| Metric | 11404131:btcusd:triple_med_gx:lsma70_140 | 11404131:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 46.22% | 61.16% |
| Max Drawdown | -14.58% | -29.51% |
| Sharpe | 0.71 | 0.59 |
| Sortino | 1.13 | 0.85 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.71 | 0.63 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 17.35 | 3.75 |
| Outlier Loss Ratio | 3.94 | 3.47 |
| Volatility (ann.) | 14.45% | 25.19% |
| R^2 | 0.33 | 0.33 |
| Calmar | 3.07 | 2.0 |
| Skew | 1.77 | 0.21 |
| Kurtosis | 31.2 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 2.97% | 3.74% |
| Expected Yearly % | 20.92% | 26.95% |
| Kelly Criterion | 7.36% | 8.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.13% |
| Expected Shortfall (cVaR) | -1.22% | -2.13% |
| Year | 11404131:BTCUSD | 11404131:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 27.07 | 0.71 | - |
| 2025 | 16.76 | 15.06 | 0.90 | - |
| Metric | 11404131:btcusd:triple_med_gx:lsma70_140 | 11404131:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 7.73% | 31.46% |
| 6M | 14.97% | 12.77% |
| YTD | 15.06% | 16.76% |
| 1Y | 39.52% | 56.84% |
| 3Y (ann.) | 44.74% | 59.12% |
| 5Y (ann.) | 44.74% | 59.12% |
| Metric | 11404131:btcusd:triple_med_gx:lsma70_140 | 11404131:BTCUSD |
|---|---|---|
| Max Drawdown | -14.58% | -29.51% |
| Longest DD Days | 97.0 | 144.0 |
| Avg. Drawdown | -3.77% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 3.17 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.58 | 59 |
| 2025-03-06 | 2025-06-11 | -14.33 | 97 |
| 2024-12-21 | 2025-03-01 | -9.34 | 69 |
| 2024-08-09 | 2024-09-13 | -8.23 | 35 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-14 | 2024-10-12 | -5.48 | 28 |
| 2024-10-16 | 2024-11-06 | -1.12 | 20 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-10-13 | 2024-10-14 | -1.09 | 1 |
| Metric | 11404131:btcusd:triple_med_gx:lsma70_140 | 11404131: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 | 9.24% | 37.42% |
| Worst Month | -5.5% | -17.69% |
| Best Year | 27.07% | 38.02% |
| Worst Year | 15.06% | 16.76% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 4.38% | 4.18% |
| Avg. Down Week | -3.23% | -3.83% |
| Avg. Up Month | 6.15% | 13.94% |
| Avg. Down Month | -3.02% | -4.72% |
| Win Days % | 50.19% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 54.29% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |