| Metric | 11404177:btcusd:triple_med_gx:lsma25_140 | 11404177:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 81.99% | 54.3% |
| Max Drawdown | -14.56% | -29.51% |
| Sharpe | 1.07 | 0.54 |
| Sortino | 1.77 | 0.78 |
| Payoff Ratio | 1.26 | 1.19 |
| Profit Factor | 1.37 | 1.09 |
| Common Sense Ratio | 1.77 | 1.06 |
| CPC Index | 0.88 | 0.67 |
| Tail Ratio | 1.29 | 0.97 |
| Outlier Win Ratio | 18.03 | 3.72 |
| Outlier Loss Ratio | 3.87 | 3.39 |
| Volatility (ann.) | 14.23% | 25.08% |
| R^2 | 0.33 | 0.33 |
| Calmar | 5.3 | 1.74 |
| Skew | 2.04 | 0.21 |
| Kurtosis | 35.32 | 7.02 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.71% | 3.39% |
| Expected Yearly % | 34.9% | 24.22% |
| Kelly Criterion | 12.1% | 11.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.12% |
| Expected Shortfall (cVaR) | -1.18% | -2.12% |
| Year | 11404177:BTCUSD | 11404177:btcusd:triple_med_gx:lsma25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 38.15 | 1.00 | + |
| 2025 | 11.80 | 31.74 | 2.69 | + |
| Metric | 11404177:btcusd:triple_med_gx:lsma25_140 | 11404177:BTCUSD |
|---|---|---|
| MTD | 3.83% | -0.27% |
| 3M | 13.14% | 26.2% |
| 6M | 36.65% | -1.67% |
| YTD | 31.74% | 11.8% |
| 1Y | 85.16% | 56.98% |
| 3Y (ann.) | 77.2% | 51.35% |
| 5Y (ann.) | 77.2% | 51.35% |
| Metric | 11404177:btcusd:triple_med_gx:lsma25_140 | 11404177:BTCUSD |
|---|---|---|
| Max Drawdown | -14.56% | -29.51% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -2.29% | -4.82% |
| Avg. Drawdown Days | 9.0 | 14.0 |
| Recovery Factor | 5.63 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -14.56 | 63 |
| 2025-01-10 | 2025-03-01 | -8.67 | 49 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-03-03 | 2025-03-14 | -6.64 | 11 |
| 2024-12-21 | 2024-12-28 | -5.46 | 6 |
| 2024-09-11 | 2024-10-11 | -5.27 | 29 |
| 2025-04-02 | 2025-05-21 | -4.75 | 48 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-06-16 | 2025-06-18 | -3.68 | 1 |
| 2024-12-29 | 2025-01-02 | -2.81 | 4 |
| Metric | 11404177:btcusd:triple_med_gx:lsma25_140 | 11404177:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.94% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 11.49% | 37.42% |
| Worst Month | -7.49% | -17.69% |
| Best Year | 38.15% | 38.02% |
| Worst Year | 31.74% | 11.8% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 3.61% | 4.41% |
| Avg. Down Week | -2.92% | -4.38% |
| Avg. Up Month | 5.04% | 13.38% |
| Avg. Down Month | -7.49% | -7.35% |
| Win Days % | 51.08% | 51.76% |
| Win Month % | 92.31% | 53.85% |
| Win Week % | 76.47% | 55.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |