| Metric | 11404027:btcusd:triple_med_gx:lsma100_140 | 11404027:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 42.34% | 61.16% |
| Max Drawdown | -18.18% | -29.51% |
| Sharpe | 0.61 | 0.59 |
| Sortino | 0.96 | 0.85 |
| Payoff Ratio | 1.17 | 1.11 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.67 | 0.63 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 14.19 | 3.84 |
| Outlier Loss Ratio | 3.97 | 3.6 |
| Volatility (ann.) | 16.18% | 25.19% |
| R^2 | 0.41 | 0.41 |
| Calmar | 2.26 | 2.0 |
| Skew | 1.51 | 0.21 |
| Kurtosis | 24.0 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.75% | 3.74% |
| Expected Yearly % | 19.31% | 26.95% |
| Kelly Criterion | 6.04% | 8.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.13% |
| Expected Shortfall (cVaR) | -1.37% | -2.13% |
| Year | 11404027:BTCUSD | 11404027:btcusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 41.78 | 1.10 | + |
| 2025 | 16.76 | 0.39 | 0.02 | - |
| Metric | 11404027:btcusd:triple_med_gx:lsma100_140 | 11404027:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 5.88% | 31.46% |
| 6M | 9.49% | 12.77% |
| YTD | 0.39% | 16.76% |
| 1Y | 42.27% | 56.84% |
| 3Y (ann.) | 41.0% | 59.12% |
| 5Y (ann.) | 41.0% | 59.12% |
| Metric | 11404027:btcusd:triple_med_gx:lsma100_140 | 11404027:BTCUSD |
|---|---|---|
| Max Drawdown | -18.18% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -3.69% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 2.33 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -18.18 | 155 |
| 2024-06-10 | 2024-08-08 | -13.94 | 59 |
| 2024-08-09 | 2024-09-13 | -9.27 | 35 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-12-01 | 2024-12-04 | -2.89 | 3 |
| 2024-10-16 | 2024-11-06 | -1.61 | 20 |
| 2024-09-17 | 2024-10-07 | -1.55 | 19 |
| Metric | 11404027:btcusd:triple_med_gx:lsma100_140 | 11404027:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 15.24% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 13.78% | 37.42% |
| Worst Month | -8.94% | -17.69% |
| Best Year | 41.78% | 38.02% |
| Worst Year | 0.39% | 16.76% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 3.82% | 5.68% |
| Avg. Down Week | -2.88% | -3.93% |
| Avg. Up Month | 7.12% | 14.79% |
| Avg. Down Month | -4.67% | -9.04% |
| Win Days % | 49.43% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 51.43% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |