| Metric | 11404013:btcusd:triple_med_gx:lsma35_140 | 11404013:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 66.14% | 61.16% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.93 | 0.59 |
| Sortino | 1.58 | 0.85 |
| Payoff Ratio | 1.31 | 1.18 |
| Profit Factor | 1.32 | 1.1 |
| Common Sense Ratio | 1.72 | 1.07 |
| CPC Index | 0.85 | 0.67 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 18.48 | 3.76 |
| Outlier Loss Ratio | 4.06 | 3.47 |
| Volatility (ann.) | 14.35% | 25.19% |
| R^2 | 0.32 | 0.32 |
| Calmar | 4.57 | 2.0 |
| Skew | 2.65 | 0.21 |
| Kurtosis | 35.73 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.98% | 3.74% |
| Expected Yearly % | 28.9% | 26.95% |
| Kelly Criterion | 10.37% | 10.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.13% |
| Expected Shortfall (cVaR) | -1.2% | -2.13% |
| Year | 11404013:BTCUSD | 11404013:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 27.28 | 0.72 | - |
| 2025 | 16.76 | 30.53 | 1.82 | + |
| Metric | 11404013:btcusd:triple_med_gx:lsma35_140 | 11404013:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 15.6% | 31.46% |
| 6M | 42.44% | 12.77% |
| YTD | 30.53% | 16.76% |
| 1Y | 66.82% | 56.84% |
| 3Y (ann.) | 63.91% | 59.12% |
| 5Y (ann.) | 63.91% | 59.12% |
| Metric | 11404013:btcusd:triple_med_gx:lsma35_140 | 11404013:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 66.0 | 144.0 |
| Avg. Drawdown | -2.72% | -4.82% |
| Avg. Drawdown Days | 10.0 | 14.0 |
| Recovery Factor | 4.73 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-08-09 | 2024-10-14 | -9.37 | 66 |
| 2025-03-03 | 2025-03-11 | -9.29 | 8 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -6.22 | 6 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-03-14 | 2025-04-11 | -4.22 | 27 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-11-07 | 2024-12-04 | -3.64 | 27 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11404013:btcusd:triple_med_gx:lsma35_140 | 11404013:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 15.24% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 13.95% | 37.42% |
| Worst Month | -10.35% | -17.69% |
| Best Year | 30.53% | 38.02% |
| Worst Year | 27.28% | 16.76% |
| Avg. Up Day | 1.01% | 1.02% |
| Avg. Down Day | -0.77% | -0.87% |
| Avg. Up Week | 4.2% | 4.53% |
| Avg. Down Week | -2.74% | -4.33% |
| Avg. Up Month | 4.75% | 14.57% |
| Avg. Down Month | -5.39% | -12.52% |
| Win Days % | 49.13% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 54.84% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |