| Metric | 11404029:btcusd:triple_med_gx:lsma105_140 | 11404029:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 76.09% | 54.3% |
| Max Drawdown | -16.93% | -29.51% |
| Sharpe | 0.94 | 0.54 |
| Sortino | 1.47 | 0.78 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.26 | 1.09 |
| Common Sense Ratio | 1.49 | 1.06 |
| CPC Index | 0.76 | 0.63 |
| Tail Ratio | 1.19 | 0.97 |
| Outlier Win Ratio | 13.66 | 3.87 |
| Outlier Loss Ratio | 4.06 | 3.54 |
| Volatility (ann.) | 15.66% | 25.08% |
| R^2 | 0.41 | 0.41 |
| Calmar | 4.24 | 1.74 |
| Skew | 1.02 | 0.21 |
| Kurtosis | 18.15 | 7.02 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.45% | 3.39% |
| Expected Yearly % | 32.7% | 24.22% |
| Kelly Criterion | 9.95% | 8.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.12% |
| Expected Shortfall (cVaR) | -1.31% | -2.12% |
| Year | 11404029:BTCUSD | 11404029:btcusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 72.15 | 1.90 | + |
| 2025 | 11.80 | 2.29 | 0.19 | - |
| Metric | 11404029:btcusd:triple_med_gx:lsma105_140 | 11404029:BTCUSD |
|---|---|---|
| MTD | -0.94% | -0.27% |
| 3M | 5.03% | 26.2% |
| 6M | -0.31% | -1.67% |
| YTD | 2.29% | 11.8% |
| 1Y | 83.7% | 56.98% |
| 3Y (ann.) | 71.71% | 51.35% |
| 5Y (ann.) | 71.71% | 51.35% |
| Metric | 11404029:btcusd:triple_med_gx:lsma105_140 | 11404029:BTCUSD |
|---|---|---|
| Max Drawdown | -16.93% | -29.51% |
| Longest DD Days | 162.0 | 144.0 |
| Avg. Drawdown | -2.62% | -4.82% |
| Avg. Drawdown Days | 9.0 | 14.0 |
| Recovery Factor | 4.49 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-18 | -16.93 | 162 |
| 2024-06-10 | 2024-08-06 | -12.32 | 56 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-08-09 | 2024-08-20 | -6.74 | 11 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-08-20 | 2024-09-09 | -3.50 | 20 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| Metric | 11404029:btcusd:triple_med_gx:lsma105_140 | 11404029:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 19.03% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 21.32% | 37.42% |
| Worst Month | -7.95% | -17.69% |
| Best Year | 72.15% | 38.02% |
| Worst Year | 2.29% | 11.8% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.78% | -0.84% |
| Avg. Up Week | 3.42% | 5.51% |
| Avg. Down Week | -2.55% | -3.58% |
| Avg. Up Month | 7.26% | 14.0% |
| Avg. Down Month | -3.82% | -3.23% |
| Win Days % | 51.45% | 51.76% |
| Win Month % | 69.23% | 53.85% |
| Win Week % | 62.16% | 55.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |