| Metric | 11404189:btcusd:triple_med_gx:lsma75_140 | 11404189:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 47.54% | 61.16% |
| Max Drawdown | -14.57% | -29.51% |
| Sharpe | 0.72 | 0.59 |
| Sortino | 1.15 | 0.85 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.71 | 0.66 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 16.85 | 3.75 |
| Outlier Loss Ratio | 3.97 | 3.46 |
| Volatility (ann.) | 14.63% | 25.19% |
| R^2 | 0.33 | 0.33 |
| Calmar | 3.16 | 2.0 |
| Skew | 1.88 | 0.21 |
| Kurtosis | 31.44 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.04% | 3.74% |
| Expected Yearly % | 21.47% | 26.95% |
| Kelly Criterion | 6.92% | 10.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.13% |
| Expected Shortfall (cVaR) | -1.23% | -2.13% |
| Year | 11404189:BTCUSD | 11404189:btcusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 29.04 | 0.76 | - |
| 2025 | 16.76 | 14.34 | 0.86 | - |
| Metric | 11404189:btcusd:triple_med_gx:lsma75_140 | 11404189:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 7.32% | 31.46% |
| 6M | 24.41% | 12.77% |
| YTD | 14.34% | 16.76% |
| 1Y | 43.56% | 56.84% |
| 3Y (ann.) | 46.02% | 59.12% |
| 5Y (ann.) | 46.02% | 59.12% |
| Metric | 11404189:btcusd:triple_med_gx:lsma75_140 | 11404189:BTCUSD |
|---|---|---|
| Max Drawdown | -14.57% | -29.51% |
| Longest DD Days | 100.0 | 144.0 |
| Avg. Drawdown | -3.09% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 3.26 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-06-11 | -14.57 | 100 |
| 2024-06-05 | 2024-09-13 | -14.48 | 100 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-02-01 | 2025-03-01 | -7.79 | 27 |
| 2024-09-14 | 2024-10-14 | -6.08 | 30 |
| 2024-12-22 | 2024-12-24 | -4.07 | 2 |
| 2024-12-29 | 2025-01-02 | -2.81 | 4 |
| 2024-10-16 | 2024-11-06 | -2.78 | 20 |
| 2024-11-07 | 2024-12-04 | -1.85 | 27 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| Metric | 11404189:btcusd:triple_med_gx:lsma75_140 | 11404189:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -7.95% | -12.33% |
| Best Month | 9.45% | 37.42% |
| Worst Month | -7.32% | -17.69% |
| Best Year | 29.04% | 38.02% |
| Worst Year | 14.34% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 3.82% | 4.56% |
| Avg. Down Week | -3.99% | -4.1% |
| Avg. Up Month | 5.31% | 13.54% |
| Avg. Down Month | -3.66% | -9.04% |
| Win Days % | 49.81% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 65.71% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |