| Metric | 11404078:btcusd:triple_med_gx:lsma80_140 | 11404078:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 36.96% | 61.16% |
| Max Drawdown | -15.95% | -29.51% |
| Sharpe | 0.63 | 0.59 |
| Sortino | 0.94 | 0.85 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.68 | 0.66 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 16.42 | 3.49 |
| Outlier Loss Ratio | 4.02 | 3.47 |
| Volatility (ann.) | 13.71% | 25.19% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.25 | 2.0 |
| Skew | 0.62 | 0.21 |
| Kurtosis | 20.89 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.45% | 3.74% |
| Expected Yearly % | 17.03% | 26.95% |
| Kelly Criterion | 6.77% | 10.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.13% |
| Expected Shortfall (cVaR) | -1.16% | -2.13% |
| Year | 11404078:BTCUSD | 11404078:btcusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.00 | 0.60 | - |
| 2025 | 16.76 | 11.35 | 0.68 | - |
| Metric | 11404078:btcusd:triple_med_gx:lsma80_140 | 11404078:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 6.16% | 31.46% |
| 6M | 9.51% | 12.77% |
| YTD | 11.35% | 16.76% |
| 1Y | 34.18% | 56.84% |
| 3Y (ann.) | 35.81% | 59.12% |
| 5Y (ann.) | 35.81% | 59.12% |
| Metric | 11404078:btcusd:triple_med_gx:lsma80_140 | 11404078:BTCUSD |
|---|---|---|
| Max Drawdown | -15.95% | -29.51% |
| Longest DD Days | 97.0 | 144.0 |
| Avg. Drawdown | -3.46% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 2.32 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-06-11 | -15.95 | 97 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-08-09 | 2024-09-13 | -8.76 | 35 |
| 2024-12-05 | 2025-01-06 | -8.27 | 32 |
| 2024-09-14 | 2024-10-14 | -7.52 | 30 |
| 2025-02-14 | 2025-03-04 | -3.19 | 18 |
| 2025-02-11 | 2025-02-14 | -2.78 | 3 |
| 2025-02-07 | 2025-02-11 | -1.87 | 3 |
| 2024-10-16 | 2024-11-06 | -1.25 | 20 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| Metric | 11404078:btcusd:triple_med_gx:lsma80_140 | 11404078:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.71% | -12.33% |
| Best Month | 9.17% | 37.42% |
| Worst Month | -7.96% | -17.69% |
| Best Year | 23.0% | 38.02% |
| Worst Year | 11.35% | 16.76% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 3.78% | 4.56% |
| Avg. Down Week | -3.21% | -3.93% |
| Avg. Up Month | 4.88% | 12.23% |
| Avg. Down Month | -4.68% | -9.04% |
| Win Days % | 49.81% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 55.88% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |