| Metric | 11404123:btcusd:triple_med_gx:lsma30_140 | 11404123:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 85.37% | 36.85% |
| Max Drawdown | -16.26% | -32.7% |
| Sharpe | 1.8 | 0.68 |
| Sortino | 3.1 | 0.98 |
| Payoff Ratio | 1.2 | 1.11 |
| Profit Factor | 1.63 | 1.11 |
| Common Sense Ratio | 2.83 | 1.16 |
| CPC Index | 1.13 | 0.64 |
| Tail Ratio | 1.73 | 1.05 |
| Outlier Win Ratio | 17.73 | 3.68 |
| Outlier Loss Ratio | 3.96 | 3.17 |
| Volatility (ann.) | 24.07% | 46.0% |
| R^2 | 0.25 | 0.25 |
| Calmar | 3.07 | 0.7 |
| Skew | 1.38 | -0.16 |
| Kurtosis | 14.9 | 3.36 |
| Expected Daily % | 0.11% | 0.06% |
| Expected Monthly % | 3.3% | 1.66% |
| Expected Yearly % | 36.15% | 16.98% |
| Kelly Criterion | 21.56% | 8.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -3.88% |
| Expected Shortfall (cVaR) | -1.95% | -3.88% |
| Year | 11404123:BTCUSD | 11404123:btcusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 32.19 | 0.88 | - |
| 2025 | 0.11 | 40.24 | 366.80 | + |
| Metric | 11404123:btcusd:triple_med_gx:lsma30_140 | 11404123:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.92% |
| 3M | -6.86% | -16.59% |
| 6M | -5.17% | -12.21% |
| YTD | 40.24% | 0.11% |
| 1Y | 40.71% | -6.96% |
| 3Y (ann.) | 49.85% | 22.82% |
| 5Y (ann.) | 49.85% | 22.82% |
| Metric | 11404123:btcusd:triple_med_gx:lsma30_140 | 11404123:BTCUSD |
|---|---|---|
| Max Drawdown | -16.26% | -32.7% |
| Longest DD Days | 106.0 | 154.0 |
| Avg. Drawdown | -4.12% | -10.02% |
| Avg. Drawdown Days | 23.0 | 40.0 |
| Recovery Factor | 5.25 | 1.13 |
| Ulcer Index | 1.0 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-22 | 2025-12-10 | -16.26 | 49 |
| 2024-06-10 | 2024-08-09 | -13.06 | 60 |
| 2024-12-22 | 2025-03-01 | -9.96 | 69 |
| 2025-06-18 | 2025-10-02 | -6.94 | 106 |
| 2024-12-06 | 2024-12-21 | -5.44 | 15 |
| 2024-08-12 | 2024-09-10 | -4.26 | 29 |
| 2024-10-10 | 2024-10-12 | -3.10 | 2 |
| 2025-03-11 | 2025-03-13 | -2.51 | 2 |
| 2025-06-04 | 2025-06-10 | -2.37 | 6 |
| 2024-09-11 | 2024-09-12 | -1.23 | 1 |
| Metric | 11404123:btcusd:triple_med_gx:lsma30_140 | 11404123:BTCUSD |
|---|---|---|
| Best Day | 9.38% | 9.49% |
| Worst Day | -6.98% | -13.23% |
| Best Week | 16.58% | 15.41% |
| Worst Week | -10.32% | -18.81% |
| Best Month | 21.3% | 34.43% |
| Worst Month | -12.17% | -23.44% |
| Best Year | 40.24% | 36.7% |
| Worst Year | 32.19% | 0.11% |
| Avg. Up Day | 1.7% | 1.82% |
| Avg. Down Day | -1.41% | -1.63% |
| Avg. Up Week | 4.42% | 4.99% |
| Avg. Down Week | -3.17% | -4.63% |
| Avg. Up Month | 6.5% | 11.21% |
| Avg. Down Month | -6.39% | -14.79% |
| Win Days % | 57.14% | 51.89% |
| Win Month % | 77.78% | 63.16% |
| Win Week % | 63.83% | 55.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |