| Metric | 11404136:btcusd:triple_med_gx:lsma90_140 | 11404136:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 56.53% | 61.16% |
| Max Drawdown | -14.43% | -29.51% |
| Sharpe | 0.81 | 0.59 |
| Sortino | 1.28 | 0.85 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.54 | 1.07 |
| CPC Index | 0.73 | 0.63 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 15.78 | 3.75 |
| Outlier Loss Ratio | 3.96 | 3.47 |
| Volatility (ann.) | 14.8% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 3.79 | 2.0 |
| Skew | 1.58 | 0.21 |
| Kurtosis | 28.29 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.51% | 3.74% |
| Expected Yearly % | 25.11% | 26.95% |
| Kelly Criterion | 8.67% | 8.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.13% |
| Expected Shortfall (cVaR) | -1.24% | -2.13% |
| Year | 11404136:BTCUSD | 11404136:btcusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 29.36 | 0.77 | - |
| 2025 | 16.76 | 21.00 | 1.25 | + |
| Metric | 11404136:btcusd:triple_med_gx:lsma90_140 | 11404136:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 15.19% | 31.46% |
| 6M | 24.77% | 12.77% |
| YTD | 21.0% | 16.76% |
| 1Y | 52.49% | 56.84% |
| 3Y (ann.) | 54.67% | 59.12% |
| 5Y (ann.) | 54.67% | 59.12% |
| Metric | 11404136:btcusd:triple_med_gx:lsma90_140 | 11404136:BTCUSD |
|---|---|---|
| Max Drawdown | -14.43% | -29.51% |
| Longest DD Days | 73.0 | 144.0 |
| Avg. Drawdown | -3.58% | -4.82% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 3.92 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.43 | 59 |
| 2025-03-06 | 2025-05-18 | -14.33 | 73 |
| 2024-08-09 | 2024-09-13 | -9.39 | 35 |
| 2025-01-07 | 2025-03-02 | -8.42 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-14 | 2024-10-14 | -6.93 | 30 |
| 2024-12-16 | 2025-01-05 | -5.98 | 20 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-31 | -3.29 | 12 |
| 2024-10-16 | 2024-11-06 | -1.61 | 20 |
| Metric | 11404136:btcusd:triple_med_gx:lsma90_140 | 11404136:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.66% | 37.42% |
| Worst Month | -7.44% | -17.69% |
| Best Year | 29.36% | 38.02% |
| Worst Year | 21.0% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 3.6% | 4.66% |
| Avg. Down Week | -3.2% | -3.76% |
| Avg. Up Month | 5.25% | 13.54% |
| Avg. Down Month | -7.44% | -7.35% |
| Win Days % | 51.16% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 62.16% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |