| Metric | 11402961:btcusd:triple_med_gx:lsma35_140 | 11402961:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 31.3% | 75.42% |
| Max Drawdown | -9.18% | -29.51% |
| Sharpe | 0.59 | 0.63 |
| Sortino | 1.0 | 0.92 |
| Payoff Ratio | 1.36 | 1.33 |
| Profit Factor | 1.23 | 1.11 |
| Common Sense Ratio | 1.9 | 1.06 |
| CPC Index | 0.75 | 0.76 |
| Tail Ratio | 1.55 | 0.96 |
| Outlier Win Ratio | 26.26 | 3.44 |
| Outlier Loss Ratio | 4.14 | 3.15 |
| Volatility (ann.) | 11.4% | 24.55% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.98 | 2.19 |
| Skew | 3.91 | 0.2 |
| Kurtosis | 65.48 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.96% | 4.1% |
| Expected Yearly % | 14.59% | 32.45% |
| Kelly Criterion | 4.47% | 15.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.07% |
| Expected Shortfall (cVaR) | -0.96% | -2.07% |
| Year | 11402961:BTCUSD | 11402961:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.27 | 0.22 | - |
| 2025 | 27.10 | 21.28 | 0.79 | - |
| Metric | 11402961:btcusd:triple_med_gx:lsma35_140 | 11402961:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 12.9% | 41.88% |
| 6M | 13.08% | 22.91% |
| YTD | 21.28% | 27.1% |
| 1Y | 30.38% | 82.29% |
| 3Y (ann.) | 27.36% | 64.73% |
| 5Y (ann.) | 27.36% | 64.73% |
| Metric | 11402961:btcusd:triple_med_gx:lsma35_140 | 11402961:BTCUSD |
|---|---|---|
| Max Drawdown | -9.18% | -29.51% |
| Longest DD Days | 89.0 | 144.0 |
| Avg. Drawdown | -2.93% | -4.71% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 3.41 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-05 | 2025-05-18 | -9.18 | 74 |
| 2024-08-09 | 2024-11-06 | -7.96 | 89 |
| 2024-06-14 | 2024-08-08 | -7.84 | 55 |
| 2024-11-30 | 2024-12-24 | -7.36 | 24 |
| 2025-01-30 | 2025-03-02 | -7.31 | 31 |
| 2024-12-26 | 2025-01-14 | -5.55 | 19 |
| 2025-06-03 | 2025-06-09 | -4.20 | 6 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-06-10 | 2025-07-17 | -2.16 | 37 |
| 2025-03-03 | 2025-03-05 | -1.37 | 2 |
| Metric | 11402961:btcusd:triple_med_gx:lsma35_140 | 11402961:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.74% | 18.93% |
| Worst Week | -4.87% | -12.33% |
| Best Month | 11.27% | 37.42% |
| Worst Month | -6.56% | -17.69% |
| Best Year | 21.28% | 38.02% |
| Worst Year | 8.27% | 27.1% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 3.99% | 5.72% |
| Avg. Down Week | -2.14% | -3.91% |
| Avg. Up Month | 4.9% | 14.28% |
| Avg. Down Month | -5.13% | -10.46% |
| Win Days % | 44.92% | 51.89% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |