| Metric | 11382839:btcusd:triple_med_gx:lsma140_70 | 11382839:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 32.77% | 61.52% |
| Max Drawdown | -8.71% | -29.51% |
| Sharpe | 0.95 | 0.59 |
| Sortino | 1.55 | 0.86 |
| Payoff Ratio | 1.24 | 1.22 |
| Profit Factor | 1.48 | 1.1 |
| Common Sense Ratio | 3.43 | 1.07 |
| CPC Index | 0.99 | 0.69 |
| Tail Ratio | 2.31 | 0.97 |
| Outlier Win Ratio | 41.44 | 3.01 |
| Outlier Loss Ratio | 3.56 | 2.75 |
| Volatility (ann.) | 7.52% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 3.65 | 2.02 |
| Skew | 1.26 | 0.21 |
| Kurtosis | 37.37 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.2% | 3.76% |
| Expected Yearly % | 15.22% | 27.09% |
| Kelly Criterion | 17.0% | 12.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.13% |
| Expected Shortfall (cVaR) | -0.63% | -2.13% |
| Year | 11382839:BTCUSD | 11382839:btcusd:triple_med_gx:lsma140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.35 | 0.46 | - |
| 2025 | 17.02 | 13.13 | 0.77 | - |
| Metric | 11382839:btcusd:triple_med_gx:lsma140_70 | 11382839:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.92% | 31.76% |
| 6M | 13.13% | 12.25% |
| YTD | 13.13% | 17.02% |
| 1Y | 32.77% | 57.19% |
| 3Y (ann.) | 31.77% | 59.47% |
| 5Y (ann.) | 31.77% | 59.47% |
| Metric | 11382839:btcusd:triple_med_gx:lsma140_70 | 11382839:BTCUSD |
|---|---|---|
| Max Drawdown | -8.71% | -29.51% |
| Longest DD Days | 93.0 | 144.0 |
| Avg. Drawdown | -2.58% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 3.76 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-09-19 | -8.71 | 24 |
| 2025-01-07 | 2025-01-15 | -7.67 | 7 |
| 2025-01-19 | 2025-04-22 | -6.70 | 93 |
| 2024-10-21 | 2024-10-28 | -4.92 | 7 |
| 2024-07-16 | 2024-08-23 | -3.66 | 38 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| 2025-04-23 | 2025-06-11 | -1.41 | 48 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11382839:btcusd:triple_med_gx:lsma140_70 | 11382839:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 10.31% | 18.93% |
| Worst Week | -5.69% | -12.33% |
| Best Month | 7.7% | 37.42% |
| Worst Month | -1.36% | -17.69% |
| Best Year | 17.35% | 38.02% |
| Worst Year | 13.13% | 17.02% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.68% | -0.7% |
| Avg. Up Week | 6.06% | 8.08% |
| Avg. Down Week | -3.15% | -4.3% |
| Avg. Up Month | 6.28% | 9.03% |
| Avg. Down Month | -1.04% | -5.41% |
| Win Days % | 54.04% | 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% |