| Metric | 11404238:btcusd:triple_med_gx:lsma40_140 | 11404238:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 58.52% | 61.16% |
| Max Drawdown | -14.27% | -29.51% |
| Sharpe | 0.86 | 0.59 |
| Sortino | 1.41 | 0.85 |
| Payoff Ratio | 1.25 | 1.24 |
| Profit Factor | 1.28 | 1.1 |
| Common Sense Ratio | 1.71 | 1.07 |
| CPC Index | 0.79 | 0.7 |
| Tail Ratio | 1.33 | 0.98 |
| Outlier Win Ratio | 18.32 | 3.71 |
| Outlier Loss Ratio | 4.0 | 3.46 |
| Volatility (ann.) | 14.18% | 25.19% |
| R^2 | 0.31 | 0.31 |
| Calmar | 3.96 | 2.0 |
| Skew | 2.2 | 0.21 |
| Kurtosis | 33.84 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.61% | 3.74% |
| Expected Yearly % | 25.91% | 26.95% |
| Kelly Criterion | 8.48% | 12.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.13% |
| Expected Shortfall (cVaR) | -1.19% | -2.13% |
| Year | 11404238:BTCUSD | 11404238:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 32.39 | 0.85 | - |
| 2025 | 16.76 | 19.74 | 1.18 | + |
| Metric | 11404238:btcusd:triple_med_gx:lsma40_140 | 11404238:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 9.11% | 31.46% |
| 6M | 28.42% | 12.77% |
| YTD | 19.74% | 16.76% |
| 1Y | 55.21% | 56.84% |
| 3Y (ann.) | 56.59% | 59.12% |
| 5Y (ann.) | 56.59% | 59.12% |
| Metric | 11404238:btcusd:triple_med_gx:lsma40_140 | 11404238:BTCUSD |
|---|---|---|
| Max Drawdown | -14.27% | -29.51% |
| Longest DD Days | 95.0 | 144.0 |
| Avg. Drawdown | -2.65% | -4.82% |
| Avg. Drawdown Days | 10.0 | 14.0 |
| Recovery Factor | 4.1 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-09 | -14.27 | 95 |
| 2025-03-03 | 2025-05-22 | -8.93 | 80 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-02-04 | 2025-03-02 | -7.05 | 26 |
| 2025-02-01 | 2025-02-03 | -6.47 | 2 |
| 2024-09-12 | 2024-10-14 | -5.92 | 31 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2025-01-04 | 2025-01-14 | -4.44 | 10 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-12-24 | 2025-01-02 | -3.44 | 8 |
| Metric | 11404238:btcusd:triple_med_gx:lsma40_140 | 11404238:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.78% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 8.99% | 37.42% |
| Worst Month | -7.9% | -17.69% |
| Best Year | 32.39% | 38.02% |
| Worst Year | 19.74% | 16.76% |
| Avg. Up Day | 1.0% | 1.0% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 3.38% | 4.87% |
| Avg. Down Week | -2.7% | -3.22% |
| Avg. Up Month | 5.42% | 11.96% |
| Avg. Down Month | -6.34% | -12.52% |
| Win Days % | 49.24% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 64.52% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |