| Metric | 11404235:btcusd:triple_med_gx:lsma25_140 | 11404235:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 47.2% | 61.16% |
| Max Drawdown | -14.54% | -29.51% |
| Sharpe | 0.73 | 0.59 |
| Sortino | 1.17 | 0.85 |
| Payoff Ratio | 1.22 | 1.19 |
| Profit Factor | 1.25 | 1.1 |
| Common Sense Ratio | 1.68 | 1.07 |
| CPC Index | 0.76 | 0.68 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 19.89 | 3.71 |
| Outlier Loss Ratio | 3.75 | 3.46 |
| Volatility (ann.) | 14.24% | 25.19% |
| R^2 | 0.32 | 0.32 |
| Calmar | 3.14 | 2.0 |
| Skew | 1.93 | 0.21 |
| Kurtosis | 36.74 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.02% | 3.74% |
| Expected Yearly % | 21.33% | 26.95% |
| Kelly Criterion | 8.11% | 11.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.13% |
| Expected Shortfall (cVaR) | -1.2% | -2.13% |
| Year | 11404235:BTCUSD | 11404235:btcusd:triple_med_gx:lsma25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 29.48 | 0.78 | - |
| 2025 | 16.76 | 13.69 | 0.82 | - |
| Metric | 11404235:btcusd:triple_med_gx:lsma25_140 | 11404235:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 5.73% | 31.46% |
| 6M | 18.39% | 12.77% |
| YTD | 13.69% | 16.76% |
| 1Y | 44.57% | 56.84% |
| 3Y (ann.) | 45.69% | 59.12% |
| 5Y (ann.) | 45.69% | 59.12% |
| Metric | 11404235:btcusd:triple_med_gx:lsma25_140 | 11404235:BTCUSD |
|---|---|---|
| Max Drawdown | -14.54% | -29.51% |
| Longest DD Days | 98.0 | 144.0 |
| Avg. Drawdown | -3.12% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 3.25 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -14.54 | 64 |
| 2025-03-03 | 2025-06-09 | -9.13 | 98 |
| 2024-12-05 | 2024-12-21 | -7.93 | 15 |
| 2025-01-10 | 2025-03-02 | -7.49 | 50 |
| 2024-09-11 | 2024-10-12 | -5.67 | 31 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2024-12-24 | 2025-01-02 | -3.44 | 8 |
| 2024-08-09 | 2024-09-09 | -2.43 | 31 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-07 | 2024-12-04 | -1.48 | 27 |
| Metric | 11404235:btcusd:triple_med_gx:lsma25_140 | 11404235:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 8.39% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 8.65% | 37.42% |
| Worst Month | -8.19% | -17.69% |
| Best Year | 29.48% | 38.02% |
| Worst Year | 13.69% | 16.76% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 3.63% | 5.57% |
| Avg. Down Week | -2.95% | -3.17% |
| Avg. Up Month | 5.13% | 11.96% |
| Avg. Down Month | -6.57% | -12.52% |
| Win Days % | 49.52% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 61.29% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |