| Metric | 11404126:btcusd:triple_med_gx:lsma40_140 | 11404126:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 90.76% | 36.85% |
| Max Drawdown | -13.08% | -32.7% |
| Sharpe | 1.91 | 0.68 |
| Sortino | 3.25 | 0.98 |
| Payoff Ratio | 1.17 | 1.2 |
| Profit Factor | 1.69 | 1.11 |
| Common Sense Ratio | 2.88 | 1.16 |
| CPC Index | 1.15 | 0.69 |
| Tail Ratio | 1.71 | 1.05 |
| Outlier Win Ratio | 16.68 | 3.44 |
| Outlier Loss Ratio | 4.1 | 3.2 |
| Volatility (ann.) | 23.64% | 46.0% |
| R^2 | 0.27 | 0.27 |
| Calmar | 4.03 | 0.7 |
| Skew | 1.25 | -0.16 |
| Kurtosis | 15.32 | 3.36 |
| Expected Daily % | 0.12% | 0.06% |
| Expected Monthly % | 3.46% | 1.66% |
| Expected Yearly % | 38.12% | 16.98% |
| Kelly Criterion | 22.91% | 11.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -3.88% |
| Expected Shortfall (cVaR) | -1.91% | -3.88% |
| Year | 11404126:BTCUSD | 11404126:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 21.91 | 0.60 | - |
| 2025 | 0.11 | 56.48 | 514.83 | + |
| Metric | 11404126:btcusd:triple_med_gx:lsma40_140 | 11404126:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.92% |
| 3M | -0.07% | -16.59% |
| 6M | 1.63% | -12.21% |
| YTD | 56.48% | 0.11% |
| 1Y | 50.13% | -6.96% |
| 3Y (ann.) | 52.69% | 22.82% |
| 5Y (ann.) | 52.69% | 22.82% |
| Metric | 11404126:btcusd:triple_med_gx:lsma40_140 | 11404126:BTCUSD |
|---|---|---|
| Max Drawdown | -13.08% | -32.7% |
| Longest DD Days | 105.0 | 154.0 |
| Avg. Drawdown | -3.97% | -10.02% |
| Avg. Drawdown Days | 26.0 | 40.0 |
| Recovery Factor | 6.94 | 1.13 |
| Ulcer Index | 1.0 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-22 | 2025-12-10 | -13.08 | 49 |
| 2024-06-10 | 2024-08-09 | -13.06 | 60 |
| 2025-02-01 | 2025-03-01 | -8.10 | 28 |
| 2024-12-22 | 2025-01-15 | -7.93 | 24 |
| 2024-08-12 | 2024-10-12 | -6.37 | 61 |
| 2025-06-19 | 2025-10-02 | -6.27 | 105 |
| 2024-12-06 | 2024-12-16 | -5.44 | 10 |
| 2025-06-04 | 2025-06-10 | -2.37 | 6 |
| 2025-03-14 | 2025-03-15 | -1.21 | 1 |
| 2024-08-10 | 2024-08-11 | -1.01 | 1 |
| Metric | 11404126:btcusd:triple_med_gx:lsma40_140 | 11404126:BTCUSD |
|---|---|---|
| Best Day | 9.38% | 9.49% |
| Worst Day | -6.98% | -13.23% |
| Best Week | 16.58% | 15.41% |
| Worst Week | -10.32% | -18.81% |
| Best Month | 22.17% | 34.43% |
| Worst Month | -8.47% | -23.44% |
| Best Year | 56.48% | 36.7% |
| Worst Year | 21.91% | 0.11% |
| Avg. Up Day | 1.66% | 1.84% |
| Avg. Down Day | -1.42% | -1.53% |
| Avg. Up Week | 4.52% | 4.99% |
| Avg. Down Week | -3.6% | -4.26% |
| Avg. Up Month | 6.59% | 11.21% |
| Avg. Down Month | -4.56% | -14.79% |
| Win Days % | 58.38% | 51.89% |
| Win Month % | 77.78% | 63.16% |
| Win Week % | 65.96% | 55.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |