| Metric | 11403741:btcusd:triple_med_gx:lsma70_140 | 11403741:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 19.85% | 61.16% |
| Max Drawdown | -23.12% | -29.51% |
| Sharpe | 0.36 | 0.59 |
| Sortino | 0.54 | 0.85 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 1.14 | 1.07 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | 1.03 | 0.98 |
| Outlier Win Ratio | 18.36 | 3.89 |
| Outlier Loss Ratio | 3.77 | 3.61 |
| Volatility (ann.) | 15.76% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.83 | 2.0 |
| Skew | 0.94 | 0.21 |
| Kurtosis | 36.48 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.4% | 3.74% |
| Expected Yearly % | 9.48% | 26.95% |
| Kelly Criterion | 2.6% | 6.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.13% |
| Expected Shortfall (cVaR) | -1.34% | -2.13% |
| Year | 11403741:BTCUSD | 11403741:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.09 | -0.00 | - |
| 2025 | 16.76 | 19.96 | 1.19 | + |
| Metric | 11403741:btcusd:triple_med_gx:lsma70_140 | 11403741:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 11.91% | 31.46% |
| 6M | 15.5% | 12.77% |
| YTD | 19.96% | 16.76% |
| 1Y | 17.33% | 56.84% |
| 3Y (ann.) | 19.28% | 59.12% |
| 5Y (ann.) | 19.28% | 59.12% |
| Metric | 11403741:btcusd:triple_med_gx:lsma70_140 | 11403741:BTCUSD |
|---|---|---|
| Max Drawdown | -23.12% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -4.72% | -4.82% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.86 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -23.12 | 180 |
| 2025-03-03 | 2025-06-09 | -14.39 | 98 |
| 2024-12-05 | 2025-03-01 | -9.34 | 85 |
| 2025-06-10 | 2025-06-11 | -1.58 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2025-03-02 | 2025-03-02 | -0.14 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403741:btcusd:triple_med_gx:lsma70_140 | 11403741:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.59% | 18.93% |
| Worst Week | -4.79% | -12.33% |
| Best Month | 10.85% | 37.42% |
| Worst Month | -5.12% | -17.69% |
| Best Year | 19.96% | 38.02% |
| Worst Year | -0.09% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.88% | -0.89% |
| Avg. Up Week | 2.77% | 4.55% |
| Avg. Down Week | -2.46% | -3.71% |
| Avg. Up Month | 4.5% | 12.39% |
| Avg. Down Month | -3.2% | -5.35% |
| Win Days % | 49.4% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |