| Metric | 11404120:btcusd:triple_med_gx:lsma20_140 | 11404120:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 61.45% | 61.16% |
| Max Drawdown | -14.35% | -29.51% |
| Sharpe | 0.89 | 0.59 |
| Sortino | 1.43 | 0.85 |
| Payoff Ratio | 1.21 | 1.13 |
| Profit Factor | 1.31 | 1.1 |
| Common Sense Ratio | 1.85 | 1.07 |
| CPC Index | 0.81 | 0.64 |
| Tail Ratio | 1.41 | 0.98 |
| Outlier Win Ratio | 18.16 | 3.49 |
| Outlier Loss Ratio | 3.79 | 3.46 |
| Volatility (ann.) | 14.14% | 25.19% |
| R^2 | 0.32 | 0.32 |
| Calmar | 4.14 | 2.0 |
| Skew | 1.85 | 0.21 |
| Kurtosis | 35.44 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.75% | 3.74% |
| Expected Yearly % | 27.06% | 26.95% |
| Kelly Criterion | 10.9% | 9.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.13% |
| Expected Shortfall (cVaR) | -1.18% | -2.13% |
| Year | 11404120:BTCUSD | 11404120:btcusd:triple_med_gx:lsma20_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.30 | 0.40 | - |
| 2025 | 16.76 | 40.03 | 2.39 | + |
| Metric | 11404120:btcusd:triple_med_gx:lsma20_140 | 11404120:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 14.45% | 31.46% |
| 6M | 37.87% | 12.77% |
| YTD | 40.03% | 16.76% |
| 1Y | 54.05% | 56.84% |
| 3Y (ann.) | 59.4% | 59.12% |
| 5Y (ann.) | 59.4% | 59.12% |
| Metric | 11404120:btcusd:triple_med_gx:lsma20_140 | 11404120:BTCUSD |
|---|---|---|
| Max Drawdown | -14.35% | -29.51% |
| Longest DD Days | 85.0 | 144.0 |
| Avg. Drawdown | -2.55% | -4.82% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 4.28 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.35 | 59 |
| 2024-12-05 | 2025-02-28 | -9.66 | 85 |
| 2024-09-11 | 2024-11-06 | -6.96 | 56 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2024-08-09 | 2024-09-10 | -5.59 | 32 |
| 2025-03-13 | 2025-04-01 | -4.38 | 19 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-03-09 | 2025-03-10 | -2.17 | 0 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| Metric | 11404120:btcusd:triple_med_gx:lsma20_140 | 11404120:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 12.38% | 37.42% |
| Worst Month | -5.67% | -17.69% |
| Best Year | 40.03% | 38.02% |
| Worst Year | 15.3% | 16.76% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.82% | -0.89% |
| Avg. Up Week | 3.32% | 4.59% |
| Avg. Down Week | -3.21% | -4.35% |
| Avg. Up Month | 4.32% | 12.93% |
| Avg. Down Month | -5.67% | -7.35% |
| Win Days % | 51.16% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 71.88% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |