| Metric | 11404077:btcusd:triple_med_gx:lsma75_140 | 11404077:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 32.03% | 61.16% |
| Max Drawdown | -15.46% | -29.51% |
| Sharpe | 0.57 | 0.59 |
| Sortino | 0.86 | 0.85 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.67 | 0.66 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 17.16 | 3.47 |
| Outlier Loss Ratio | 4.03 | 3.47 |
| Volatility (ann.) | 13.46% | 25.19% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.01 | 2.0 |
| Skew | 0.71 | 0.21 |
| Kurtosis | 22.13 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.16% | 3.74% |
| Expected Yearly % | 14.91% | 26.95% |
| Kelly Criterion | 5.56% | 10.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.13% |
| Expected Shortfall (cVaR) | -1.14% | -2.13% |
| Year | 11404077:BTCUSD | 11404077:btcusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.87 | 0.58 | - |
| 2025 | 16.76 | 8.34 | 0.50 | - |
| Metric | 11404077:btcusd:triple_med_gx:lsma75_140 | 11404077:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 7.32% | 31.46% |
| 6M | 5.65% | 12.77% |
| YTD | 8.34% | 16.76% |
| 1Y | 29.36% | 56.84% |
| 3Y (ann.) | 31.06% | 59.12% |
| 5Y (ann.) | 31.06% | 59.12% |
| Metric | 11404077:btcusd:triple_med_gx:lsma75_140 | 11404077:BTCUSD |
|---|---|---|
| Max Drawdown | -15.46% | -29.51% |
| Longest DD Days | 97.0 | 144.0 |
| Avg. Drawdown | -3.78% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 2.07 | 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 | 59 |
| 2024-08-09 | 2024-09-13 | -9.17 | 35 |
| 2024-12-05 | 2025-03-05 | -9.05 | 89 |
| 2024-09-14 | 2024-10-14 | -7.24 | 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 | 11404077:btcusd:triple_med_gx:lsma75_140 | 11404077:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.37% | -12.33% |
| Best Month | 9.0% | 37.42% |
| Worst Month | -7.96% | -17.69% |
| Best Year | 21.87% | 38.02% |
| Worst Year | 8.34% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 3.74% | 4.56% |
| Avg. Down Week | -3.5% | -3.96% |
| Avg. Up Month | 5.01% | 12.39% |
| Avg. Down Month | -3.12% | -7.59% |
| Win Days % | 49.11% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 58.82% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |