| Metric | 11404139:btcusd:triple_med_gx:lsma100_140 | 11404139:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 53.67% | 61.16% |
| Max Drawdown | -14.33% | -29.51% |
| Sharpe | 0.77 | 0.59 |
| Sortino | 1.21 | 0.85 |
| Payoff Ratio | 1.16 | 1.12 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 15.25 | 3.76 |
| Outlier Loss Ratio | 3.98 | 3.5 |
| Volatility (ann.) | 14.92% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 3.62 | 2.0 |
| Skew | 1.48 | 0.21 |
| Kurtosis | 27.02 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.36% | 3.74% |
| Expected Yearly % | 23.96% | 26.95% |
| Kelly Criterion | 8.42% | 8.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.13% |
| Expected Shortfall (cVaR) | -1.25% | -2.13% |
| Year | 11404139:BTCUSD | 11404139:btcusd:triple_med_gx:lsma100_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 31.70 | 0.83 | - |
| 2025 | 16.76 | 16.68 | 1.00 | - |
| Metric | 11404139:btcusd:triple_med_gx:lsma100_140 | 11404139:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 15.73% | 31.46% |
| 6M | 22.55% | 12.77% |
| YTD | 16.68% | 16.76% |
| 1Y | 53.45% | 56.84% |
| 3Y (ann.) | 51.92% | 59.12% |
| 5Y (ann.) | 51.92% | 59.12% |
| Metric | 11404139:btcusd:triple_med_gx:lsma100_140 | 11404139:BTCUSD |
|---|---|---|
| Max Drawdown | -14.33% | -29.51% |
| Longest DD Days | 95.0 | 144.0 |
| Avg. Drawdown | -3.17% | -4.82% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 3.74 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-05-21 | -14.33 | 75 |
| 2024-06-10 | 2024-09-13 | -14.21 | 95 |
| 2025-01-07 | 2025-03-02 | -10.43 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-17 | 2025-01-06 | -6.50 | 19 |
| 2024-09-17 | 2024-10-14 | -6.12 | 26 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| Metric | 11404139:btcusd:triple_med_gx:lsma100_140 | 11404139: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 | 11.5% | 37.42% |
| Worst Month | -9.7% | -17.69% |
| Best Year | 31.7% | 38.02% |
| Worst Year | 16.68% | 16.76% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.65% | 5.07% |
| Avg. Down Week | -2.93% | -3.95% |
| Avg. Up Month | 6.21% | 13.54% |
| Avg. Down Month | -4.9% | -12.52% |
| Win Days % | 50.86% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 58.82% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |