| Metric | 11404236:btcusd:triple_med_gx:lsma30_140 | 11404236:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 51.74% | 61.16% |
| Max Drawdown | -14.27% | -29.51% |
| Sharpe | 0.77 | 0.59 |
| Sortino | 1.23 | 0.85 |
| Payoff Ratio | 1.23 | 1.19 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | 1.74 | 1.07 |
| CPC Index | 0.76 | 0.68 |
| Tail Ratio | 1.38 | 0.98 |
| Outlier Win Ratio | 18.67 | 3.71 |
| Outlier Loss Ratio | 3.82 | 3.47 |
| Volatility (ann.) | 14.53% | 25.19% |
| R^2 | 0.33 | 0.33 |
| Calmar | 3.51 | 2.0 |
| Skew | 1.78 | 0.21 |
| Kurtosis | 34.18 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.26% | 3.74% |
| Expected Yearly % | 23.18% | 26.95% |
| Kelly Criterion | 7.63% | 11.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.13% |
| Expected Shortfall (cVaR) | -1.22% | -2.13% |
| Year | 11404236:BTCUSD | 11404236:btcusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 32.45 | 0.85 | - |
| 2025 | 16.76 | 14.56 | 0.87 | - |
| Metric | 11404236:btcusd:triple_med_gx:lsma30_140 | 11404236:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 11.08% | 31.46% |
| 6M | 26.07% | 12.77% |
| YTD | 14.56% | 16.76% |
| 1Y | 48.57% | 56.84% |
| 3Y (ann.) | 50.06% | 59.12% |
| 5Y (ann.) | 50.06% | 59.12% |
| Metric | 11404236:btcusd:triple_med_gx:lsma30_140 | 11404236:BTCUSD |
|---|---|---|
| Max Drawdown | -14.27% | -29.51% |
| Longest DD Days | 90.0 | 144.0 |
| Avg. Drawdown | -3.34% | -4.82% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 3.62 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -14.27 | 64 |
| 2025-03-03 | 2025-06-01 | -11.53 | 90 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-02-04 | 2025-03-02 | -7.05 | 26 |
| 2025-01-14 | 2025-02-03 | -6.61 | 20 |
| 2024-08-09 | 2024-09-10 | -5.57 | 32 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2025-01-03 | 2025-01-14 | -5.39 | 10 |
| 2024-09-12 | 2024-10-11 | -4.98 | 29 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| Metric | 11404236:btcusd:triple_med_gx:lsma30_140 | 11404236:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 8.78% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 11.08% | 37.42% |
| Worst Month | -7.9% | -17.69% |
| Best Year | 32.45% | 38.02% |
| Worst Year | 14.56% | 16.76% |
| Avg. Up Day | 1.03% | 1.04% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 3.34% | 4.87% |
| Avg. Down Week | -2.94% | -3.23% |
| Avg. Up Month | 4.61% | 12.23% |
| Avg. Down Month | -6.42% | -12.52% |
| Win Days % | 48.98% | 51.86% |
| Win Month % | 84.62% | 61.54% |
| Win Week % | 61.29% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |