| Metric | 11403294:btcusd:triple_med_gx:lsma70_140 | 11403294:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 10.35% | 61.16% |
| Max Drawdown | -14.09% | -29.51% |
| Sharpe | 0.32 | 0.59 |
| Sortino | 0.46 | 0.85 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.65 | 1.07 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.47 | 0.98 |
| Outlier Win Ratio | 36.62 | 3.12 |
| Outlier Loss Ratio | 3.67 | 2.93 |
| Volatility (ann.) | 8.64% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.71 | 2.0 |
| Skew | -0.28 | 0.21 |
| Kurtosis | 27.22 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.76% | 3.74% |
| Expected Yearly % | 5.05% | 26.95% |
| Kelly Criterion | 2.72% | 6.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.13% |
| Expected Shortfall (cVaR) | -0.74% | -2.13% |
| Year | 11403294:BTCUSD | 11403294:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.24 | 0.14 | - |
| 2025 | 16.76 | 4.85 | 0.29 | - |
| Metric | 11403294:btcusd:triple_med_gx:lsma70_140 | 11403294:BTCUSD |
|---|---|---|
| MTD | 3.22% | 4.16% |
| 3M | 5.47% | 31.46% |
| 6M | 7.44% | 12.77% |
| YTD | 4.85% | 16.76% |
| 1Y | 12.87% | 56.84% |
| 3Y (ann.) | 10.06% | 59.12% |
| 5Y (ann.) | 10.06% | 59.12% |
| Metric | 11403294:btcusd:triple_med_gx:lsma70_140 | 11403294:BTCUSD |
|---|---|---|
| Max Drawdown | -14.09% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -3.67% | -4.82% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 0.73 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-14 | -14.09 | 128 |
| 2025-01-05 | 2025-06-09 | -9.69 | 155 |
| 2024-12-05 | 2025-01-02 | -6.95 | 27 |
| 2024-11-03 | 2024-11-05 | -1.55 | 1 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2025-01-04 | 2025-01-04 | -0.29 | 0 |
| 2025-01-03 | 2025-01-03 | -0.23 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11403294:btcusd:triple_med_gx:lsma70_140 | 11403294:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.36% | 18.93% |
| Worst Week | -5.0% | -12.33% |
| Best Month | 11.1% | 37.42% |
| Worst Month | -9.95% | -17.69% |
| Best Year | 5.24% | 38.02% |
| Worst Year | 4.85% | 16.76% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.93% | 5.13% |
| Avg. Down Week | -2.25% | -3.62% |
| Avg. Up Month | 4.8% | 12.39% |
| Avg. Down Month | -4.33% | -7.82% |
| Win Days % | 49.23% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |