| Metric | 11404180:btcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 78.68% | 36.85% |
| Max Drawdown | -13.08% | -32.7% |
| Sharpe | 1.68 | 0.68 |
| Sortino | 2.88 | 0.98 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.56 | 1.11 |
| Common Sense Ratio | 2.56 | 1.16 |
| CPC Index | 0.98 | 0.63 |
| Tail Ratio | 1.64 | 1.05 |
| Outlier Win Ratio | 17.1 | 3.68 |
| Outlier Loss Ratio | 4.15 | 3.26 |
| Volatility (ann.) | 24.38% | 46.0% |
| R^2 | 0.27 | 0.27 |
| Calmar | 3.54 | 0.7 |
| Skew | 1.25 | -0.16 |
| Kurtosis | 13.1 | 3.36 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 3.1% | 1.66% |
| Expected Yearly % | 33.67% | 16.98% |
| Kelly Criterion | 16.06% | 8.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.99% | -3.88% |
| Expected Shortfall (cVaR) | -1.99% | -3.88% |
| Year | 11404180:BTCUSD | 11404180:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 30.05 | 0.82 | - |
| 2025 | 0.11 | 37.40 | 340.90 | + |
| Metric | 11404180:btcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.92% |
| 3M | 0.68% | -16.59% |
| 6M | 3.67% | -12.21% |
| YTD | 37.4% | 0.11% |
| 1Y | 50.01% | -6.96% |
| 3Y (ann.) | 46.28% | 22.82% |
| 5Y (ann.) | 46.28% | 22.82% |
| Metric | 11404180:btcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD |
|---|---|---|
| Max Drawdown | -13.08% | -32.7% |
| Longest DD Days | 106.0 | 154.0 |
| Avg. Drawdown | -3.67% | -10.02% |
| Avg. Drawdown Days | 23.0 | 40.0 |
| Recovery Factor | 6.02 | 1.13 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-09-12 | -13.08 | 98 |
| 2025-11-16 | 2025-12-10 | -12.54 | 24 |
| 2025-01-16 | 2025-03-01 | -8.21 | 44 |
| 2024-12-06 | 2024-12-16 | -5.44 | 10 |
| 2025-06-18 | 2025-10-02 | -5.42 | 106 |
| 2025-03-04 | 2025-04-01 | -4.96 | 28 |
| 2024-12-22 | 2024-12-28 | -4.23 | 6 |
| 2024-10-09 | 2024-10-12 | -3.44 | 3 |
| 2025-04-03 | 2025-05-20 | -2.92 | 47 |
| 2024-12-30 | 2025-01-02 | -2.63 | 3 |
| Metric | 11404180:btcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.49% |
| Worst Day | -6.98% | -13.23% |
| Best Week | 14.83% | 15.41% |
| Worst Week | -10.32% | -18.81% |
| Best Month | 15.6% | 34.43% |
| Worst Month | -10.24% | -23.44% |
| Best Year | 37.4% | 36.7% |
| Worst Year | 30.05% | 0.11% |
| Avg. Up Day | 1.74% | 1.79% |
| Avg. Down Day | -1.52% | -1.62% |
| Avg. Up Week | 3.75% | 4.86% |
| Avg. Down Week | -2.96% | -5.08% |
| Avg. Up Month | 5.25% | 11.21% |
| Avg. Down Month | -6.01% | -14.79% |
| Win Days % | 55.26% | 51.89% |
| Win Month % | 77.78% | 63.16% |
| Win Week % | 65.22% | 55.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |