| Metric | 11404181:btcusd:triple_med_gx:lsma30_140 | 11404181:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 92.57% | 79.62% |
| Max Drawdown | -14.48% | -29.51% |
| Sharpe | 1.1 | 0.65 |
| Sortino | 1.8 | 0.96 |
| Payoff Ratio | 1.24 | 1.19 |
| Profit Factor | 1.38 | 1.11 |
| Common Sense Ratio | 1.91 | 1.08 |
| CPC Index | 0.88 | 0.68 |
| Tail Ratio | 1.38 | 0.98 |
| Outlier Win Ratio | 17.67 | 3.75 |
| Outlier Loss Ratio | 3.87 | 3.53 |
| Volatility (ann.) | 14.24% | 24.6% |
| R^2 | 0.34 | 0.34 |
| Calmar | 5.51 | 2.33 |
| Skew | 1.88 | 0.2 |
| Kurtosis | 33.84 | 7.22 |
| Expected Daily % | 0.04% | 0.04% |
| Expected Monthly % | 4.79% | 4.27% |
| Expected Yearly % | 38.77% | 34.02% |
| Kelly Criterion | 12.13% | 11.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.07% |
| Expected Shortfall (cVaR) | -1.18% | -2.07% |
| Year | 11404181:BTCUSD | 11404181:btcusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 34.07 | 0.90 | - |
| 2025 | 30.14 | 43.63 | 1.45 | + |
| Metric | 11404181:btcusd:triple_med_gx:lsma30_140 | 11404181:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 14.32% | 45.08% |
| 6M | 37.56% | 28.47% |
| YTD | 43.63% | 30.14% |
| 1Y | 100.08% | 105.13% |
| 3Y (ann.) | 79.72% | 68.87% |
| 5Y (ann.) | 79.72% | 68.87% |
| Metric | 11404181:btcusd:triple_med_gx:lsma30_140 | 11404181:BTCUSD |
|---|---|---|
| Max Drawdown | -14.48% | -29.51% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -2.7% | -4.58% |
| Avg. Drawdown Days | 9.0 | 14.0 |
| Recovery Factor | 6.39 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -14.48 | 64 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-01-14 | 2025-02-28 | -7.87 | 45 |
| 2024-08-09 | 2024-09-10 | -6.32 | 32 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2025-04-02 | 2025-05-18 | -5.88 | 46 |
| 2025-06-16 | 2025-07-14 | -5.58 | 27 |
| 2024-12-21 | 2024-12-28 | -5.46 | 6 |
| 2024-09-12 | 2024-10-11 | -5.15 | 29 |
| 2025-01-12 | 2025-01-14 | -4.56 | 1 |
| Metric | 11404181:btcusd:triple_med_gx:lsma30_140 | 11404181:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.78% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 14.03% | 37.42% |
| Worst Month | -7.32% | -17.69% |
| Best Year | 43.63% | 38.02% |
| Worst Year | 34.07% | 30.14% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 3.64% | 4.15% |
| Avg. Down Week | -2.52% | -3.78% |
| Avg. Up Month | 5.19% | 12.01% |
| Avg. Down Month | -7.32% | -7.35% |
| Win Days % | 51.41% | 51.93% |
| Win Month % | 92.31% | 64.29% |
| Win Week % | 69.44% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |