| Metric | 11404157:btcusd:triple_med_gx:lsma195_140 | 11404157:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 82.87% | 54.3% |
| Max Drawdown | -9.27% | -29.51% |
| Sharpe | 1.49 | 0.54 |
| Sortino | 2.95 | 0.78 |
| Payoff Ratio | 1.44 | 1.25 |
| Profit Factor | 1.99 | 1.09 |
| Common Sense Ratio | 9.42 | 1.06 |
| CPC Index | 1.66 | 0.7 |
| Tail Ratio | 4.72 | 0.97 |
| Outlier Win Ratio | 35.42 | 3.48 |
| Outlier Loss Ratio | 3.36 | 2.85 |
| Volatility (ann.) | 9.96% | 25.08% |
| R^2 | 0.16 | 0.16 |
| Calmar | 8.41 | 1.74 |
| Skew | 4.29 | 0.21 |
| Kurtosis | 59.44 | 7.02 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.75% | 3.39% |
| Expected Yearly % | 35.23% | 24.22% |
| Kelly Criterion | 28.63% | 13.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.12% |
| Expected Shortfall (cVaR) | -0.82% | -2.12% |
| Year | 11404157:BTCUSD | 11404157:btcusd:triple_med_gx:lsma195_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 56.64 | 1.49 | + |
| 2025 | 11.80 | 16.75 | 1.42 | + |
| Metric | 11404157:btcusd:triple_med_gx:lsma195_140 | 11404157:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 20.96% | 26.2% |
| 6M | 16.75% | -1.67% |
| YTD | 16.75% | 11.8% |
| 1Y | 79.36% | 56.98% |
| 3Y (ann.) | 78.03% | 51.35% |
| 5Y (ann.) | 78.03% | 51.35% |
| Metric | 11404157:btcusd:triple_med_gx:lsma195_140 | 11404157:BTCUSD |
|---|---|---|
| Max Drawdown | -9.27% | -29.51% |
| Longest DD Days | 126.0 | 144.0 |
| Avg. Drawdown | -1.7% | -4.82% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 8.94 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-11 | -9.27 | 126 |
| 2024-09-14 | 2024-11-06 | -5.71 | 53 |
| 2024-06-10 | 2024-09-06 | -4.69 | 87 |
| 2024-09-06 | 2024-09-09 | -4.61 | 3 |
| 2025-05-19 | 2025-06-18 | -3.29 | 30 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2025-05-11 | 2025-05-18 | -2.10 | 6 |
| 2025-04-13 | 2025-04-19 | -1.80 | 6 |
| 2025-04-19 | 2025-04-21 | -1.28 | 1 |
| Metric | 11404157:btcusd:triple_med_gx:lsma195_140 | 11404157:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 20.61% | 18.93% |
| Worst Week | -4.15% | -12.33% |
| Best Month | 29.19% | 37.42% |
| Worst Month | -3.34% | -17.69% |
| Best Year | 56.64% | 38.02% |
| Worst Year | 16.75% | 11.8% |
| Avg. Up Day | 1.11% | 1.14% |
| Avg. Down Day | -0.78% | -0.91% |
| Avg. Up Week | 6.56% | 7.37% |
| Avg. Down Week | -2.78% | -5.42% |
| Avg. Up Month | 11.41% | 16.18% |
| Avg. Down Month | -1.71% | -9.89% |
| Win Days % | 57.92% | 51.76% |
| Win Month % | 72.73% | 53.85% |
| Win Week % | 68.42% | 55.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |