| Metric | 11404182:btcusd:triple_med_gx:lsma40_140 | 11404182:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 79.84% | 75.42% |
| Max Drawdown | -14.48% | -29.51% |
| Sharpe | 1.01 | 0.63 |
| Sortino | 1.67 | 0.92 |
| Payoff Ratio | 1.22 | 1.22 |
| Profit Factor | 1.34 | 1.11 |
| Common Sense Ratio | 1.79 | 1.06 |
| CPC Index | 0.83 | 0.7 |
| Tail Ratio | 1.34 | 0.96 |
| Outlier Win Ratio | 17.51 | 3.63 |
| Outlier Loss Ratio | 3.9 | 3.56 |
| Volatility (ann.) | 13.85% | 24.55% |
| R^2 | 0.32 | 0.32 |
| Calmar | 4.73 | 2.19 |
| Skew | 2.2 | 0.2 |
| Kurtosis | 33.61 | 7.24 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.28% | 4.1% |
| Expected Yearly % | 34.1% | 32.45% |
| Kelly Criterion | 11.05% | 12.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.07% |
| Expected Shortfall (cVaR) | -1.15% | -2.07% |
| Year | 11404182:BTCUSD | 11404182:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.30 | 0.59 | - |
| 2025 | 27.10 | 47.05 | 1.74 | + |
| Metric | 11404182:btcusd:triple_med_gx:lsma40_140 | 11404182:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 11.49% | 41.88% |
| 6M | 37.25% | 22.91% |
| YTD | 47.05% | 27.1% |
| 1Y | 91.45% | 82.29% |
| 3Y (ann.) | 68.41% | 64.73% |
| 5Y (ann.) | 68.41% | 64.73% |
| Metric | 11404182:btcusd:triple_med_gx:lsma40_140 | 11404182:BTCUSD |
|---|---|---|
| Max Drawdown | -14.48% | -29.51% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -2.27% | -4.71% |
| Avg. Drawdown Days | 9.0 | 14.0 |
| Recovery Factor | 5.51 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-14 | -14.48 | 130 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-02-01 | 2025-02-28 | -7.79 | 26 |
| 2025-06-10 | 2025-07-17 | -7.47 | 37 |
| 2025-04-02 | 2025-05-21 | -5.88 | 48 |
| 2024-12-21 | 2024-12-28 | -5.46 | 6 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-01-04 | 2025-01-14 | -4.18 | 10 |
| 2024-12-29 | 2025-01-02 | -2.81 | 4 |
| Metric | 11404182:btcusd:triple_med_gx:lsma40_140 | 11404182:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.78% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 17.27% | 37.42% |
| Worst Month | -7.32% | -17.69% |
| Best Year | 47.05% | 38.02% |
| Worst Year | 22.3% | 27.1% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 3.72% | 4.15% |
| Avg. Down Week | -2.69% | -3.67% |
| Avg. Up Month | 4.66% | 12.01% |
| Avg. Down Month | -7.32% | -7.35% |
| Win Days % | 51.1% | 51.89% |
| Win Month % | 92.31% | 64.29% |
| Win Week % | 66.67% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |