| Metric | 11404180:btcusd-bchusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-BCHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 119.52% | 4.5% |
| Max Drawdown | -32.01% | -59.25% |
| Sharpe | 0.72 | 0.22 |
| Sortino | 1.1 | 0.33 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.23 | 1.04 |
| Common Sense Ratio | 1.45 | 1.16 |
| CPC Index | 0.72 | 0.58 |
| Tail Ratio | 1.18 | 1.12 |
| Outlier Win Ratio | 19.37 | 3.91 |
| Outlier Loss Ratio | 3.59 | 3.45 |
| Volatility (ann.) | 23.7% | 40.6% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.38 | 0.05 |
| Skew | 0.56 | 0.45 |
| Kurtosis | 30.7 | 7.59 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 4.73% | 0.26% |
| Expected Yearly % | 48.16% | 2.22% |
| Kelly Criterion | 7.18% | 5.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.99% | -3.47% |
| Expected Shortfall (cVaR) | -1.99% | -3.47% |
| Year | 11404180:BTCUSD-BCHUSD | 11404180:btcusd-bchusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.68 | 42.19 | -7.42 | + |
| 2025 | 10.79 | 54.39 | 5.04 | + |
| Metric | 11404180:btcusd-bchusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-BCHUSD |
|---|---|---|
| MTD | 4.99% | -14.28% |
| 3M | 31.15% | -6.38% |
| 6M | 48.9% | 43.23% |
| YTD | 54.39% | 10.79% |
| 1Y | 87.64% | 32.25% |
| 3Y (ann.) | 76.33% | 3.22% |
| 5Y (ann.) | 76.33% | 3.22% |
| Metric | 11404180:btcusd-bchusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-BCHUSD |
|---|---|---|
| Max Drawdown | -32.01% | -59.25% |
| Longest DD Days | 138.0 | 285.0 |
| Avg. Drawdown | -4.99% | -13.68% |
| Avg. Drawdown Days | 13.0 | 41.0 |
| Recovery Factor | 3.73 | 0.08 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-05-31 | -32.01 | 138 |
| 2024-06-10 | 2024-09-11 | -25.63 | 92 |
| 2024-12-06 | 2024-12-21 | -23.41 | 14 |
| 2025-07-27 | 2025-08-26 | -12.52 | 30 |
| 2025-06-20 | 2025-07-25 | -9.10 | 35 |
| 2025-05-31 | 2025-06-09 | -7.89 | 8 |
| 2025-10-02 | 2025-10-12 | -7.38 | 10 |
| 2024-11-07 | 2024-12-05 | -6.32 | 28 |
| 2025-08-27 | 2025-09-02 | -6.26 | 5 |
| 2024-12-21 | 2024-12-24 | -6.25 | 3 |
| Metric | 11404180:btcusd-bchusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-BCHUSD |
|---|---|---|
| Best Day | 12.16% | 17.1% |
| Worst Day | -14.72% | -14.72% |
| Best Week | 15.45% | 23.18% |
| Worst Week | -20.91% | -24.88% |
| Best Month | 11.47% | 47.03% |
| Worst Month | -10.49% | -25.58% |
| Best Year | 54.39% | 10.79% |
| Worst Year | 42.19% | -5.68% |
| Avg. Up Day | 1.65% | 1.65% |
| Avg. Down Day | -1.42% | -1.47% |
| Avg. Up Week | 6.84% | 9.25% |
| Avg. Down Week | -6.22% | -8.68% |
| Avg. Up Month | 8.27% | 14.78% |
| Avg. Down Month | -7.83% | -14.63% |
| Win Days % | 50.17% | 50.1% |
| Win Month % | 82.35% | 52.94% |
| Win Week % | 61.36% | 54.05% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |