| Metric | 11404188:btcusd:triple_med_gx:lsma70_140 | 11404188:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 50.93% | 61.16% |
| Max Drawdown | -14.57% | -29.51% |
| Sharpe | 0.76 | 0.59 |
| Sortino | 1.24 | 0.85 |
| Payoff Ratio | 1.18 | 1.18 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.73 | 0.67 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 17.25 | 3.75 |
| Outlier Loss Ratio | 3.92 | 3.42 |
| Volatility (ann.) | 14.47% | 25.19% |
| R^2 | 0.33 | 0.33 |
| Calmar | 3.38 | 2.0 |
| Skew | 2.01 | 0.21 |
| Kurtosis | 32.56 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.22% | 3.74% |
| Expected Yearly % | 22.85% | 26.95% |
| Kelly Criterion | 7.79% | 11.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.13% |
| Expected Shortfall (cVaR) | -1.22% | -2.13% |
| Year | 11404188:BTCUSD | 11404188:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 30.46 | 0.80 | - |
| 2025 | 16.76 | 15.69 | 0.94 | - |
| Metric | 11404188:btcusd:triple_med_gx:lsma70_140 | 11404188:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 10.24% | 31.46% |
| 6M | 25.21% | 12.77% |
| YTD | 15.69% | 16.76% |
| 1Y | 46.85% | 56.84% |
| 3Y (ann.) | 49.28% | 59.12% |
| 5Y (ann.) | 49.28% | 59.12% |
| Metric | 11404188:btcusd:triple_med_gx:lsma70_140 | 11404188:BTCUSD |
|---|---|---|
| Max Drawdown | -14.57% | -29.51% |
| Longest DD Days | 100.0 | 144.0 |
| Avg. Drawdown | -3.25% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 3.5 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-06-09 | -14.57 | 98 |
| 2024-06-05 | 2024-09-13 | -14.48 | 100 |
| 2025-01-05 | 2025-03-01 | -8.57 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-14 | 2024-10-14 | -5.84 | 30 |
| 2024-12-21 | 2024-12-24 | -4.59 | 3 |
| 2024-12-29 | 2025-01-02 | -2.81 | 4 |
| 2024-11-07 | 2024-12-04 | -1.85 | 27 |
| 2024-10-16 | 2024-11-06 | -1.65 | 20 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| Metric | 11404188:btcusd:triple_med_gx:lsma70_140 | 11404188:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 8.86% | 37.42% |
| Worst Month | -7.32% | -17.69% |
| Best Year | 30.46% | 38.02% |
| Worst Year | 15.69% | 16.76% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 3.82% | 4.56% |
| Avg. Down Week | -3.2% | -4.04% |
| Avg. Up Month | 4.35% | 12.23% |
| Avg. Down Month | -3.91% | -12.52% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 62.86% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |