| Metric | 11404125:btcusd:triple_med_gx:lsma35_140 | 11404125:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 77.9% | 36.85% |
| Max Drawdown | -15.95% | -32.7% |
| Sharpe | 1.69 | 0.68 |
| Sortino | 2.84 | 0.98 |
| Payoff Ratio | 1.14 | 1.2 |
| Profit Factor | 1.58 | 1.11 |
| Common Sense Ratio | 2.55 | 1.16 |
| CPC Index | 1.02 | 0.69 |
| Tail Ratio | 1.62 | 1.05 |
| Outlier Win Ratio | 16.61 | 3.44 |
| Outlier Loss Ratio | 3.88 | 3.2 |
| Volatility (ann.) | 23.95% | 46.0% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.87 | 0.7 |
| Skew | 1.19 | -0.16 |
| Kurtosis | 14.6 | 3.36 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 3.08% | 1.66% |
| Expected Yearly % | 33.38% | 16.98% |
| Kelly Criterion | 19.46% | 11.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -3.88% |
| Expected Shortfall (cVaR) | -1.95% | -3.88% |
| Year | 11404125:BTCUSD | 11404125:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 20.75 | 0.57 | - |
| 2025 | 0.11 | 47.34 | 431.51 | + |
| Metric | 11404125:btcusd:triple_med_gx:lsma35_140 | 11404125:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.92% |
| 3M | -6.42% | -16.59% |
| 6M | -5.66% | -12.21% |
| YTD | 47.34% | 0.11% |
| 1Y | 42.23% | -6.96% |
| 3Y (ann.) | 45.86% | 22.82% |
| 5Y (ann.) | 45.86% | 22.82% |
| Metric | 11404125:btcusd:triple_med_gx:lsma35_140 | 11404125:BTCUSD |
|---|---|---|
| Max Drawdown | -15.95% | -32.7% |
| Longest DD Days | 106.0 | 154.0 |
| Avg. Drawdown | -4.69% | -10.02% |
| Avg. Drawdown Days | 30.0 | 40.0 |
| Recovery Factor | 4.88 | 1.13 |
| Ulcer Index | 1.0 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-22 | 2025-12-10 | -15.95 | 49 |
| 2024-06-10 | 2024-08-09 | -13.06 | 60 |
| 2024-12-22 | 2025-03-01 | -8.35 | 69 |
| 2025-06-18 | 2025-10-02 | -7.77 | 106 |
| 2024-08-12 | 2024-10-14 | -7.61 | 63 |
| 2024-12-06 | 2024-12-16 | -5.44 | 10 |
| 2025-06-04 | 2025-06-10 | -2.37 | 6 |
| 2025-03-14 | 2025-03-15 | -1.21 | 1 |
| 2024-08-10 | 2024-08-11 | -1.01 | 1 |
| 2025-10-12 | 2025-10-13 | -0.71 | 1 |
| Metric | 11404125:btcusd:triple_med_gx:lsma35_140 | 11404125: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 | 24.63% | 34.43% |
| Worst Month | -12.01% | -23.44% |
| Best Year | 47.34% | 36.7% |
| Worst Year | 20.75% | 0.11% |
| Avg. Up Day | 1.7% | 1.84% |
| Avg. Down Day | -1.49% | -1.54% |
| Avg. Up Week | 4.4% | 4.99% |
| Avg. Down Week | -3.62% | -4.46% |
| Avg. Up Month | 6.65% | 11.21% |
| Avg. Down Month | -5.93% | -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% |