| Metric | 11404184:btcusd:triple_med_gx:lsma55_140 | 11404184:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 72.46% | 40.54% |
| Max Drawdown | -14.48% | -29.51% |
| Sharpe | 0.82 | 0.37 |
| Sortino | 1.36 | 0.53 |
| Payoff Ratio | 1.18 | 1.18 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.54 | 0.96 |
| CPC Index | 0.76 | 0.65 |
| Tail Ratio | 1.21 | 0.9 |
| Outlier Win Ratio | 18.45 | 3.53 |
| Outlier Loss Ratio | 3.78 | 3.25 |
| Volatility (ann.) | 12.31% | 23.17% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.12 | 0.89 |
| Skew | 2.68 | 0.15 |
| Kurtosis | 41.01 | 7.41 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.07% | 1.91% |
| Expected Yearly % | 31.32% | 18.55% |
| Kelly Criterion | 9.16% | 11.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -1.97% |
| Expected Shortfall (cVaR) | -1.03% | -1.97% |
| Year | 11404184:BTCUSD | 11404184:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.31 | 0.64 | - |
| 2025 | 1.83 | 38.73 | 21.22 | + |
| Metric | 11404184:btcusd:triple_med_gx:lsma55_140 | 11404184:BTCUSD |
|---|---|---|
| MTD | -0.95% | -13.23% |
| 3M | 16.34% | -19.07% |
| 6M | 28.58% | -7.85% |
| YTD | 38.73% | 1.83% |
| 1Y | 48.33% | 4.88% |
| 3Y (ann.) | 45.14% | 26.19% |
| 5Y (ann.) | 45.14% | 26.19% |
| Metric | 11404184:btcusd:triple_med_gx:lsma55_140 | 11404184:BTCUSD |
|---|---|---|
| Max Drawdown | -14.48% | -29.51% |
| Longest DD Days | 146.0 | 144.0 |
| Avg. Drawdown | -2.44% | -5.67% |
| Avg. Drawdown Days | 12.0 | 17.0 |
| Recovery Factor | 5.0 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-13 | -14.48 | 99 |
| 2025-03-03 | 2025-07-27 | -11.79 | 146 |
| 2025-01-04 | 2025-02-28 | -8.16 | 55 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-14 | 2024-10-14 | -6.17 | 30 |
| 2025-07-31 | 2025-08-10 | -5.09 | 10 |
| 2024-12-21 | 2024-12-24 | -4.59 | 3 |
| 2025-08-28 | 2025-09-03 | -3.19 | 5 |
| 2025-10-14 | 2025-10-20 | -2.97 | 6 |
| 2024-12-29 | 2025-01-02 | -2.81 | 4 |
| Metric | 11404184:btcusd:triple_med_gx:lsma55_140 | 11404184:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 14.81% | 37.42% |
| Worst Month | -7.32% | -17.69% |
| Best Year | 38.73% | 38.02% |
| Worst Year | 24.31% | 1.83% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.73% | -0.74% |
| Avg. Up Week | 3.55% | 3.94% |
| Avg. Down Week | -2.26% | -4.07% |
| Avg. Up Month | 3.92% | 11.28% |
| Avg. Down Month | -4.14% | -10.29% |
| Win Days % | 50.79% | 52.11% |
| Win Month % | 83.33% | 55.56% |
| Win Week % | 58.0% | 53.85% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |