| Metric | 11401138:btcusd:triple_med_gx:lsma70_130 | 11401138:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 18.45% | 61.16% |
| Max Drawdown | -18.0% | -29.51% |
| Sharpe | 0.41 | 0.59 |
| Sortino | 0.6 | 0.85 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 3.21 | 1.07 |
| CPC Index | 0.68 | 0.6 |
| Tail Ratio | 2.64 | 0.98 |
| Outlier Win Ratio | 38.03 | 3.4 |
| Outlier Loss Ratio | 2.68 | 3.11 |
| Volatility (ann.) | 11.69% | 25.19% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.0 | 2.0 |
| Skew | -0.02 | 0.21 |
| Kurtosis | 77.95 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.31% | 3.74% |
| Expected Yearly % | 8.83% | 26.95% |
| Kelly Criterion | 7.04% | 6.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.13% |
| Expected Shortfall (cVaR) | -0.99% | -2.13% |
| Year | 11401138:BTCUSD | 11401138:btcusd:triple_med_gx:lsma70_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.04 | 0.24 | - |
| 2025 | 16.76 | 8.63 | 0.52 | - |
| Metric | 11401138:btcusd:triple_med_gx:lsma70_130 | 11401138:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 10.28% | 31.46% |
| 6M | 8.63% | 12.77% |
| YTD | 8.63% | 16.76% |
| 1Y | 20.51% | 56.84% |
| 3Y (ann.) | 17.92% | 59.12% |
| 5Y (ann.) | 17.92% | 59.12% |
| Metric | 11401138:btcusd:triple_med_gx:lsma70_130 | 11401138:BTCUSD |
|---|---|---|
| Max Drawdown | -18.0% | -29.51% |
| Longest DD Days | 96.0 | 144.0 |
| Avg. Drawdown | -3.52% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.03 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-09-11 | -18.00 | 96 |
| 2024-10-07 | 2024-12-04 | -6.71 | 58 |
| 2025-02-04 | 2025-04-09 | -6.50 | 64 |
| 2024-12-05 | 2025-02-03 | -6.39 | 60 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2024-09-14 | 2024-10-07 | -1.70 | 23 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2025-04-11 | 2025-04-12 | -0.72 | 0 |
| Metric | 11401138:btcusd:triple_med_gx:lsma70_130 | 11401138:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -3.81% | -12.33% |
| Best Month | 10.28% | 37.42% |
| Worst Month | -1.49% | -17.69% |
| Best Year | 9.04% | 38.02% |
| Worst Year | 8.63% | 16.76% |
| Avg. Up Day | 1.15% | 1.15% |
| Avg. Down Day | -1.06% | -1.1% |
| Avg. Up Week | 3.66% | 5.23% |
| Avg. Down Week | -2.65% | -7.24% |
| Avg. Up Month | 5.99% | 10.79% |
| Avg. Down Month | -1.47% | -12.52% |
| Win Days % | 51.6% | 51.86% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 69.23% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |