| Metric | 11404074:btcusd:triple_med_gx:lsma65_140 | 11404074:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 29.56% | 61.16% |
| Max Drawdown | -15.46% | -29.51% |
| Sharpe | 0.54 | 0.59 |
| Sortino | 0.82 | 0.85 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.67 | 0.67 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 18.36 | 3.47 |
| Outlier Loss Ratio | 3.99 | 3.47 |
| Volatility (ann.) | 13.19% | 25.19% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.85 | 2.0 |
| Skew | 0.76 | 0.21 |
| Kurtosis | 23.94 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.01% | 3.74% |
| Expected Yearly % | 13.82% | 26.95% |
| Kelly Criterion | 5.57% | 11.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.13% |
| Expected Shortfall (cVaR) | -1.12% | -2.13% |
| Year | 11404074:BTCUSD | 11404074:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.10 | 0.58 | - |
| 2025 | 16.76 | 6.11 | 0.36 | - |
| Metric | 11404074:btcusd:triple_med_gx:lsma65_140 | 11404074:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 5.07% | 31.46% |
| 6M | 1.66% | 12.77% |
| YTD | 6.11% | 16.76% |
| 1Y | 26.93% | 56.84% |
| 3Y (ann.) | 28.66% | 59.12% |
| 5Y (ann.) | 28.66% | 59.12% |
| Metric | 11404074:btcusd:triple_med_gx:lsma65_140 | 11404074:BTCUSD |
|---|---|---|
| Max Drawdown | -15.46% | -29.51% |
| Longest DD Days | 97.0 | 144.0 |
| Avg. Drawdown | -4.18% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 1.91 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-06-11 | -15.46 | 97 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-12-05 | 2025-03-05 | -10.64 | 89 |
| 2024-08-09 | 2024-09-13 | -9.59 | 35 |
| 2024-09-14 | 2024-10-14 | -7.67 | 30 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-06-04 | 2024-06-09 | -0.41 | 4 |
| Metric | 11404074:btcusd:triple_med_gx:lsma65_140 | 11404074:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -7.71% | -12.33% |
| Best Month | 8.64% | 37.42% |
| Worst Month | -7.96% | -17.69% |
| Best Year | 22.1% | 38.02% |
| Worst Year | 6.11% | 16.76% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 4.45% | 4.3% |
| Avg. Down Week | -3.02% | -3.9% |
| Avg. Up Month | 5.17% | 12.39% |
| Avg. Down Month | -3.44% | -7.59% |
| Win Days % | 48.72% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 48.48% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |