| Metric | 11404084:btcusd:triple_med_gx:lsma105_140 | 11404084:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 64.56% | 61.16% |
| Max Drawdown | -15.46% | -29.51% |
| Sharpe | 0.9 | 0.59 |
| Sortino | 1.37 | 0.85 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.53 | 1.07 |
| CPC Index | 0.74 | 0.65 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 14.52 | 3.79 |
| Outlier Loss Ratio | 4.09 | 3.52 |
| Volatility (ann.) | 14.64% | 25.19% |
| R^2 | 0.34 | 0.34 |
| Calmar | 4.03 | 2.0 |
| Skew | 0.57 | 0.21 |
| Kurtosis | 16.47 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.91% | 3.74% |
| Expected Yearly % | 28.28% | 26.95% |
| Kelly Criterion | 9.36% | 9.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.13% |
| Expected Shortfall (cVaR) | -1.22% | -2.13% |
| Year | 11404084:BTCUSD | 11404084:btcusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 47.74 | 1.26 | + |
| 2025 | 16.76 | 11.39 | 0.68 | - |
| Metric | 11404084:btcusd:triple_med_gx:lsma105_140 | 11404084:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 11.98% | 31.46% |
| 6M | 12.95% | 12.77% |
| YTD | 11.39% | 16.76% |
| 1Y | 64.38% | 56.84% |
| 3Y (ann.) | 62.39% | 59.12% |
| 5Y (ann.) | 62.39% | 59.12% |
| Metric | 11404084:btcusd:triple_med_gx:lsma105_140 | 11404084:BTCUSD |
|---|---|---|
| Max Drawdown | -15.46% | -29.51% |
| Longest DD Days | 95.0 | 144.0 |
| Avg. Drawdown | -2.9% | -4.82% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 4.18 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-06-09 | -15.46 | 95 |
| 2024-06-10 | 2024-08-08 | -12.90 | 59 |
| 2024-12-17 | 2025-03-06 | -10.39 | 78 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-08-09 | 2024-09-09 | -6.74 | 31 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-06 | -1.61 | 20 |
| Metric | 11404084:btcusd:triple_med_gx:lsma105_140 | 11404084:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 17.23% | 37.42% |
| Worst Month | -8.57% | -17.69% |
| Best Year | 47.74% | 38.02% |
| Worst Year | 11.39% | 16.76% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 4.07% | 5.96% |
| Avg. Down Week | -2.6% | -3.93% |
| Avg. Up Month | 6.12% | 12.23% |
| Avg. Down Month | -3.44% | -9.04% |
| Win Days % | 51.3% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |