| Metric | 11404122:btcusd:triple_med_gx:lsma25_140 | 11404122:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 86.56% | 54.3% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 1.16 | 0.54 |
| Sortino | 1.97 | 0.78 |
| Payoff Ratio | 1.25 | 1.14 |
| Profit Factor | 1.4 | 1.09 |
| Common Sense Ratio | 1.94 | 1.06 |
| CPC Index | 0.92 | 0.64 |
| Tail Ratio | 1.38 | 0.97 |
| Outlier Win Ratio | 18.2 | 3.63 |
| Outlier Loss Ratio | 3.92 | 3.39 |
| Volatility (ann.) | 13.62% | 25.08% |
| R^2 | 0.31 | 0.31 |
| Calmar | 5.82 | 1.74 |
| Skew | 2.55 | 0.21 |
| Kurtosis | 35.64 | 7.02 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.91% | 3.39% |
| Expected Yearly % | 36.59% | 24.22% |
| Kelly Criterion | 14.56% | 9.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.12% |
| Expected Shortfall (cVaR) | -1.13% | -2.12% |
| Year | 11404122:BTCUSD | 11404122:btcusd:triple_med_gx:lsma25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 27.79 | 0.73 | - |
| 2025 | 11.80 | 45.98 | 3.90 | + |
| Metric | 11404122:btcusd:triple_med_gx:lsma25_140 | 11404122:BTCUSD |
|---|---|---|
| MTD | 4.16% | -0.27% |
| 3M | 19.62% | 26.2% |
| 6M | 42.84% | -1.67% |
| YTD | 45.98% | 11.8% |
| 1Y | 84.99% | 56.98% |
| 3Y (ann.) | 81.45% | 51.35% |
| 5Y (ann.) | 81.45% | 51.35% |
| Metric | 11404122:btcusd:triple_med_gx:lsma25_140 | 11404122:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 71.0 | 144.0 |
| Avg. Drawdown | -2.24% | -4.82% |
| Avg. Drawdown Days | 8.0 | 14.0 |
| Recovery Factor | 6.18 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-12-21 | 2025-03-02 | -11.01 | 71 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2024-08-09 | 2024-09-10 | -5.61 | 32 |
| 2024-09-11 | 2024-10-11 | -5.29 | 29 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-06-16 | 2025-06-18 | -3.68 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| Metric | 11404122:btcusd:triple_med_gx:lsma25_140 | 11404122:BTCUSD |
|---|---|---|
| Best Day | 9.17% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 11.48% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 17.08% | 37.42% |
| Worst Month | -6.69% | -17.69% |
| Best Year | 45.98% | 38.02% |
| Worst Year | 27.79% | 11.8% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.78% | -0.86% |
| Avg. Up Week | 3.93% | 4.41% |
| Avg. Down Week | -2.54% | -3.91% |
| Avg. Up Month | 4.98% | 13.38% |
| Avg. Down Month | -6.69% | -7.35% |
| Win Days % | 52.61% | 51.76% |
| Win Month % | 92.31% | 53.85% |
| Win Week % | 65.71% | 55.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |