| Metric | 11404184:btcusd:triple_med_gx:lsma55_140 | 11404184:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 72.46% | 40.54% |
| Max Drawdown | -13.08% | -28.21% |
| Sharpe | 1.73 | 0.74 |
| Sortino | 3.16 | 1.07 |
| Payoff Ratio | 1.21 | 1.19 |
| Profit Factor | 1.59 | 1.12 |
| Common Sense Ratio | 2.18 | 1.2 |
| CPC Index | 1.06 | 0.69 |
| Tail Ratio | 1.37 | 1.07 |
| Outlier Win Ratio | 16.89 | 3.45 |
| Outlier Loss Ratio | 3.98 | 3.0 |
| Volatility (ann.) | 22.96% | 45.32% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.45 | 0.93 |
| Skew | 1.85 | -0.17 |
| Kurtosis | 13.82 | 3.58 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 3.07% | 1.91% |
| Expected Yearly % | 31.32% | 18.55% |
| Kelly Criterion | 17.85% | 11.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -3.81% |
| Expected Shortfall (cVaR) | -1.87% | -3.81% |
| Year | 11404184:BTCUSD | 11404184:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 23.12 | 0.63 | - |
| 2025 | 2.81 | 40.07 | 14.27 | + |
| Metric | 11404184:btcusd:triple_med_gx:lsma55_140 | 11404184:BTCUSD |
|---|---|---|
| MTD | -0.95% | -13.5% |
| 3M | 16.34% | -19.24% |
| 6M | 28.58% | -8.05% |
| YTD | 40.07% | 2.81% |
| 1Y | 48.33% | 4.01% |
| 3Y (ann.) | 45.14% | 26.19% |
| 5Y (ann.) | 45.14% | 26.19% |
| Metric | 11404184:btcusd:triple_med_gx:lsma55_140 | 11404184:BTCUSD |
|---|---|---|
| Max Drawdown | -13.08% | -28.21% |
| Longest DD Days | 100.0 | 154.0 |
| Avg. Drawdown | -3.79% | -9.35% |
| Avg. Drawdown Days | 22.0 | 39.0 |
| Recovery Factor | 5.54 | 1.44 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-09-14 | -13.08 | 100 |
| 2025-03-04 | 2025-06-11 | -10.83 | 99 |
| 2025-01-05 | 2025-03-01 | -8.12 | 55 |
| 2024-12-06 | 2024-12-16 | -5.44 | 10 |
| 2025-08-01 | 2025-08-11 | -4.18 | 10 |
| 2024-10-09 | 2024-10-12 | -3.44 | 3 |
| 2024-12-22 | 2024-12-25 | -3.34 | 3 |
| 2025-08-29 | 2025-09-05 | -3.13 | 7 |
| 2025-10-13 | 2025-10-20 | -2.65 | 7 |
| 2024-12-30 | 2025-01-02 | -2.63 | 3 |
| Metric | 11404184:btcusd:triple_med_gx:lsma55_140 | 11404184:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.49% |
| Worst Day | -5.94% | -13.23% |
| Best Week | 12.45% | 15.41% |
| Worst Week | -4.8% | -18.81% |
| Best Month | 15.59% | 34.43% |
| Worst Month | -10.24% | -23.44% |
| Best Year | 40.07% | 36.7% |
| Worst Year | 23.12% | 2.81% |
| Avg. Up Day | 1.64% | 1.84% |
| Avg. Down Day | -1.36% | -1.54% |
| Avg. Up Week | 3.77% | 4.6% |
| Avg. Down Week | -2.51% | -4.41% |
| Avg. Up Month | 4.21% | 11.21% |
| Avg. Down Month | -4.91% | -15.73% |
| Win Days % | 55.06% | 51.87% |
| Win Month % | 83.33% | 61.11% |
| Win Week % | 61.7% | 53.85% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |