| Metric | 11404187:btcusd:triple_med_gx:lsma65_140 | 11404187:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 43.89% | 75.42% |
| Max Drawdown | -14.57% | -29.51% |
| Sharpe | 0.65 | 0.63 |
| Sortino | 1.04 | 0.92 |
| Payoff Ratio | 1.18 | 1.18 |
| Profit Factor | 1.2 | 1.11 |
| Common Sense Ratio | 1.44 | 1.06 |
| CPC Index | 0.7 | 0.68 |
| Tail Ratio | 1.2 | 0.96 |
| Outlier Win Ratio | 18.06 | 3.63 |
| Outlier Loss Ratio | 3.87 | 3.54 |
| Volatility (ann.) | 13.95% | 24.55% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.62 | 2.19 |
| Skew | 2.0 | 0.2 |
| Kurtosis | 35.0 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.63% | 4.1% |
| Expected Yearly % | 19.96% | 32.45% |
| Kelly Criterion | 6.37% | 11.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.07% |
| Expected Shortfall (cVaR) | -1.18% | -2.07% |
| Year | 11404187:BTCUSD | 11404187:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 28.40 | 0.75 | - |
| 2025 | 27.10 | 12.06 | 0.45 | - |
| Metric | 11404187:btcusd:triple_med_gx:lsma65_140 | 11404187:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 3.43% | 41.88% |
| 6M | 6.72% | 22.91% |
| YTD | 12.06% | 27.1% |
| 1Y | 52.69% | 82.29% |
| 3Y (ann.) | 38.15% | 64.73% |
| 5Y (ann.) | 38.15% | 64.73% |
| Metric | 11404187:btcusd:triple_med_gx:lsma65_140 | 11404187:BTCUSD |
|---|---|---|
| Max Drawdown | -14.57% | -29.51% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -3.69% | -4.71% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 3.01 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-17 | -14.57 | 136 |
| 2024-06-05 | 2024-09-13 | -14.48 | 99 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-01-04 | 2025-02-28 | -7.83 | 55 |
| 2024-09-14 | 2024-10-14 | -6.08 | 30 |
| 2024-12-21 | 2024-12-28 | -5.63 | 7 |
| 2024-12-29 | 2025-01-02 | -2.81 | 4 |
| 2024-11-07 | 2024-12-04 | -1.85 | 27 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11404187:btcusd:triple_med_gx:lsma65_140 | 11404187:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 7.66% | 37.42% |
| Worst Month | -7.32% | -17.69% |
| Best Year | 28.4% | 38.02% |
| Worst Year | 12.06% | 27.1% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.81% | -0.81% |
| Avg. Up Week | 3.87% | 4.06% |
| Avg. Down Week | -3.07% | -4.0% |
| Avg. Up Month | 4.18% | 12.01% |
| Avg. Down Month | -3.82% | -4.72% |
| Win Days % | 49.32% | 51.89% |
| Win Month % | 84.62% | 64.29% |
| Win Week % | 57.14% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |