| Metric | 11404212:btcusd:triple_med_gx:lsma190_140 | 11404212:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 34.5% | 61.16% |
| Max Drawdown | -12.14% | -29.51% |
| Sharpe | 0.74 | 0.59 |
| Sortino | 1.24 | 0.85 |
| Payoff Ratio | 1.25 | 1.25 |
| Profit Factor | 1.39 | 1.1 |
| Common Sense Ratio | 2.27 | 1.07 |
| CPC Index | 0.87 | 0.71 |
| Tail Ratio | 1.63 | 0.98 |
| Outlier Win Ratio | 37.46 | 3.43 |
| Outlier Loss Ratio | 3.15 | 2.95 |
| Volatility (ann.) | 10.43% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.75 | 2.0 |
| Skew | 2.85 | 0.21 |
| Kurtosis | 56.6 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.31% | 3.74% |
| Expected Yearly % | 15.97% | 26.95% |
| Kelly Criterion | 10.15% | 13.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.13% |
| Expected Shortfall (cVaR) | -0.88% | -2.13% |
| Year | 11404212:BTCUSD | 11404212:btcusd:triple_med_gx:lsma190_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 30.45 | 0.80 | - |
| 2025 | 16.76 | 3.11 | 0.19 | - |
| Metric | 11404212:btcusd:triple_med_gx:lsma190_140 | 11404212:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.42% | 31.46% |
| 6M | 3.11% | 12.77% |
| YTD | 3.11% | 16.76% |
| 1Y | 30.87% | 56.84% |
| 3Y (ann.) | 33.44% | 59.12% |
| 5Y (ann.) | 33.44% | 59.12% |
| Metric | 11404212:btcusd:triple_med_gx:lsma190_140 | 11404212:BTCUSD |
|---|---|---|
| Max Drawdown | -12.14% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.34% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 2.84 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -12.14 | 188 |
| 2024-06-05 | 2024-09-11 | -6.57 | 97 |
| 2024-10-08 | 2024-10-11 | -5.08 | 3 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-11-07 | 2024-11-11 | -1.51 | 4 |
| 2024-11-05 | 2024-11-06 | -1.00 | 0 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-10-11 | 2024-10-12 | -0.65 | 0 |
| Metric | 11404212:btcusd:triple_med_gx:lsma190_140 | 11404212:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.58% | 18.93% |
| Worst Week | -4.02% | -12.33% |
| Best Month | 18.84% | 37.42% |
| Worst Month | -4.02% | -17.69% |
| Best Year | 30.45% | 38.02% |
| Worst Year | 3.11% | 16.76% |
| Avg. Up Day | 1.13% | 1.15% |
| Avg. Down Day | -0.9% | -0.91% |
| Avg. Up Week | 4.68% | 8.11% |
| Avg. Down Week | -3.15% | -4.99% |
| Avg. Up Month | 6.58% | 16.18% |
| Avg. Down Month | -1.65% | -9.04% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 70.0% | 61.54% |
| Win Week % | 64.71% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |