| Metric | 11404142:btcusd:triple_med_gx:lsma115_140 | 11404142:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 27.24% | 75.42% |
| Max Drawdown | -26.29% | -29.51% |
| Sharpe | 0.44 | 0.63 |
| Sortino | 0.64 | 0.92 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.11 | 1.11 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.11 | 0.96 |
| Outlier Win Ratio | 15.09 | 3.85 |
| Outlier Loss Ratio | 3.78 | 3.57 |
| Volatility (ann.) | 14.37% | 24.55% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.91 | 2.19 |
| Skew | -0.09 | 0.2 |
| Kurtosis | 11.7 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.74% | 4.1% |
| Expected Yearly % | 12.8% | 32.45% |
| Kelly Criterion | 4.38% | 5.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.07% |
| Expected Shortfall (cVaR) | -1.22% | -2.07% |
| Year | 11404142:BTCUSD | 11404142:btcusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 26.25 | 0.69 | - |
| 2025 | 27.10 | 0.79 | 0.03 | - |
| Metric | 11404142:btcusd:triple_med_gx:lsma115_140 | 11404142:BTCUSD |
|---|---|---|
| MTD | -1.25% | 10.71% |
| 3M | 7.39% | 41.88% |
| 6M | 0.06% | 22.91% |
| YTD | 0.79% | 27.1% |
| 1Y | 53.41% | 82.29% |
| 3Y (ann.) | 23.86% | 64.73% |
| 5Y (ann.) | 23.86% | 64.73% |
| Metric | 11404142:btcusd:triple_med_gx:lsma115_140 | 11404142:BTCUSD |
|---|---|---|
| Max Drawdown | -26.29% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -4.8% | -4.71% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.04 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -26.29 | 211 |
| 2024-06-10 | 2024-09-17 | -19.62 | 98 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-20 | 2024-10-14 | -6.31 | 23 |
| 2024-11-12 | 2024-12-04 | -2.26 | 22 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11404142:btcusd:triple_med_gx:lsma115_140 | 11404142:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.75% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 13.75% | 37.42% |
| Worst Month | -9.94% | -17.69% |
| Best Year | 26.25% | 38.02% |
| Worst Year | 0.79% | 27.1% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 4.44% | 6.15% |
| Avg. Down Week | -3.17% | -3.84% |
| Avg. Up Month | 8.27% | 15.1% |
| Avg. Down Month | -5.8% | -7.59% |
| Win Days % | 50.53% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 47.37% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |