| Metric | 11404243:btcusd:triple_med_gx:lsma65_140 | 11404243:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 34.16% | 61.16% |
| Max Drawdown | -18.54% | -29.51% |
| Sharpe | 0.57 | 0.59 |
| Sortino | 0.9 | 0.85 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.67 | 0.65 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 16.95 | 3.49 |
| Outlier Loss Ratio | 3.95 | 3.46 |
| Volatility (ann.) | 14.33% | 25.19% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.79 | 2.0 |
| Skew | 1.89 | 0.21 |
| Kurtosis | 34.29 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.29% | 3.74% |
| Expected Yearly % | 15.83% | 26.95% |
| Kelly Criterion | 5.0% | 9.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.13% |
| Expected Shortfall (cVaR) | -1.21% | -2.13% |
| Year | 11404243:BTCUSD | 11404243:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 32.83 | 0.86 | - |
| 2025 | 16.76 | 1.00 | 0.06 | - |
| Metric | 11404243:btcusd:triple_med_gx:lsma65_140 | 11404243:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 7.93% | 31.46% |
| 6M | 7.66% | 12.77% |
| YTD | 1.0% | 16.76% |
| 1Y | 31.36% | 56.84% |
| 3Y (ann.) | 33.11% | 59.12% |
| 5Y (ann.) | 33.11% | 59.12% |
| Metric | 11404243:btcusd:triple_med_gx:lsma65_140 | 11404243:BTCUSD |
|---|---|---|
| Max Drawdown | -18.54% | -29.51% |
| Longest DD Days | 100.0 | 144.0 |
| Avg. Drawdown | -4.01% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 1.84 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-06-11 | -18.54 | 100 |
| 2024-06-05 | 2024-09-13 | -14.73 | 99 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-02-04 | 2025-03-02 | -7.89 | 26 |
| 2025-01-05 | 2025-02-03 | -6.52 | 29 |
| 2024-09-14 | 2024-10-14 | -5.92 | 30 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2024-12-24 | 2025-01-02 | -3.44 | 8 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11404243:btcusd:triple_med_gx:lsma65_140 | 11404243:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 11.18% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 10.0% | 37.42% |
| Worst Month | -7.9% | -17.69% |
| Best Year | 32.83% | 38.02% |
| Worst Year | 1.0% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 4.66% | 5.03% |
| Avg. Down Week | -3.23% | -3.8% |
| Avg. Up Month | 5.72% | 13.54% |
| Avg. Down Month | -6.44% | -9.04% |
| Win Days % | 49.1% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 51.61% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |