| Metric | 11404130:btcusd:triple_med_gx:lsma55_140 | 11404130:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 62.56% | 61.16% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.94 | 0.59 |
| Sortino | 1.59 | 0.85 |
| Payoff Ratio | 1.24 | 1.17 |
| Profit Factor | 1.31 | 1.1 |
| Common Sense Ratio | 1.65 | 1.07 |
| CPC Index | 0.82 | 0.66 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 19.1 | 3.75 |
| Outlier Loss Ratio | 3.96 | 3.35 |
| Volatility (ann.) | 13.56% | 25.19% |
| R^2 | 0.29 | 0.29 |
| Calmar | 4.32 | 2.0 |
| Skew | 2.66 | 0.21 |
| Kurtosis | 36.18 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.81% | 3.74% |
| Expected Yearly % | 27.5% | 26.95% |
| Kelly Criterion | 11.02% | 10.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.13% |
| Expected Shortfall (cVaR) | -1.13% | -2.13% |
| Year | 11404130:BTCUSD | 11404130:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.83 | 0.65 | - |
| 2025 | 16.76 | 30.22 | 1.80 | + |
| Metric | 11404130:btcusd:triple_med_gx:lsma55_140 | 11404130:BTCUSD |
|---|---|---|
| MTD | 3.97% | 4.16% |
| 3M | 16.12% | 31.46% |
| 6M | 28.83% | 12.77% |
| YTD | 30.22% | 16.76% |
| 1Y | 55.11% | 56.84% |
| 3Y (ann.) | 60.46% | 59.12% |
| 5Y (ann.) | 60.46% | 59.12% |
| Metric | 11404130:btcusd:triple_med_gx:lsma55_140 | 11404130:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 85.0 | 144.0 |
| Avg. Drawdown | -2.97% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 4.47 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-12-05 | 2025-03-01 | -10.19 | 85 |
| 2024-08-09 | 2024-09-13 | -8.31 | 35 |
| 2025-03-06 | 2025-04-12 | -6.14 | 37 |
| 2024-09-14 | 2024-10-12 | -5.57 | 28 |
| 2025-05-23 | 2025-06-09 | -5.05 | 17 |
| 2024-10-15 | 2024-11-06 | -2.28 | 22 |
| 2025-04-13 | 2025-05-19 | -2.01 | 36 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| Metric | 11404130:btcusd:triple_med_gx:lsma55_140 | 11404130: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 | 9.14% | 37.42% |
| Worst Month | -5.5% | -17.69% |
| Best Year | 30.22% | 38.02% |
| Worst Year | 24.83% | 16.76% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 3.91% | 4.02% |
| Avg. Down Week | -2.68% | -3.86% |
| Avg. Up Month | 4.89% | 12.23% |
| Avg. Down Month | -5.5% | -7.35% |
| Win Days % | 50.75% | 51.86% |
| Win Month % | 92.31% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |