| Metric | 11404070:btcusd:triple_med_gx:lsma40_140 | 11404070:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 61.63% | 61.16% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.98 | 0.59 |
| Sortino | 1.56 | 0.85 |
| Payoff Ratio | 1.25 | 1.24 |
| Profit Factor | 1.32 | 1.1 |
| Common Sense Ratio | 1.94 | 1.07 |
| CPC Index | 0.83 | 0.71 |
| Tail Ratio | 1.48 | 0.98 |
| Outlier Win Ratio | 18.41 | 3.48 |
| Outlier Loss Ratio | 4.16 | 3.45 |
| Volatility (ann.) | 12.67% | 25.19% |
| R^2 | 0.25 | 0.25 |
| Calmar | 4.26 | 2.0 |
| Skew | 1.24 | 0.21 |
| Kurtosis | 23.03 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.76% | 3.74% |
| Expected Yearly % | 27.14% | 26.95% |
| Kelly Criterion | 10.92% | 13.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.13% |
| Expected Shortfall (cVaR) | -1.06% | -2.13% |
| Year | 11404070:BTCUSD | 11404070:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.33 | 0.40 | - |
| 2025 | 16.76 | 40.15 | 2.40 | + |
| Metric | 11404070:btcusd:triple_med_gx:lsma40_140 | 11404070:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 18.57% | 31.46% |
| 6M | 37.78% | 12.77% |
| YTD | 40.15% | 16.76% |
| 1Y | 58.36% | 56.84% |
| 3Y (ann.) | 59.58% | 59.12% |
| 5Y (ann.) | 59.58% | 59.12% |
| Metric | 11404070:btcusd:triple_med_gx:lsma40_140 | 11404070:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 73.0 | 144.0 |
| Avg. Drawdown | -2.3% | -4.82% |
| Avg. Drawdown Days | 10.0 | 14.0 |
| Recovery Factor | 4.4 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-12-21 | 2025-03-04 | -9.22 | 73 |
| 2024-08-09 | 2024-10-14 | -8.95 | 66 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-03-15 | 2025-04-11 | -3.95 | 26 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-03-06 | 2025-03-11 | -1.85 | 5 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| Metric | 11404070:btcusd:triple_med_gx:lsma40_140 | 11404070:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.96% | 18.93% |
| Worst Week | -6.71% | -12.33% |
| Best Month | 13.67% | 37.42% |
| Worst Month | -7.96% | -17.69% |
| Best Year | 40.15% | 38.02% |
| Worst Year | 15.33% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 3.88% | 4.32% |
| Avg. Down Week | -3.08% | -4.25% |
| Avg. Up Month | 4.78% | 12.23% |
| Avg. Down Month | -4.71% | -12.52% |
| Win Days % | 50.44% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 63.64% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |