| Metric | 11404080:btcusd:triple_med_gx:lsma90_140 | 11404080:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 28.99% | 61.16% |
| Max Drawdown | -15.46% | -29.51% |
| Sharpe | 0.51 | 0.59 |
| Sortino | 0.76 | 0.85 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 15.61 | 3.49 |
| Outlier Loss Ratio | 4.02 | 3.52 |
| Volatility (ann.) | 14.03% | 25.19% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.82 | 2.0 |
| Skew | 0.45 | 0.21 |
| Kurtosis | 19.46 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.98% | 3.74% |
| Expected Yearly % | 13.57% | 26.95% |
| Kelly Criterion | 5.31% | 8.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.13% |
| Expected Shortfall (cVaR) | -1.19% | -2.13% |
| Year | 11404080:BTCUSD | 11404080:btcusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.67 | 0.57 | - |
| 2025 | 16.76 | 6.02 | 0.36 | - |
| Metric | 11404080:btcusd:triple_med_gx:lsma90_140 | 11404080:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 7.05% | 31.46% |
| 6M | 7.96% | 12.77% |
| YTD | 6.02% | 16.76% |
| 1Y | 26.38% | 56.84% |
| 3Y (ann.) | 28.12% | 59.12% |
| 5Y (ann.) | 28.12% | 59.12% |
| Metric | 11404080:btcusd:triple_med_gx:lsma90_140 | 11404080:BTCUSD |
|---|---|---|
| Max Drawdown | -15.46% | -29.51% |
| Longest DD Days | 97.0 | 144.0 |
| Avg. Drawdown | -4.46% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 1.87 | 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 | -10.22 | 35 |
| 2024-09-14 | 2024-10-14 | -9.12 | 30 |
| 2025-01-07 | 2025-03-06 | -8.55 | 58 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-22 | 2025-01-06 | -7.72 | 15 |
| 2024-10-16 | 2024-11-06 | -1.61 | 20 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11404080:btcusd:triple_med_gx:lsma90_140 | 11404080:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.4% | 37.42% |
| Worst Month | -7.96% | -17.69% |
| Best Year | 21.67% | 38.02% |
| Worst Year | 6.02% | 16.76% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 4.08% | 5.58% |
| Avg. Down Week | -3.09% | -3.93% |
| Avg. Up Month | 4.03% | 12.39% |
| Avg. Down Month | -3.58% | -9.04% |
| Win Days % | 49.91% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 47.22% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |