| Metric | 11404141:btcusd:triple_med_gx:lsma110_140 | 11404141:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 54.97% | 75.42% |
| Max Drawdown | -20.34% | -29.51% |
| Sharpe | 0.74 | 0.63 |
| Sortino | 1.12 | 0.92 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.2 | 1.11 |
| Common Sense Ratio | 1.38 | 1.06 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.15 | 0.96 |
| Outlier Win Ratio | 15.12 | 3.87 |
| Outlier Loss Ratio | 3.87 | 3.57 |
| Volatility (ann.) | 14.48% | 24.55% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.34 | 2.19 |
| Skew | 0.56 | 0.2 |
| Kurtosis | 17.29 | 7.24 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.18% | 4.1% |
| Expected Yearly % | 24.49% | 32.45% |
| Kelly Criterion | 8.07% | 6.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.07% |
| Expected Shortfall (cVaR) | -1.22% | -2.07% |
| Year | 11404141:BTCUSD | 11404141:btcusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 46.56 | 1.22 | + |
| 2025 | 27.10 | 5.74 | 0.21 | - |
| Metric | 11404141:btcusd:triple_med_gx:lsma110_140 | 11404141:BTCUSD |
|---|---|---|
| MTD | -0.65% | 10.71% |
| 3M | 7.92% | 41.88% |
| 6M | 4.57% | 22.91% |
| YTD | 5.74% | 27.1% |
| 1Y | 87.46% | 82.29% |
| 3Y (ann.) | 47.55% | 64.73% |
| 5Y (ann.) | 47.55% | 64.73% |
| Metric | 11404141:btcusd:triple_med_gx:lsma110_140 | 11404141:BTCUSD |
|---|---|---|
| Max Drawdown | -20.34% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -3.91% | -4.71% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 2.7 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-09 | -20.34 | 153 |
| 2024-06-10 | 2024-09-18 | -17.78 | 100 |
| 2024-12-17 | 2025-01-06 | -8.76 | 19 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-10 | 2025-07-17 | -6.61 | 37 |
| 2024-10-08 | 2024-10-11 | -4.91 | 3 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-09-19 | 2024-10-08 | -1.23 | 18 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11404141:btcusd:triple_med_gx:lsma110_140 | 11404141:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 15.59% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 23.68% | 37.42% |
| Worst Month | -11.81% | -17.69% |
| Best Year | 46.56% | 38.02% |
| Worst Year | 5.74% | 27.1% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 4.44% | 6.05% |
| Avg. Down Week | -3.13% | -3.92% |
| Avg. Up Month | 10.26% | 15.1% |
| Avg. Down Month | -10.25% | -4.72% |
| Win Days % | 51.83% | 51.89% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 55.56% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |