| Metric | 11404687:btcusd:triple_med_gx:lsma95_140 | 11404687:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 40.57% | 75.42% |
| Max Drawdown | -10.84% | -29.51% |
| Sharpe | 0.97 | 0.63 |
| Sortino | 1.66 | 0.92 |
| Payoff Ratio | 1.29 | 1.24 |
| Profit Factor | 1.58 | 1.11 |
| Common Sense Ratio | inf | 1.06 |
| CPC Index | 1.09 | 0.71 |
| Tail Ratio | inf | 0.96 |
| Outlier Win Ratio | 43.32 | 3.12 |
| Outlier Loss Ratio | 3.0 | 2.82 |
| Volatility (ann.) | 8.09% | 24.55% |
| R^2 | 0.11 | 0.11 |
| Calmar | 3.26 | 2.19 |
| Skew | 2.05 | 0.2 |
| Kurtosis | 40.15 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.46% | 4.1% |
| Expected Yearly % | 18.56% | 32.45% |
| Kelly Criterion | 17.69% | 13.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11404687:BTCUSD | 11404687:btcusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 28.31 | 0.74 | - |
| 2025 | 27.10 | 9.56 | 0.35 | - |
| Metric | 11404687:btcusd:triple_med_gx:lsma95_140 | 11404687:BTCUSD |
|---|---|---|
| MTD | 2.39% | 10.71% |
| 3M | 11.44% | 41.88% |
| 6M | 9.56% | 22.91% |
| YTD | 9.56% | 27.1% |
| 1Y | 46.18% | 82.29% |
| 3Y (ann.) | 35.32% | 64.73% |
| 5Y (ann.) | 35.32% | 64.73% |
| Metric | 11404687:btcusd:triple_med_gx:lsma95_140 | 11404687:BTCUSD |
|---|---|---|
| Max Drawdown | -10.84% | -29.51% |
| Longest DD Days | 166.0 | 144.0 |
| Avg. Drawdown | -1.84% | -4.71% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 3.74 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-21 | -10.84 | 166 |
| 2024-06-10 | 2024-08-08 | -6.09 | 58 |
| 2024-09-14 | 2024-10-11 | -3.17 | 27 |
| 2024-08-09 | 2024-09-09 | -2.43 | 31 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-10-13 | 2024-10-14 | -1.09 | 1 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| Metric | 11404687:btcusd:triple_med_gx:lsma95_140 | 11404687:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.96% | 18.93% |
| Worst Week | -4.58% | -12.33% |
| Best Month | 10.9% | 37.42% |
| Worst Month | -4.58% | -17.69% |
| Best Year | 28.31% | 38.02% |
| Worst Year | 9.56% | 27.1% |
| Avg. Up Day | 1.08% | 1.09% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 4.56% | 4.38% |
| Avg. Down Week | -2.57% | -4.27% |
| Avg. Up Month | 6.08% | 10.83% |
| Avg. Down Month | -3.41% | -9.04% |
| Win Days % | 53.57% | 51.89% |
| Win Month % | 70.0% | 64.29% |
| Win Week % | 60.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |