| Metric | 11404068:btcusd:triple_med_gx:lsma30_140 | 11404068:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 58.93% | 61.16% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.93 | 0.59 |
| Sortino | 1.44 | 0.85 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.31 | 1.1 |
| Common Sense Ratio | 1.96 | 1.07 |
| CPC Index | 0.83 | 0.69 |
| Tail Ratio | 1.49 | 0.98 |
| Outlier Win Ratio | 18.88 | 3.48 |
| Outlier Loss Ratio | 4.01 | 3.45 |
| Volatility (ann.) | 13.0% | 25.19% |
| R^2 | 0.27 | 0.27 |
| Calmar | 4.07 | 2.0 |
| Skew | 0.87 | 0.21 |
| Kurtosis | 26.49 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.63% | 3.74% |
| Expected Yearly % | 26.07% | 26.95% |
| Kelly Criterion | 11.14% | 12.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.13% |
| Expected Shortfall (cVaR) | -1.09% | -2.13% |
| Year | 11404068:BTCUSD | 11404068:btcusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.22 | 0.64 | - |
| 2025 | 16.76 | 27.95 | 1.67 | + |
| Metric | 11404068:btcusd:triple_med_gx:lsma30_140 | 11404068:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 16.22% | 31.46% |
| 6M | 30.62% | 12.77% |
| YTD | 27.95% | 16.76% |
| 1Y | 55.71% | 56.84% |
| 3Y (ann.) | 56.98% | 59.12% |
| 5Y (ann.) | 56.98% | 59.12% |
| Metric | 11404068:btcusd:triple_med_gx:lsma30_140 | 11404068:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 78.0 | 144.0 |
| Avg. Drawdown | -2.82% | -4.82% |
| Avg. Drawdown Days | 8.0 | 14.0 |
| Recovery Factor | 4.21 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-12-21 | 2025-03-10 | -9.22 | 78 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2024-08-09 | 2024-09-12 | -6.83 | 34 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-03-14 | 2025-04-11 | -4.33 | 27 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11404068:btcusd:triple_med_gx:lsma30_140 | 11404068:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.96% | 18.93% |
| Worst Week | -6.71% | -12.33% |
| Best Month | 10.46% | 37.42% |
| Worst Month | -8.13% | -17.69% |
| Best Year | 27.95% | 38.02% |
| Worst Year | 24.22% | 16.76% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 3.75% | 4.89% |
| Avg. Down Week | -3.15% | -4.33% |
| Avg. Up Month | 4.54% | 12.23% |
| Avg. Down Month | -4.83% | -12.52% |
| Win Days % | 50.46% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 63.33% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |