| Metric | 11404069:btcusd:triple_med_gx:lsma35_140 | 11404069:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 76.24% | 54.3% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 1.17 | 0.54 |
| Sortino | 1.85 | 0.78 |
| Payoff Ratio | 1.26 | 1.16 |
| Profit Factor | 1.39 | 1.09 |
| Common Sense Ratio | 2.1 | 1.06 |
| CPC Index | 0.92 | 0.65 |
| Tail Ratio | 1.51 | 0.97 |
| Outlier Win Ratio | 19.1 | 3.5 |
| Outlier Loss Ratio | 4.11 | 3.39 |
| Volatility (ann.) | 12.13% | 25.08% |
| R^2 | 0.25 | 0.25 |
| Calmar | 5.13 | 1.74 |
| Skew | 0.64 | 0.21 |
| Kurtosis | 15.59 | 7.02 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.46% | 3.39% |
| Expected Yearly % | 32.76% | 24.22% |
| Kelly Criterion | 14.97% | 10.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.12% |
| Expected Shortfall (cVaR) | -1.01% | -2.12% |
| Year | 11404069:BTCUSD | 11404069:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.21 | 0.64 | - |
| 2025 | 11.80 | 41.89 | 3.55 | + |
| Metric | 11404069:btcusd:triple_med_gx:lsma35_140 | 11404069:BTCUSD |
|---|---|---|
| MTD | 4.49% | -0.27% |
| 3M | 16.68% | 26.2% |
| 6M | 39.18% | -1.67% |
| YTD | 41.89% | 11.8% |
| 1Y | 80.03% | 56.98% |
| 3Y (ann.) | 71.85% | 51.35% |
| 5Y (ann.) | 71.85% | 51.35% |
| Metric | 11404069:btcusd:triple_med_gx:lsma35_140 | 11404069:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 66.0 | 144.0 |
| Avg. Drawdown | -2.21% | -4.82% |
| Avg. Drawdown Days | 9.0 | 14.0 |
| Recovery Factor | 5.45 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-08-09 | 2024-10-14 | -9.35 | 66 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2024-12-21 | 2025-01-14 | -7.33 | 24 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-03-14 | 2025-04-11 | -3.63 | 27 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-02-11 | 2025-03-04 | -2.78 | 21 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| Metric | 11404069:btcusd:triple_med_gx:lsma35_140 | 11404069:BTCUSD |
|---|---|---|
| Best Day | 5.11% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.99% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 14.85% | 37.42% |
| Worst Month | -7.72% | -17.69% |
| Best Year | 41.89% | 38.02% |
| Worst Year | 24.21% | 11.8% |
| Avg. Up Day | 0.92% | 0.95% |
| Avg. Down Day | -0.73% | -0.82% |
| Avg. Up Week | 3.83% | 4.39% |
| Avg. Down Week | -2.88% | -4.07% |
| Avg. Up Month | 4.94% | 13.38% |
| Avg. Down Month | -4.44% | -12.52% |
| Win Days % | 52.56% | 51.76% |
| Win Month % | 84.62% | 53.85% |
| Win Week % | 62.5% | 55.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |