| Metric | 11404190:btcusd:triple_med_gx:lsma80_140 | 11404190:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 60.69% | 61.16% |
| Max Drawdown | -14.57% | -29.51% |
| Sharpe | 0.86 | 0.59 |
| Sortino | 1.39 | 0.85 |
| Payoff Ratio | 1.19 | 1.19 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.76 | 0.68 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 16.24 | 3.75 |
| Outlier Loss Ratio | 3.99 | 3.46 |
| Volatility (ann.) | 14.73% | 25.19% |
| R^2 | 0.34 | 0.34 |
| Calmar | 4.03 | 2.0 |
| Skew | 1.87 | 0.21 |
| Kurtosis | 30.49 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.72% | 3.74% |
| Expected Yearly % | 26.76% | 26.95% |
| Kelly Criterion | 8.9% | 11.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.13% |
| Expected Shortfall (cVaR) | -1.23% | -2.13% |
| Year | 11404190:BTCUSD | 11404190:btcusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 29.58 | 0.78 | - |
| 2025 | 16.76 | 24.01 | 1.43 | + |
| Metric | 11404190:btcusd:triple_med_gx:lsma80_140 | 11404190:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 10.16% | 31.46% |
| 6M | 35.25% | 12.77% |
| YTD | 24.01% | 16.76% |
| 1Y | 56.35% | 56.84% |
| 3Y (ann.) | 58.67% | 59.12% |
| 5Y (ann.) | 58.67% | 59.12% |
| Metric | 11404190:btcusd:triple_med_gx:lsma80_140 | 11404190:BTCUSD |
|---|---|---|
| Max Drawdown | -14.57% | -29.51% |
| Longest DD Days | 99.0 | 144.0 |
| Avg. Drawdown | -2.9% | -4.82% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 4.17 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-06-09 | -14.57 | 98 |
| 2024-06-05 | 2024-09-13 | -14.48 | 99 |
| 2024-09-14 | 2024-10-14 | -8.24 | 30 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-02-04 | 2025-03-01 | -6.02 | 25 |
| 2025-02-02 | 2025-02-03 | -4.75 | 1 |
| 2024-12-29 | 2025-01-02 | -2.81 | 4 |
| 2024-12-23 | 2024-12-24 | -2.67 | 1 |
| 2024-10-16 | 2024-11-06 | -1.95 | 20 |
| 2024-11-07 | 2024-12-04 | -1.85 | 27 |
| Metric | 11404190:btcusd:triple_med_gx:lsma80_140 | 11404190: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 | 9.7% | 37.42% |
| Worst Month | -7.32% | -17.69% |
| Best Year | 29.58% | 38.02% |
| Worst Year | 24.01% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 3.94% | 4.56% |
| Avg. Down Week | -3.13% | -4.1% |
| Avg. Up Month | 4.47% | 12.23% |
| Avg. Down Month | -7.32% | -7.35% |
| Win Days % | 50.47% | 51.86% |
| Win Month % | 92.31% | 61.54% |
| Win Week % | 64.71% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |