| Metric | 11404071:btcusd:triple_med_gx:lsma55_140 | 11404071:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 43.82% | 61.16% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.78 | 0.59 |
| Sortino | 1.24 | 0.85 |
| Payoff Ratio | 1.24 | 1.22 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.59 | 1.07 |
| CPC Index | 0.76 | 0.7 |
| Tail Ratio | 1.28 | 0.98 |
| Outlier Win Ratio | 19.51 | 3.47 |
| Outlier Loss Ratio | 3.94 | 3.25 |
| Volatility (ann.) | 12.32% | 25.19% |
| R^2 | 0.24 | 0.24 |
| Calmar | 3.03 | 2.0 |
| Skew | 1.6 | 0.21 |
| Kurtosis | 25.14 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.83% | 3.74% |
| Expected Yearly % | 19.92% | 26.95% |
| Kelly Criterion | 8.78% | 12.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.13% |
| Expected Shortfall (cVaR) | -1.03% | -2.13% |
| Year | 11404071:BTCUSD | 11404071:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.15 | 0.64 | - |
| 2025 | 16.76 | 15.84 | 0.95 | - |
| Metric | 11404071:btcusd:triple_med_gx:lsma55_140 | 11404071:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 8.92% | 31.46% |
| 6M | 11.17% | 12.77% |
| YTD | 15.84% | 16.76% |
| 1Y | 40.9% | 56.84% |
| 3Y (ann.) | 42.43% | 59.12% |
| 5Y (ann.) | 42.43% | 59.12% |
| Metric | 11404071:btcusd:triple_med_gx:lsma55_140 | 11404071:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 89.0 | 144.0 |
| Avg. Drawdown | -3.09% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 3.13 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2025-03-06 | 2025-05-22 | -10.93 | 77 |
| 2024-12-05 | 2025-03-05 | -10.49 | 89 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2025-05-23 | 2025-06-09 | -6.58 | 17 |
| 2024-08-09 | 2024-09-10 | -5.84 | 32 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| Metric | 11404071:btcusd:triple_med_gx:lsma55_140 | 11404071:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.02% | 18.93% |
| Worst Week | -7.71% | -12.33% |
| Best Month | 11.63% | 37.42% |
| Worst Month | -7.96% | -17.69% |
| Best Year | 24.15% | 38.02% |
| Worst Year | 15.84% | 16.76% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 3.82% | 4.25% |
| Avg. Down Week | -2.77% | -4.19% |
| Avg. Up Month | 4.41% | 12.23% |
| Avg. Down Month | -3.58% | -9.42% |
| Win Days % | 49.55% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 58.06% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |