| Metric | 11404208:btcusd:triple_med_gx:lsma175_140 | 11404208:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 19.81% | 61.16% |
| Max Drawdown | -9.28% | -29.51% |
| Sharpe | 0.52 | 0.59 |
| Sortino | 0.89 | 0.85 |
| Payoff Ratio | 1.29 | 1.31 |
| Profit Factor | 1.31 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.8 | 0.74 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 44.42 | 2.98 |
| Outlier Loss Ratio | 3.02 | 2.87 |
| Volatility (ann.) | 9.26% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | 2.07 | 2.0 |
| Skew | 4.05 | 0.21 |
| Kurtosis | 82.19 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.4% | 3.74% |
| Expected Yearly % | 9.46% | 26.95% |
| Kelly Criterion | 6.94% | 15.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11404208:BTCUSD | 11404208:btcusd:triple_med_gx:lsma175_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.57 | 0.59 | - |
| 2025 | 16.76 | -2.26 | -0.13 | - |
| Metric | 11404208:btcusd:triple_med_gx:lsma175_140 | 11404208:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.83% | 31.46% |
| 6M | -2.26% | 12.77% |
| YTD | -2.26% | 16.76% |
| 1Y | 16.57% | 56.84% |
| 3Y (ann.) | 19.23% | 59.12% |
| 5Y (ann.) | 19.23% | 59.12% |
| Metric | 11404208:btcusd:triple_med_gx:lsma175_140 | 11404208:BTCUSD |
|---|---|---|
| Max Drawdown | -9.28% | -29.51% |
| Longest DD Days | 154.0 | 144.0 |
| Avg. Drawdown | -2.82% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 2.13 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -9.28 | 154 |
| 2025-02-01 | 2025-04-02 | -7.79 | 59 |
| 2025-04-02 | 2025-06-11 | -6.15 | 69 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-11-07 | 2024-11-11 | -1.51 | 4 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2025-02-01 | 2025-02-01 | -0.18 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11404208:btcusd:triple_med_gx:lsma175_140 | 11404208:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.58% | 18.93% |
| Worst Week | -4.05% | -12.33% |
| Best Month | 18.84% | 37.42% |
| Worst Month | -4.05% | -17.69% |
| Best Year | 22.57% | 38.02% |
| Worst Year | -2.26% | 16.76% |
| Avg. Up Day | 1.19% | 1.2% |
| Avg. Down Day | -0.92% | -0.92% |
| Avg. Up Week | 5.3% | 7.35% |
| Avg. Down Week | -2.71% | -4.18% |
| Avg. Up Month | 5.86% | 17.5% |
| Avg. Down Month | -2.01% | -9.5% |
| Win Days % | 47.65% | 51.86% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |