| Metric | 11404138:btcusd:triple_med_gx:lsma95_140 | 11404138:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 59.82% | 61.16% |
| Max Drawdown | -17.45% | -29.51% |
| Sharpe | 0.84 | 0.59 |
| Sortino | 1.32 | 0.85 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.73 | 0.63 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 15.32 | 3.75 |
| Outlier Loss Ratio | 3.96 | 3.5 |
| Volatility (ann.) | 14.88% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 3.31 | 2.0 |
| Skew | 1.49 | 0.21 |
| Kurtosis | 27.3 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.67% | 3.74% |
| Expected Yearly % | 26.42% | 26.95% |
| Kelly Criterion | 9.16% | 8.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.13% |
| Expected Shortfall (cVaR) | -1.25% | -2.13% |
| Year | 11404138:BTCUSD | 11404138:btcusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 44.49 | 1.17 | + |
| 2025 | 16.76 | 10.61 | 0.63 | - |
| Metric | 11404138:btcusd:triple_med_gx:lsma95_140 | 11404138:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 15.64% | 31.46% |
| 6M | 17.45% | 12.77% |
| YTD | 10.61% | 16.76% |
| 1Y | 54.95% | 56.84% |
| 3Y (ann.) | 57.84% | 59.12% |
| 5Y (ann.) | 57.84% | 59.12% |
| Metric | 11404138:btcusd:triple_med_gx:lsma95_140 | 11404138:BTCUSD |
|---|---|---|
| Max Drawdown | -17.45% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -2.65% | -4.82% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 3.43 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-09 | -17.45 | 153 |
| 2024-06-10 | 2024-09-10 | -14.49 | 92 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-17 | 2024-10-12 | -5.79 | 25 |
| 2024-12-23 | 2025-01-03 | -5.21 | 11 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11404138:btcusd:triple_med_gx:lsma95_140 | 11404138: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 | 12.79% | 37.42% |
| Worst Month | -6.99% | -17.69% |
| Best Year | 44.49% | 38.02% |
| Worst Year | 10.61% | 16.76% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 3.8% | 4.92% |
| Avg. Down Week | -3.21% | -3.93% |
| Avg. Up Month | 7.37% | 14.17% |
| Avg. Down Month | -4.01% | -9.04% |
| Win Days % | 51.57% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 61.11% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |