| Metric | 11404214:btcusd:triple_med_gx:lsma200_140 | 11404214:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 54.45% | 61.16% |
| Max Drawdown | -9.41% | -29.51% |
| Sharpe | 0.99 | 0.59 |
| Sortino | 1.72 | 0.85 |
| Payoff Ratio | 1.3 | 1.31 |
| Profit Factor | 1.49 | 1.1 |
| Common Sense Ratio | 3.31 | 1.07 |
| CPC Index | 1.0 | 0.74 |
| Tail Ratio | 2.22 | 0.98 |
| Outlier Win Ratio | 32.08 | 3.65 |
| Outlier Loss Ratio | 3.16 | 2.99 |
| Volatility (ann.) | 11.34% | 25.19% |
| R^2 | 0.2 | 0.2 |
| Calmar | 5.6 | 2.0 |
| Skew | 2.73 | 0.21 |
| Kurtosis | 43.23 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.4% | 3.74% |
| Expected Yearly % | 24.28% | 26.95% |
| Kelly Criterion | 14.05% | 15.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.13% |
| Expected Shortfall (cVaR) | -0.95% | -2.13% |
| Year | 11404214:BTCUSD | 11404214:btcusd:triple_med_gx:lsma200_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 41.67 | 1.10 | + |
| 2025 | 16.76 | 9.03 | 0.54 | - |
| Metric | 11404214:btcusd:triple_med_gx:lsma200_140 | 11404214:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 13.59% | 31.46% |
| 6M | 9.03% | 12.77% |
| YTD | 9.03% | 16.76% |
| 1Y | 50.28% | 56.84% |
| 3Y (ann.) | 52.67% | 59.12% |
| 5Y (ann.) | 52.67% | 59.12% |
| Metric | 11404214:btcusd:triple_med_gx:lsma200_140 | 11404214:BTCUSD |
|---|---|---|
| Max Drawdown | -9.41% | -29.51% |
| Longest DD Days | 138.0 | 144.0 |
| Avg. Drawdown | -2.35% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 5.79 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-22 | -9.41 | 138 |
| 2024-09-14 | 2024-11-06 | -8.16 | 53 |
| 2024-06-05 | 2024-08-08 | -5.22 | 63 |
| 2024-08-09 | 2024-09-09 | -5.21 | 31 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-05-10 | 2025-05-18 | -2.42 | 8 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-11-07 | 2024-11-11 | -1.51 | 4 |
| Metric | 11404214:btcusd:triple_med_gx:lsma200_140 | 11404214:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -4.02% | -12.33% |
| Best Month | 18.84% | 37.42% |
| Worst Month | -4.02% | -17.69% |
| Best Year | 41.67% | 38.02% |
| Worst Year | 9.03% | 16.76% |
| Avg. Up Day | 1.15% | 1.16% |
| Avg. Down Day | -0.89% | -0.89% |
| Avg. Up Week | 6.55% | 7.95% |
| Avg. Down Week | -2.79% | -4.99% |
| Avg. Up Month | 9.17% | 17.5% |
| Avg. Down Month | -2.1% | -9.89% |
| Win Days % | 51.49% | 51.86% |
| Win Month % | 70.0% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |