| Metric | 11404193:btcusd:triple_med_gx:lsma95_140 | 11404193:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 46.18% | 61.16% |
| Max Drawdown | -16.78% | -29.51% |
| Sharpe | 0.7 | 0.59 |
| Sortino | 1.11 | 0.85 |
| Payoff Ratio | 1.18 | 1.17 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 1.38 | 1.07 |
| CPC Index | 0.7 | 0.67 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 15.18 | 3.66 |
| Outlier Loss Ratio | 3.96 | 3.42 |
| Volatility (ann.) | 14.81% | 25.19% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.67 | 2.0 |
| Skew | 1.73 | 0.21 |
| Kurtosis | 29.21 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 2.96% | 3.74% |
| Expected Yearly % | 20.91% | 26.95% |
| Kelly Criterion | 6.74% | 10.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.13% |
| Expected Shortfall (cVaR) | -1.25% | -2.13% |
| Year | 11404193:BTCUSD | 11404193:btcusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 30.11 | 0.79 | - |
| 2025 | 16.76 | 12.35 | 0.74 | - |
| Metric | 11404193:btcusd:triple_med_gx:lsma95_140 | 11404193:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 15.81% | 31.46% |
| 6M | 25.93% | 12.77% |
| YTD | 12.35% | 16.76% |
| 1Y | 46.12% | 56.84% |
| 3Y (ann.) | 44.71% | 59.12% |
| 5Y (ann.) | 44.71% | 59.12% |
| Metric | 11404193:btcusd:triple_med_gx:lsma95_140 | 11404193:BTCUSD |
|---|---|---|
| Max Drawdown | -16.78% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -3.14% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 2.75 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-17 | -16.78 | 103 |
| 2025-01-07 | 2025-06-09 | -16.28 | 153 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-17 | 2024-10-14 | -6.99 | 26 |
| 2024-12-16 | 2024-12-24 | -3.32 | 7 |
| 2024-12-29 | 2025-01-02 | -2.81 | 4 |
| 2024-11-07 | 2024-12-04 | -1.85 | 27 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-10-18 | 2024-11-06 | -1.61 | 18 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| Metric | 11404193:btcusd:triple_med_gx:lsma95_140 | 11404193: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 | 12.75% | 37.42% |
| Worst Month | -9.79% | -17.69% |
| Best Year | 30.11% | 38.02% |
| Worst Year | 12.35% | 16.76% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 3.93% | 4.31% |
| Avg. Down Week | -3.11% | -4.9% |
| Avg. Up Month | 5.99% | 14.17% |
| Avg. Down Month | -6.38% | -12.52% |
| Win Days % | 49.47% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |