| Metric | 11404127:btcusd:triple_med_gx:lsma50_140 | 11404127:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 70.08% | 75.42% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.95 | 0.63 |
| Sortino | 1.57 | 0.92 |
| Payoff Ratio | 1.2 | 1.13 |
| Profit Factor | 1.32 | 1.11 |
| Common Sense Ratio | 1.76 | 1.06 |
| CPC Index | 0.82 | 0.65 |
| Tail Ratio | 1.33 | 0.96 |
| Outlier Win Ratio | 19.44 | 3.72 |
| Outlier Loss Ratio | 3.91 | 3.56 |
| Volatility (ann.) | 13.36% | 24.55% |
| R^2 | 0.3 | 0.3 |
| Calmar | 4.31 | 2.19 |
| Skew | 2.45 | 0.2 |
| Kurtosis | 35.87 | 7.24 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.87% | 4.1% |
| Expected Yearly % | 30.41% | 32.45% |
| Kelly Criterion | 11.39% | 9.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.07% |
| Expected Shortfall (cVaR) | -1.12% | -2.07% |
| Year | 11404127:BTCUSD | 11404127:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 28.68 | 0.75 | - |
| 2025 | 27.10 | 32.17 | 1.19 | + |
| Metric | 11404127:btcusd:triple_med_gx:lsma50_140 | 11404127:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.78% | 41.88% |
| 6M | 26.18% | 22.91% |
| YTD | 32.17% | 27.1% |
| 1Y | 79.83% | 82.29% |
| 3Y (ann.) | 60.26% | 64.73% |
| 5Y (ann.) | 60.26% | 64.73% |
| Metric | 11404127:btcusd:triple_med_gx:lsma50_140 | 11404127:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 85.0 | 144.0 |
| Avg. Drawdown | -2.57% | -4.71% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 5.01 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-12-05 | 2025-02-28 | -10.05 | 85 |
| 2025-03-06 | 2025-04-11 | -8.89 | 36 |
| 2025-06-20 | 2025-07-17 | -6.11 | 26 |
| 2024-08-09 | 2024-09-10 | -5.72 | 32 |
| 2025-05-23 | 2025-06-09 | -5.03 | 17 |
| 2024-10-08 | 2024-10-11 | -4.91 | 3 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-04-13 | 2025-05-18 | -1.80 | 35 |
| Metric | 11404127:btcusd:triple_med_gx:lsma50_140 | 11404127:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 12.23% | 37.42% |
| Worst Month | -5.5% | -17.69% |
| Best Year | 32.17% | 38.02% |
| Worst Year | 28.68% | 27.1% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 3.54% | 3.97% |
| Avg. Down Week | -2.73% | -4.0% |
| Avg. Up Month | 4.74% | 12.01% |
| Avg. Down Month | -5.5% | -7.35% |
| Win Days % | 51.68% | 51.89% |
| Win Month % | 92.31% | 64.29% |
| Win Week % | 64.86% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |