| Metric | 11382807:btcusd:triple_med_gx:lsma140_70 | 11382807:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 28.99% | 61.52% |
| Max Drawdown | -10.71% | -29.51% |
| Sharpe | 0.87 | 0.59 |
| Sortino | 1.42 | 0.86 |
| Payoff Ratio | 1.25 | 1.25 |
| Profit Factor | 1.43 | 1.1 |
| Common Sense Ratio | 2.52 | 1.07 |
| CPC Index | 0.94 | 0.71 |
| Tail Ratio | 1.76 | 0.97 |
| Outlier Win Ratio | 43.66 | 3.08 |
| Outlier Loss Ratio | 3.72 | 2.72 |
| Volatility (ann.) | 7.4% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.63 | 2.02 |
| Skew | 1.29 | 0.21 |
| Kurtosis | 38.42 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.98% | 3.76% |
| Expected Yearly % | 13.57% | 27.09% |
| Kelly Criterion | 14.09% | 13.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11382807:BTCUSD | 11382807:btcusd:triple_med_gx:lsma140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.37 | 0.30 | - |
| 2025 | 17.02 | 15.83 | 0.93 | - |
| Metric | 11382807:btcusd:triple_med_gx:lsma140_70 | 11382807:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.35% | 31.76% |
| 6M | 15.83% | 12.25% |
| YTD | 15.83% | 17.02% |
| 1Y | 28.99% | 57.19% |
| 3Y (ann.) | 28.12% | 59.47% |
| 5Y (ann.) | 28.12% | 59.47% |
| Metric | 11382807:btcusd:triple_med_gx:lsma140_70 | 11382807:BTCUSD |
|---|---|---|
| Max Drawdown | -10.71% | -29.51% |
| Longest DD Days | 144.0 | 144.0 |
| Avg. Drawdown | -1.85% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 2.71 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-01-17 | -10.71 | 144 |
| 2025-03-14 | 2025-04-21 | -4.94 | 37 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2025-04-23 | 2025-06-11 | -1.41 | 48 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-07-14 | 2024-07-14 | -0.83 | 0 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| Metric | 11382807:btcusd:triple_med_gx:lsma140_70 | 11382807:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 10.43% | 18.93% |
| Worst Week | -8.64% | -12.33% |
| Best Month | 10.1% | 37.42% |
| Worst Month | -2.5% | -17.69% |
| Best Year | 15.83% | 38.02% |
| Worst Year | 11.37% | 17.02% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.67% | -0.68% |
| Avg. Up Week | 6.18% | 6.99% |
| Avg. Down Week | -4.19% | -4.3% |
| Avg. Up Month | 5.93% | 9.03% |
| Avg. Down Month | -1.59% | -5.41% |
| Win Days % | 52.24% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |