| Metric | 11404240:btcusd:triple_med_gx:lsma50_140 | 11404240:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 40.34% | 61.16% |
| Max Drawdown | -14.61% | -29.51% |
| Sharpe | 0.67 | 0.59 |
| Sortino | 1.11 | 0.85 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 1.54 | 1.07 |
| CPC Index | 0.73 | 0.68 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 20.09 | 3.75 |
| Outlier Loss Ratio | 3.97 | 3.42 |
| Volatility (ann.) | 13.69% | 25.19% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.67 | 2.0 |
| Skew | 2.58 | 0.21 |
| Kurtosis | 37.93 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.64% | 3.74% |
| Expected Yearly % | 18.46% | 26.95% |
| Kelly Criterion | 7.11% | 11.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.13% |
| Expected Shortfall (cVaR) | -1.15% | -2.13% |
| Year | 11404240:BTCUSD | 11404240:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 31.17 | 0.82 | - |
| 2025 | 16.76 | 6.99 | 0.42 | - |
| Metric | 11404240:btcusd:triple_med_gx:lsma50_140 | 11404240:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 9.13% | 31.46% |
| 6M | 13.51% | 12.77% |
| YTD | 6.99% | 16.76% |
| 1Y | 37.41% | 56.84% |
| 3Y (ann.) | 39.08% | 59.12% |
| 5Y (ann.) | 39.08% | 59.12% |
| Metric | 11404240:btcusd:triple_med_gx:lsma50_140 | 11404240:BTCUSD |
|---|---|---|
| Max Drawdown | -14.61% | -29.51% |
| Longest DD Days | 100.0 | 144.0 |
| Avg. Drawdown | -3.91% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 2.76 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-06-11 | -14.61 | 100 |
| 2024-06-05 | 2024-09-10 | -14.27 | 97 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-02-04 | 2025-03-02 | -7.05 | 26 |
| 2025-01-04 | 2025-02-03 | -6.57 | 30 |
| 2024-09-14 | 2024-10-14 | -6.01 | 30 |
| 2024-12-21 | 2024-12-24 | -5.24 | 3 |
| 2024-12-24 | 2025-01-02 | -3.44 | 8 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-10-15 | 2024-11-06 | -2.06 | 22 |
| Metric | 11404240:btcusd:triple_med_gx:lsma50_140 | 11404240:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 11.18% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.89% | 37.42% |
| Worst Month | -7.9% | -17.69% |
| Best Year | 31.17% | 38.02% |
| Worst Year | 6.99% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 4.09% | 4.62% |
| Avg. Down Week | -2.45% | -3.53% |
| Avg. Up Month | 4.72% | 12.23% |
| Avg. Down Month | -4.72% | -9.04% |
| Win Days % | 48.89% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |