| Metric | 11404192:btcusd:triple_med_gx:lsma90_140 | 11404192:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 58.83% | 61.16% |
| Max Drawdown | -15.09% | -29.51% |
| Sharpe | 0.83 | 0.59 |
| Sortino | 1.34 | 0.85 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.44 | 1.07 |
| CPC Index | 0.74 | 0.67 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 15.6 | 3.79 |
| Outlier Loss Ratio | 4.05 | 3.46 |
| Volatility (ann.) | 14.89% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 3.77 | 2.0 |
| Skew | 1.79 | 0.21 |
| Kurtosis | 29.01 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.62% | 3.74% |
| Expected Yearly % | 26.03% | 26.95% |
| Kelly Criterion | 8.09% | 11.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.13% |
| Expected Shortfall (cVaR) | -1.25% | -2.13% |
| Year | 11404192:BTCUSD | 11404192:btcusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 37.12 | 0.98 | - |
| 2025 | 16.76 | 15.83 | 0.94 | - |
| Metric | 11404192:btcusd:triple_med_gx:lsma90_140 | 11404192:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 12.66% | 31.46% |
| 6M | 30.62% | 12.77% |
| YTD | 15.83% | 16.76% |
| 1Y | 54.81% | 56.84% |
| 3Y (ann.) | 56.88% | 59.12% |
| 5Y (ann.) | 56.88% | 59.12% |
| Metric | 11404192:btcusd:triple_med_gx:lsma90_140 | 11404192:BTCUSD |
|---|---|---|
| Max Drawdown | -15.09% | -29.51% |
| Longest DD Days | 127.0 | 144.0 |
| Avg. Drawdown | -2.51% | -4.82% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 3.9 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-11 | -15.09 | 127 |
| 2025-03-03 | 2025-06-09 | -14.57 | 98 |
| 2025-01-07 | 2025-03-02 | -8.89 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-29 | 2025-01-02 | -2.81 | 4 |
| 2024-12-23 | 2024-12-24 | -2.67 | 1 |
| 2024-11-07 | 2024-12-04 | -1.85 | 27 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11404192:btcusd:triple_med_gx:lsma90_140 | 11404192: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 | 13.43% | 37.42% |
| Worst Month | -7.49% | -17.69% |
| Best Year | 37.12% | 38.02% |
| Worst Year | 15.83% | 16.76% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 3.58% | 4.29% |
| Avg. Down Week | -3.25% | -4.07% |
| Avg. Up Month | 5.07% | 13.54% |
| Avg. Down Month | -7.49% | -7.35% |
| Win Days % | 50.09% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 65.71% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |