| Metric | 11404198:btcusd:triple_med_gx:lsma120_140 | 11404198:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 40.37% | 75.42% |
| Max Drawdown | -20.87% | -29.51% |
| Sharpe | 0.57 | 0.63 |
| Sortino | 0.84 | 0.92 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 1.11 | 0.96 |
| Outlier Win Ratio | 13.85 | 3.9 |
| Outlier Loss Ratio | 3.83 | 3.63 |
| Volatility (ann.) | 15.39% | 24.55% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.68 | 2.19 |
| Skew | 0.35 | 0.2 |
| Kurtosis | 14.84 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.45% | 4.1% |
| Expected Yearly % | 18.48% | 32.45% |
| Kelly Criterion | 4.53% | 6.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.07% |
| Expected Shortfall (cVaR) | -1.3% | -2.07% |
| Year | 11404198:BTCUSD | 11404198:btcusd:triple_med_gx:lsma120_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.46 | 0.64 | - |
| 2025 | 27.10 | 12.79 | 0.47 | - |
| Metric | 11404198:btcusd:triple_med_gx:lsma120_140 | 11404198:BTCUSD |
|---|---|---|
| MTD | -0.81% | 10.71% |
| 3M | 13.23% | 41.88% |
| 6M | 16.22% | 22.91% |
| YTD | 12.79% | 27.1% |
| 1Y | 68.02% | 82.29% |
| 3Y (ann.) | 35.15% | 64.73% |
| 5Y (ann.) | 35.15% | 64.73% |
| Metric | 11404198:btcusd:triple_med_gx:lsma120_140 | 11404198:BTCUSD |
|---|---|---|
| Max Drawdown | -20.87% | -29.51% |
| Longest DD Days | 154.0 | 144.0 |
| Avg. Drawdown | -4.52% | -4.71% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.93 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-14 | -20.87 | 125 |
| 2024-12-17 | 2025-05-20 | -20.37 | 154 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-10 | 2025-07-17 | -7.47 | 37 |
| 2025-05-23 | 2025-06-09 | -4.58 | 17 |
| 2024-11-12 | 2024-12-04 | -2.34 | 22 |
| 2024-10-18 | 2024-11-06 | -1.93 | 18 |
| 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 |
| Metric | 11404198:btcusd:triple_med_gx:lsma120_140 | 11404198:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.26% | -12.33% |
| Best Month | 15.47% | 37.42% |
| Worst Month | -8.71% | -17.69% |
| Best Year | 24.46% | 38.02% |
| Worst Year | 12.79% | 27.1% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.83% | -0.83% |
| Avg. Up Week | 3.82% | 5.37% |
| Avg. Down Week | -3.05% | -4.12% |
| Avg. Up Month | 11.23% | 16.18% |
| Avg. Down Month | -7.19% | -4.72% |
| Win Days % | 50.64% | 51.89% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 53.33% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |