| Metric | 11404123:btcusd:triple_med_gx:lsma30_140 | 11404123:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 85.37% | 36.61% |
| Max Drawdown | -18.25% | -34.42% |
| Sharpe | 0.83 | 0.33 |
| Sortino | 1.29 | 0.48 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 1.84 | 0.94 |
| CPC Index | 0.77 | 0.6 |
| Tail Ratio | 1.43 | 0.89 |
| Outlier Win Ratio | 17.86 | 3.53 |
| Outlier Loss Ratio | 3.9 | 3.6 |
| Volatility (ann.) | 13.16% | 23.45% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.73 | 0.66 |
| Skew | 1.36 | 0.11 |
| Kurtosis | 34.93 | 7.09 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.3% | 1.66% |
| Expected Yearly % | 36.15% | 16.88% |
| Kelly Criterion | 9.5% | 8.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.0% |
| Expected Shortfall (cVaR) | -1.1% | -2.0% |
| Year | 11404123:BTCUSD | 11404123:btcusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 33.46 | 0.88 | - |
| 2025 | -1.03 | 38.90 | -37.93 | + |
| Metric | 11404123:btcusd:triple_med_gx:lsma30_140 | 11404123:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | -6.86% | -17.17% |
| 6M | -8.57% | -16.23% |
| YTD | 38.9% | -1.03% |
| 1Y | 43.84% | -5.06% |
| 3Y (ann.) | 49.85% | 22.68% |
| 5Y (ann.) | 49.85% | 22.68% |
| Metric | 11404123:btcusd:triple_med_gx:lsma30_140 | 11404123:BTCUSD |
|---|---|---|
| Max Drawdown | -18.25% | -34.42% |
| Longest DD Days | 106.0 | 144.0 |
| Avg. Drawdown | -2.73% | -5.99% |
| Avg. Drawdown Days | 11.0 | 18.0 |
| Recovery Factor | 4.68 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-21 | 2025-12-10 | -18.25 | 50 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-12-21 | 2025-03-01 | -9.96 | 69 |
| 2025-06-16 | 2025-10-01 | -8.37 | 106 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2024-08-09 | 2024-09-10 | -5.97 | 32 |
| 2024-10-08 | 2024-10-11 | -4.91 | 3 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| Metric | 11404123:btcusd:triple_med_gx:lsma30_140 | 11404123:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -9.98% | -12.33% |
| Best Month | 15.58% | 37.42% |
| Worst Month | -12.17% | -17.69% |
| Best Year | 38.9% | 38.02% |
| Worst Year | 33.46% | -1.03% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 3.63% | 4.34% |
| Avg. Down Week | -3.05% | -4.51% |
| Avg. Up Month | 5.14% | 11.28% |
| Avg. Down Month | -5.95% | -10.44% |
| Win Days % | 51.33% | 51.97% |
| Win Month % | 77.78% | 57.89% |
| Win Week % | 61.7% | 53.09% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |