| Metric | 11403070:btcusd:triple_med_gx:lsma40_140 | 11403070:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 3.85% | 75.42% |
| Max Drawdown | -16.9% | -29.51% |
| Sharpe | 0.13 | 0.63 |
| Sortino | 0.2 | 0.92 |
| Payoff Ratio | 1.01 | 1.01 |
| Profit Factor | 1.05 | 1.11 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.51 | 0.58 |
| Tail Ratio | 1.34 | 0.96 |
| Outlier Win Ratio | 29.57 | 3.15 |
| Outlier Loss Ratio | 3.77 | 3.15 |
| Volatility (ann.) | 10.31% | 24.55% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.2 | 2.19 |
| Skew | 2.75 | 0.2 |
| Kurtosis | 70.43 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.27% | 4.1% |
| Expected Yearly % | 1.91% | 32.45% |
| Kelly Criterion | -3.62% | 4.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.07% |
| Expected Shortfall (cVaR) | -0.88% | -2.07% |
| Year | 11403070:BTCUSD | 11403070:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.08 | -0.05 | - |
| 2025 | 27.10 | 6.06 | 0.22 | - |
| Metric | 11403070:btcusd:triple_med_gx:lsma40_140 | 11403070:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 7.04% | 41.88% |
| 6M | 0.21% | 22.91% |
| YTD | 6.06% | 27.1% |
| 1Y | 1.5% | 82.29% |
| 3Y (ann.) | 3.41% | 64.73% |
| 5Y (ann.) | 3.41% | 64.73% |
| Metric | 11403070:btcusd:triple_med_gx:lsma40_140 | 11403070:BTCUSD |
|---|---|---|
| Max Drawdown | -16.9% | -29.51% |
| Longest DD Days | 316.0 | 144.0 |
| Avg. Drawdown | -4.14% | -4.71% |
| Avg. Drawdown Days | 58.0 | 14.0 |
| Recovery Factor | 0.23 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-07-17 | -16.90 | 316 |
| 2024-06-05 | 2024-08-08 | -6.05 | 63 |
| 2024-08-09 | 2024-09-02 | -5.07 | 24 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403070:btcusd:triple_med_gx:lsma40_140 | 11403070:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.97% | 18.93% |
| Worst Week | -9.05% | -12.33% |
| Best Month | 7.1% | 37.42% |
| Worst Month | -9.68% | -17.69% |
| Best Year | 6.06% | 38.02% |
| Worst Year | -2.08% | 27.1% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 2.19% | 4.8% |
| Avg. Down Week | -2.45% | -3.34% |
| Avg. Up Month | 2.55% | 14.44% |
| Avg. Down Month | -8.98% | -10.46% |
| Win Days % | 48.0% | 51.89% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 54.05% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |