| Metric | 11404197:btcusd:triple_med_gx:lsma115_140 | 11404197:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 20.0% | 75.42% |
| Max Drawdown | -20.27% | -29.51% |
| Sharpe | 0.35 | 0.63 |
| Sortino | 0.5 | 0.92 |
| Payoff Ratio | 1.04 | 1.05 |
| Profit Factor | 1.09 | 1.11 |
| Common Sense Ratio | 1.13 | 1.06 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.04 | 0.96 |
| Outlier Win Ratio | 15.25 | 3.84 |
| Outlier Loss Ratio | 3.8 | 3.64 |
| Volatility (ann.) | 14.52% | 24.55% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.87 | 2.19 |
| Skew | -0.2 | 0.2 |
| Kurtosis | 12.55 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.31% | 4.1% |
| Expected Yearly % | 9.55% | 32.45% |
| Kelly Criterion | 2.65% | 5.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.07% |
| Expected Shortfall (cVaR) | -1.24% | -2.07% |
| Year | 11404197:BTCUSD | 11404197:btcusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.09 | 0.37 | - |
| 2025 | 27.10 | 5.19 | 0.19 | - |
| Metric | 11404197:btcusd:triple_med_gx:lsma115_140 | 11404197:BTCUSD |
|---|---|---|
| MTD | -1.62% | 10.71% |
| 3M | 9.12% | 41.88% |
| 6M | 4.53% | 22.91% |
| YTD | 5.19% | 27.1% |
| 1Y | 45.36% | 82.29% |
| 3Y (ann.) | 17.58% | 64.73% |
| 5Y (ann.) | 17.58% | 64.73% |
| Metric | 11404197:btcusd:triple_med_gx:lsma115_140 | 11404197:BTCUSD |
|---|---|---|
| Max Drawdown | -20.27% | -29.51% |
| Longest DD Days | 173.0 | 144.0 |
| Avg. Drawdown | -5.44% | -4.71% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.99 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-14 | -20.27 | 125 |
| 2024-12-17 | 2025-06-09 | -19.94 | 173 |
| 2025-06-10 | 2025-07-17 | -8.10 | 37 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-11-12 | 2024-12-04 | -2.61 | 22 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-11-11 | -0.94 | 23 |
| Metric | 11404197:btcusd:triple_med_gx:lsma115_140 | 11404197:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.55% | -12.33% |
| Best Month | 11.97% | 37.42% |
| Worst Month | -10.06% | -17.69% |
| Best Year | 14.09% | 38.02% |
| Worst Year | 5.19% | 27.1% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.83% | -0.83% |
| Avg. Up Week | 4.24% | 5.94% |
| Avg. Down Week | -3.1% | -4.0% |
| Avg. Up Month | 7.13% | 15.1% |
| Avg. Down Month | -7.84% | -4.72% |
| Win Days % | 50.3% | 51.89% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 44.74% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |