| Metric | 11404086:btcusd:triple_med_gx:lsma110_140 | 11404086:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 47.83% | 75.42% |
| Max Drawdown | -17.83% | -29.51% |
| Sharpe | 0.67 | 0.63 |
| Sortino | 1.0 | 0.92 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.17 | 1.11 |
| Common Sense Ratio | 1.35 | 1.06 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 1.15 | 0.96 |
| Outlier Win Ratio | 14.76 | 3.85 |
| Outlier Loss Ratio | 3.98 | 3.59 |
| Volatility (ann.) | 14.47% | 24.55% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.33 | 2.19 |
| Skew | 0.44 | 0.2 |
| Kurtosis | 16.55 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.83% | 4.1% |
| Expected Yearly % | 21.59% | 32.45% |
| Kelly Criterion | 6.86% | 7.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.07% |
| Expected Shortfall (cVaR) | -1.22% | -2.07% |
| Year | 11404086:BTCUSD | 11404086:btcusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 40.16 | 1.06 | + |
| 2025 | 27.10 | 5.47 | 0.20 | - |
| Metric | 11404086:btcusd:triple_med_gx:lsma110_140 | 11404086:BTCUSD |
|---|---|---|
| MTD | -1.78% | 10.71% |
| 3M | 3.84% | 41.88% |
| 6M | 4.56% | 22.91% |
| YTD | 5.47% | 27.1% |
| 1Y | 67.6% | 82.29% |
| 3Y (ann.) | 41.5% | 64.73% |
| 5Y (ann.) | 41.5% | 64.73% |
| Metric | 11404086:btcusd:triple_med_gx:lsma110_140 | 11404086:BTCUSD |
|---|---|---|
| Max Drawdown | -17.83% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -3.17% | -4.71% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 2.68 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -17.83 | 211 |
| 2024-06-10 | 2024-09-12 | -14.40 | 93 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-19 | 2024-10-14 | -7.56 | 24 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-06 | -1.61 | 20 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11404086:btcusd:triple_med_gx:lsma110_140 | 11404086: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 | 20.83% | 37.42% |
| Worst Month | -9.92% | -17.69% |
| Best Year | 40.16% | 38.02% |
| Worst Year | 5.47% | 27.1% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 4.12% | 5.09% |
| Avg. Down Week | -2.54% | -4.03% |
| Avg. Up Month | 7.08% | 13.29% |
| Avg. Down Month | -3.62% | -9.42% |
| Win Days % | 51.04% | 51.89% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |