| Metric | 11404066:btcusd:triple_med_gx:lsma25_140 | 11404066:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 35.15% | 61.16% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.63 | 0.59 |
| Sortino | 0.95 | 0.85 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.21 | 1.1 |
| Common Sense Ratio | 1.75 | 1.07 |
| CPC Index | 0.72 | 0.66 |
| Tail Ratio | 1.45 | 0.98 |
| Outlier Win Ratio | 20.47 | 3.48 |
| Outlier Loss Ratio | 3.9 | 3.47 |
| Volatility (ann.) | 12.92% | 25.19% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.43 | 2.0 |
| Skew | 0.69 | 0.21 |
| Kurtosis | 28.04 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.34% | 3.74% |
| Expected Yearly % | 16.26% | 26.95% |
| Kelly Criterion | 7.62% | 10.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.13% |
| Expected Shortfall (cVaR) | -1.09% | -2.13% |
| Year | 11404066:BTCUSD | 11404066:btcusd:triple_med_gx:lsma25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.40 | 0.43 | - |
| 2025 | 16.76 | 16.11 | 0.96 | - |
| Metric | 11404066:btcusd:triple_med_gx:lsma25_140 | 11404066:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 14.65% | 31.46% |
| 6M | 13.73% | 12.77% |
| YTD | 16.11% | 16.76% |
| 1Y | 32.41% | 56.84% |
| 3Y (ann.) | 34.07% | 59.12% |
| 5Y (ann.) | 34.07% | 59.12% |
| Metric | 11404066:btcusd:triple_med_gx:lsma25_140 | 11404066:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -3.1% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 2.51 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-12-21 | 2025-05-21 | -12.24 | 151 |
| 2024-12-05 | 2024-12-12 | -6.91 | 7 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-08-09 | 2024-10-07 | -6.71 | 59 |
| 2024-12-13 | 2024-12-20 | -4.76 | 7 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| Metric | 11404066:btcusd:triple_med_gx:lsma25_140 | 11404066:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.96% | 18.93% |
| Worst Week | -6.71% | -12.33% |
| Best Month | 10.6% | 37.42% |
| Worst Month | -11.02% | -17.69% |
| Best Year | 16.4% | 38.02% |
| Worst Year | 16.11% | 16.76% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 3.9% | 5.35% |
| Avg. Down Week | -2.87% | -4.25% |
| Avg. Up Month | 4.19% | 12.23% |
| Avg. Down Month | -6.75% | -12.52% |
| Win Days % | 49.51% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 56.67% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |