| Metric | 11404126:btcusd:triple_med_gx:lsma40_140 | 11404126:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 90.76% | 36.61% |
| Max Drawdown | -15.15% | -34.42% |
| Sharpe | 0.89 | 0.33 |
| Sortino | 1.4 | 0.48 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 1.87 | 0.94 |
| CPC Index | 0.79 | 0.61 |
| Tail Ratio | 1.44 | 0.89 |
| Outlier Win Ratio | 17.98 | 3.53 |
| Outlier Loss Ratio | 4.01 | 3.6 |
| Volatility (ann.) | 12.82% | 23.45% |
| R^2 | 0.3 | 0.3 |
| Calmar | 3.48 | 0.66 |
| Skew | 1.69 | 0.11 |
| Kurtosis | 34.61 | 7.09 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.46% | 1.66% |
| Expected Yearly % | 38.12% | 16.88% |
| Kelly Criterion | 10.2% | 9.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.0% |
| Expected Shortfall (cVaR) | -1.07% | -2.0% |
| Year | 11404126:BTCUSD | 11404126:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.09 | 0.61 | - |
| 2025 | -1.03 | 54.98 | -53.61 | + |
| Metric | 11404126:btcusd:triple_med_gx:lsma40_140 | 11404126:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | -0.07% | -17.17% |
| 6M | -2.02% | -16.23% |
| YTD | 54.98% | -1.03% |
| 1Y | 53.47% | -5.06% |
| 3Y (ann.) | 52.69% | 22.68% |
| 5Y (ann.) | 52.69% | 22.68% |
| Metric | 11404126:btcusd:triple_med_gx:lsma40_140 | 11404126:BTCUSD |
|---|---|---|
| Max Drawdown | -15.15% | -34.42% |
| Longest DD Days | 102.0 | 144.0 |
| Avg. Drawdown | -2.59% | -5.99% |
| Avg. Drawdown Days | 12.0 | 18.0 |
| Recovery Factor | 5.99 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-21 | 2025-12-10 | -15.15 | 50 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2025-01-31 | 2025-02-28 | -8.10 | 27 |
| 2024-08-09 | 2024-10-12 | -8.04 | 64 |
| 2024-12-21 | 2025-01-15 | -7.93 | 24 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-20 | 2025-10-01 | -7.65 | 102 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11404126:btcusd:triple_med_gx:lsma40_140 | 11404126:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -5.11% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -9.98% | -12.33% |
| Best Month | 16.58% | 37.42% |
| Worst Month | -6.52% | -17.69% |
| Best Year | 54.98% | 38.02% |
| Worst Year | 23.09% | -1.03% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 3.9% | 4.34% |
| Avg. Down Week | -3.0% | -4.38% |
| Avg. Up Month | 5.11% | 11.28% |
| Avg. Down Month | -4.02% | -10.44% |
| Win Days % | 51.54% | 51.97% |
| Win Month % | 77.78% | 57.89% |
| Win Week % | 62.0% | 53.09% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |