| Metric | 11404180:btcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 78.68% | 36.61% |
| Max Drawdown | -14.62% | -34.42% |
| Sharpe | 0.77 | 0.33 |
| Sortino | 1.19 | 0.48 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | 1.62 | 0.94 |
| CPC Index | 0.73 | 0.62 |
| Tail Ratio | 1.3 | 0.89 |
| Outlier Win Ratio | 17.04 | 3.58 |
| Outlier Loss Ratio | 3.85 | 3.62 |
| Volatility (ann.) | 13.58% | 23.45% |
| R^2 | 0.34 | 0.34 |
| Calmar | 3.17 | 0.66 |
| Skew | 1.32 | 0.11 |
| Kurtosis | 32.9 | 7.09 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.1% | 1.66% |
| Expected Yearly % | 33.67% | 16.88% |
| Kelly Criterion | 7.98% | 9.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.0% |
| Expected Shortfall (cVaR) | -1.14% | -2.0% |
| Year | 11404180:BTCUSD | 11404180:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 31.30 | 0.82 | - |
| 2025 | -1.03 | 36.08 | -35.18 | + |
| Metric | 11404180:btcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | 0.68% | -17.17% |
| 6M | -0.06% | -16.23% |
| YTD | 36.08% | -1.03% |
| 1Y | 53.35% | -5.06% |
| 3Y (ann.) | 46.28% | 22.68% |
| 5Y (ann.) | 46.28% | 22.68% |
| Metric | 11404180:btcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD |
|---|---|---|
| Max Drawdown | -14.62% | -34.42% |
| Longest DD Days | 106.0 | 144.0 |
| Avg. Drawdown | -2.69% | -5.99% |
| Avg. Drawdown Days | 11.0 | 18.0 |
| Recovery Factor | 5.38 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-11-15 | 2025-12-10 | -14.62 | 25 |
| 2024-06-05 | 2024-08-08 | -14.48 | 64 |
| 2025-01-15 | 2025-02-28 | -8.21 | 44 |
| 2025-03-03 | 2025-04-01 | -8.07 | 29 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-08-09 | 2024-10-11 | -7.83 | 63 |
| 2025-06-16 | 2025-10-01 | -7.67 | 106 |
| 2025-04-02 | 2025-05-21 | -5.88 | 48 |
| 2024-12-21 | 2024-12-28 | -5.46 | 6 |
| 2025-01-12 | 2025-01-14 | -4.56 | 1 |
| Metric | 11404180:btcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.78% | 18.93% |
| Worst Week | -9.98% | -12.33% |
| Best Month | 14.13% | 37.42% |
| Worst Month | -8.84% | -17.69% |
| Best Year | 36.08% | 38.02% |
| Worst Year | 31.3% | -1.03% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.37% | 4.3% |
| Avg. Down Week | -2.82% | -4.53% |
| Avg. Up Month | 4.26% | 11.28% |
| Avg. Down Month | -8.08% | -12.42% |
| Win Days % | 50.74% | 51.97% |
| Win Month % | 83.33% | 57.89% |
| Win Week % | 65.31% | 53.09% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |