| Metric | 11404195:btcusd:triple_med_gx:lsma105_140 | 11404195:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 46.35% | 75.42% |
| Max Drawdown | -17.58% | -29.51% |
| Sharpe | 0.64 | 0.63 |
| Sortino | 1.01 | 0.92 |
| Payoff Ratio | 1.14 | 1.14 |
| Profit Factor | 1.18 | 1.11 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.67 | 0.65 |
| Tail Ratio | 1.11 | 0.96 |
| Outlier Win Ratio | 15.47 | 3.85 |
| Outlier Loss Ratio | 3.92 | 3.56 |
| Volatility (ann.) | 14.81% | 24.55% |
| R^2 | 0.36 | 0.36 |
| Calmar | 2.29 | 2.19 |
| Skew | 1.5 | 0.2 |
| Kurtosis | 27.57 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.76% | 4.1% |
| Expected Yearly % | 20.97% | 32.45% |
| Kelly Criterion | 6.02% | 9.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.07% |
| Expected Shortfall (cVaR) | -1.25% | -2.07% |
| Year | 11404195:BTCUSD | 11404195:btcusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 32.21 | 0.85 | - |
| 2025 | 27.10 | 10.69 | 0.39 | - |
| Metric | 11404195:btcusd:triple_med_gx:lsma105_140 | 11404195:BTCUSD |
|---|---|---|
| MTD | -1.65% | 10.71% |
| 3M | 7.17% | 41.88% |
| 6M | 9.43% | 22.91% |
| YTD | 10.69% | 27.1% |
| 1Y | 72.75% | 82.29% |
| 3Y (ann.) | 40.24% | 64.73% |
| 5Y (ann.) | 40.24% | 64.73% |
| Metric | 11404195:btcusd:triple_med_gx:lsma105_140 | 11404195:BTCUSD |
|---|---|---|
| Max Drawdown | -17.58% | -29.51% |
| Longest DD Days | 100.0 | 144.0 |
| Avg. Drawdown | -3.16% | -4.71% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 2.64 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-19 | -17.58 | 100 |
| 2025-03-03 | 2025-05-22 | -14.57 | 80 |
| 2025-01-07 | 2025-03-02 | -10.24 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-17 | 2025-01-03 | -7.71 | 16 |
| 2025-06-10 | 2025-07-17 | -7.04 | 37 |
| 2024-10-08 | 2024-10-11 | -5.08 | 3 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-10-18 | 2024-11-06 | -2.11 | 18 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| Metric | 11404195:btcusd:triple_med_gx:lsma105_140 | 11404195: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 | 13.44% | 37.42% |
| Worst Month | -9.92% | -17.69% |
| Best Year | 32.21% | 38.02% |
| Worst Year | 10.69% | 27.1% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 3.69% | 5.48% |
| Avg. Down Week | -2.81% | -3.82% |
| Avg. Up Month | 7.52% | 15.1% |
| Avg. Down Month | -9.92% | -7.35% |
| Win Days % | 50.0% | 51.89% |
| Win Month % | 71.43% | 64.29% |
| Win Week % | 55.26% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |