| Metric | 11404140:btcusd:triple_med_gx:lsma105_140 | 11404140:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 65.93% | 59.46% |
| Max Drawdown | -14.33% | -29.51% |
| Sharpe | 0.78 | 0.51 |
| Sortino | 1.23 | 0.74 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.22 | 1.08 |
| Common Sense Ratio | 1.45 | 1.02 |
| CPC Index | 0.71 | 0.61 |
| Tail Ratio | 1.19 | 0.95 |
| Outlier Win Ratio | 15.64 | 3.9 |
| Outlier Loss Ratio | 4.02 | 3.66 |
| Volatility (ann.) | 14.21% | 23.8% |
| R^2 | 0.36 | 0.36 |
| Calmar | 3.48 | 1.53 |
| Skew | 1.47 | 0.23 |
| Kurtosis | 27.55 | 7.55 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.22% | 2.96% |
| Expected Yearly % | 28.81% | 26.28% |
| Kelly Criterion | 8.38% | 7.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.02% |
| Expected Shortfall (cVaR) | -1.19% | -2.02% |
| Year | 11404140:BTCUSD | 11404140:btcusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 50.12 | 1.32 | + |
| 2025 | 15.53 | 10.53 | 0.68 | - |
| Metric | 11404140:btcusd:triple_med_gx:lsma105_140 | 11404140:BTCUSD |
|---|---|---|
| MTD | -0.36% | -0.36% |
| 3M | -2.68% | 3.07% |
| 6M | 7.76% | 25.39% |
| YTD | 10.53% | 15.53% |
| 1Y | 69.53% | 82.91% |
| 3Y (ann.) | 49.85% | 45.17% |
| 5Y (ann.) | 49.85% | 45.17% |
| Metric | 11404140:btcusd:triple_med_gx:lsma105_140 | 11404140:BTCUSD |
|---|---|---|
| Max Drawdown | -14.33% | -29.51% |
| Longest DD Days | 92.0 | 144.0 |
| Avg. Drawdown | -3.24% | -5.13% |
| Avg. Drawdown Days | 12.0 | 15.0 |
| Recovery Factor | 4.6 | 2.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-05-18 | -14.33 | 73 |
| 2024-06-10 | 2024-09-11 | -14.04 | 92 |
| 2025-06-10 | 2025-09-01 | -11.43 | 83 |
| 2025-01-07 | 2025-03-02 | -9.73 | 54 |
| 2024-12-17 | 2025-01-06 | -8.09 | 19 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-10-08 | 2024-10-11 | -4.91 | 3 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11404140:btcusd:triple_med_gx:lsma105_140 | 11404140: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 | 17.48% | 37.42% |
| Worst Month | -10.19% | -17.69% |
| Best Year | 50.12% | 38.02% |
| Worst Year | 10.53% | 15.53% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.85% | 5.14% |
| Avg. Down Week | -2.72% | -3.62% |
| Avg. Up Month | 8.72% | 15.1% |
| Avg. Down Month | -5.27% | -3.85% |
| Win Days % | 51.29% | 51.48% |
| Win Month % | 68.75% | 56.25% |
| Win Week % | 56.1% | 55.22% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |