worst Month | -3.78% | -17.69% |
| Best Year | 24.58% | 38.02% |
| Worst Year | 11.8% | 17.02% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.69% | -0.7% |
| Avg. Up Week | 6.1% | 6.99% |
| Avg. Down Week | -5.73% | -5.24% |
| Avg. Up Month | 7.24% | 9.03% |
| Avg. Down Month | -3.78% | -8.73% |
| Win Days % | 56.38% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 61.54% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |