| Metric | 11404196:btcusd:triple_med_gx:lsma110_140 | 11404196:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 30.65% | 75.42% |
| Max Drawdown | -20.15% | -29.51% |
| Sharpe | 0.48 | 0.63 |
| Sortino | 0.72 | 0.92 |
| Payoff Ratio | 1.1 | 1.11 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.61 | 0.63 |
| Tail Ratio | 1.06 | 0.96 |
| Outlier Win Ratio | 15.35 | 3.85 |
| Outlier Loss Ratio | 3.86 | 3.57 |
| Volatility (ann.) | 14.54% | 24.55% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.33 | 2.19 |
| Skew | 0.58 | 0.2 |
| Kurtosis | 17.52 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.93% | 4.1% |
| Expected Yearly % | 14.3% | 32.45% |
| Kelly Criterion | 3.82% | 8.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.07% |
| Expected Shortfall (cVaR) | -1.23% | -2.07% |
| Year | 11404196:BTCUSD | 11404196:btcusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 27.85 | 0.73 | - |
| 2025 | 27.10 | 2.19 | 0.08 | - |
| Metric | 11404196:btcusd:triple_med_gx:lsma110_140 | 11404196:BTCUSD |
|---|---|---|
| MTD | -2.39% | 10.71% |
| 3M | 7.15% | 41.88% |
| 6M | 1.11% | 22.91% |
| YTD | 2.19% | 27.1% |
| 1Y | 59.64% | 82.29% |
| 3Y (ann.) | 26.8% | 64.73% |
| 5Y (ann.) | 26.8% | 64.73% |
| Metric | 11404196:btcusd:triple_med_gx:lsma110_140 | 11404196:BTCUSD |
|---|---|---|
| Max Drawdown | -20.15% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -5.08% | -4.71% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.52 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-09 | -20.15 | 153 |
| 2024-06-10 | 2024-10-14 | -20.03 | 125 |
| 2024-12-17 | 2025-01-06 | -9.78 | 19 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-10 | 2025-07-17 | -7.54 | 37 |
| 2024-10-18 | 2024-11-06 | -2.05 | 18 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-11-07 | 2024-11-11 | -1.51 | 4 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11404196:btcusd:triple_med_gx:lsma110_140 | 11404196:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 16.2% | 37.42% |
| Worst Month | -9.92% | -17.69% |
| Best Year | 27.85% | 38.02% |
| Worst Year | 2.19% | 27.1% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.8% | -0.8% |
| Avg. Up Week | 4.05% | 5.84% |
| Avg. Down Week | -3.37% | -4.02% |
| Avg. Up Month | 8.36% | 15.1% |
| Avg. Down Month | -9.25% | -4.72% |
| Win Days % | 49.61% | 51.89% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 54.05% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |