| Metric | 11403069:btcusd:triple_med_gx:lsma35_140 | 11403069:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 19.5% | 75.42% |
| Max Drawdown | -14.13% | -29.51% |
| Sharpe | 0.42 | 0.63 |
| Sortino | 0.67 | 0.92 |
| Payoff Ratio | 1.14 | 1.05 |
| Profit Factor | 1.15 | 1.11 |
| Common Sense Ratio | 1.8 | 1.06 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.57 | 0.96 |
| Outlier Win Ratio | 25.58 | 3.17 |
| Outlier Loss Ratio | 3.86 | 3.15 |
| Volatility (ann.) | 10.68% | 24.55% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.21 | 2.19 |
| Skew | 2.84 | 0.2 |
| Kurtosis | 62.12 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.28% | 4.1% |
| Expected Yearly % | 9.32% | 32.45% |
| Kelly Criterion | 2.85% | 5.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.07% |
| Expected Shortfall (cVaR) | -0.91% | -2.07% |
| Year | 11403069:BTCUSD | 11403069:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.93 | 0.05 | - |
| 2025 | 27.10 | 17.24 | 0.64 | - |
| Metric | 11403069:btcusd:triple_med_gx:lsma35_140 | 11403069:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.57% | 41.88% |
| 6M | 6.29% | 22.91% |
| YTD | 17.24% | 27.1% |
| 1Y | 23.81% | 82.29% |
| 3Y (ann.) | 17.14% | 64.73% |
| 5Y (ann.) | 17.14% | 64.73% |
| Metric | 11403069:btcusd:triple_med_gx:lsma35_140 | 11403069:BTCUSD |
|---|---|---|
| Max Drawdown | -14.13% | -29.51% |
| Longest DD Days | 201.0 | 144.0 |
| Avg. Drawdown | -3.6% | -4.71% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 1.38 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-24 | -14.13 | 201 |
| 2025-01-30 | 2025-05-08 | -10.15 | 98 |
| 2025-05-22 | 2025-07-17 | -6.20 | 55 |
| 2024-12-26 | 2025-01-13 | -5.93 | 18 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2025-05-09 | 2025-05-18 | -0.63 | 9 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| Metric | 11403069:btcusd:triple_med_gx:lsma35_140 | 11403069:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.52% | 18.93% |
| Worst Week | -7.17% | -12.33% |
| Best Month | 7.66% | 37.42% |
| Worst Month | -6.63% | -17.69% |
| Best Year | 17.24% | 38.02% |
| Worst Year | 1.93% | 27.1% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.74% | -0.83% |
| Avg. Up Week | 2.58% | 5.12% |
| Avg. Down Week | -2.67% | -3.54% |
| Avg. Up Month | 4.0% | 8.55% |
| Avg. Down Month | -6.22% | -12.52% |
| Win Days % | 48.15% | 51.89% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 57.5% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |