| Metric | 11404017:btcusd:triple_med_gx:lsma55_140 | 11404017:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 40.74% | 61.16% |
| Max Drawdown | -14.89% | -29.51% |
| Sharpe | 0.66 | 0.59 |
| Sortino | 1.11 | 0.85 |
| Payoff Ratio | 1.25 | 1.18 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.74 | 0.67 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 19.51 | 3.75 |
| Outlier Loss Ratio | 3.99 | 3.47 |
| Volatility (ann.) | 14.04% | 25.19% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.65 | 2.0 |
| Skew | 2.81 | 0.21 |
| Kurtosis | 37.74 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.66% | 3.74% |
| Expected Yearly % | 18.63% | 26.95% |
| Kelly Criterion | 7.18% | 11.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.13% |
| Expected Shortfall (cVaR) | -1.18% | -2.13% |
| Year | 11404017:BTCUSD | 11404017:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.46 | 0.56 | - |
| 2025 | 16.76 | 15.87 | 0.95 | - |
| Metric | 11404017:btcusd:triple_med_gx:lsma55_140 | 11404017:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 7.27% | 31.46% |
| 6M | 18.92% | 12.77% |
| YTD | 15.87% | 16.76% |
| 1Y | 40.67% | 56.84% |
| 3Y (ann.) | 39.46% | 59.12% |
| 5Y (ann.) | 39.46% | 59.12% |
| Metric | 11404017:btcusd:triple_med_gx:lsma55_140 | 11404017:BTCUSD |
|---|---|---|
| Max Drawdown | -14.89% | -29.51% |
| Longest DD Days | 95.0 | 144.0 |
| Avg. Drawdown | -4.29% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 2.74 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.89 | 59 |
| 2025-03-06 | 2025-06-09 | -10.97 | 95 |
| 2025-03-03 | 2025-03-06 | -9.29 | 3 |
| 2024-08-09 | 2024-09-13 | -8.51 | 35 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-02-11 | -6.93 | 47 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-12-01 | 2024-12-04 | -2.89 | 3 |
| 2025-02-11 | 2025-03-02 | -2.78 | 19 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| Metric | 11404017:btcusd:triple_med_gx:lsma55_140 | 11404017:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 15.24% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 15.03% | 37.42% |
| Worst Month | -9.78% | -17.69% |
| Best Year | 21.46% | 38.02% |
| Worst Year | 15.87% | 16.76% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 3.42% | 4.26% |
| Avg. Down Week | -2.45% | -4.28% |
| Avg. Up Month | 4.11% | 13.54% |
| Avg. Down Month | -9.78% | -7.35% |
| Win Days % | 48.35% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 58.62% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |