| Metric | 11404180:btcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 90.77% | 64.2% |
| Max Drawdown | -14.48% | -29.51% |
| Sharpe | 0.94 | 0.5 |
| Sortino | 1.5 | 0.73 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.31 | 1.08 |
| Common Sense Ratio | 1.79 | 1.0 |
| CPC Index | 0.8 | 0.66 |
| Tail Ratio | 1.36 | 0.92 |
| Outlier Win Ratio | 17.07 | 3.59 |
| Outlier Loss Ratio | 3.93 | 3.66 |
| Volatility (ann.) | 13.39% | 23.2% |
| R^2 | 0.33 | 0.33 |
| Calmar | 4.1 | 1.46 |
| Skew | 1.8 | 0.19 |
| Kurtosis | 35.64 | 7.73 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.87% | 2.96% |
| Expected Yearly % | 38.12% | 28.14% |
| Kelly Criterion | 10.11% | 11.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -1.97% |
| Expected Shortfall (cVaR) | -1.12% | -1.97% |
| Year | 11404180:BTCUSD | 11404180:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 31.30 | 0.82 | - |
| 2025 | 18.97 | 45.29 | 2.39 | + |
| Metric | 11404180:btcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD |
|---|---|---|
| MTD | 6.77% | -2.64% |
| 3M | 7.42% | -5.81% |
| 6M | 20.02% | 30.54% |
| YTD | 45.29% | 18.97% |
| 1Y | 76.61% | 62.45% |
| 3Y (ann.) | 59.35% | 43.01% |
| 5Y (ann.) | 59.35% | 43.01% |
| Metric | 11404180:btcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD |
|---|---|---|
| Max Drawdown | -14.48% | -29.51% |
| Longest DD Days | 106.0 | 144.0 |
| Avg. Drawdown | -2.61% | -5.36% |
| Avg. Drawdown Days | 12.0 | 16.0 |
| Recovery Factor | 6.27 | 2.18 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -14.48 | 64 |
| 2025-01-15 | 2025-02-28 | -8.21 | 44 |
| 2025-03-03 | 2025-04-01 | -8.07 | 29 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-08-09 | 2024-10-11 | -7.83 | 63 |
| 2025-06-16 | 2025-10-01 | -7.67 | 106 |
| 2025-04-02 | 2025-05-21 | -5.88 | 48 |
| 2024-12-21 | 2024-12-28 | -5.46 | 6 |
| 2025-01-12 | 2025-01-14 | -4.56 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| Metric | 11404180:btcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.78% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 14.13% | 37.42% |
| Worst Month | -7.32% | -17.69% |
| Best Year | 45.29% | 38.02% |
| Worst Year | 31.3% | 18.97% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 3.31% | 4.19% |
| Avg. Down Week | -2.4% | -3.86% |
| Avg. Up Month | 4.26% | 11.28% |
| Avg. Down Month | -7.32% | -7.35% |
| Win Days % | 51.16% | 52.08% |
| Win Month % | 88.24% | 58.82% |
| Win Week % | 65.91% | 55.41% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |