| Metric | 11404241:btcusd:triple_med_gx:lsma55_140 | 11404241:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 37.21% | 61.16% |
| Max Drawdown | -14.27% | -29.51% |
| Sharpe | 0.63 | 0.59 |
| Sortino | 1.05 | 0.85 |
| Payoff Ratio | 1.24 | 1.22 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 1.51 | 1.07 |
| CPC Index | 0.72 | 0.69 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 18.73 | 3.49 |
| Outlier Loss Ratio | 4.1 | 3.41 |
| Volatility (ann.) | 13.56% | 25.19% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.53 | 2.0 |
| Skew | 2.68 | 0.21 |
| Kurtosis | 39.01 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.46% | 3.74% |
| Expected Yearly % | 17.14% | 26.95% |
| Kelly Criterion | 6.32% | 12.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.13% |
| Expected Shortfall (cVaR) | -1.14% | -2.13% |
| Year | 11404241:BTCUSD | 11404241:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 27.93 | 0.73 | - |
| 2025 | 16.76 | 7.25 | 0.43 | - |
| Metric | 11404241:btcusd:triple_med_gx:lsma55_140 | 11404241:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 9.3% | 31.46% |
| 6M | 12.71% | 12.77% |
| YTD | 7.25% | 16.76% |
| 1Y | 34.35% | 56.84% |
| 3Y (ann.) | 36.06% | 59.12% |
| 5Y (ann.) | 36.06% | 59.12% |
| Metric | 11404241:btcusd:triple_med_gx:lsma55_140 | 11404241:BTCUSD |
|---|---|---|
| Max Drawdown | -14.27% | -29.51% |
| Longest DD Days | 100.0 | 144.0 |
| Avg. Drawdown | -4.06% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 2.61 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-13 | -14.27 | 99 |
| 2025-03-03 | 2025-06-11 | -11.84 | 100 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-02-04 | 2025-03-02 | -7.05 | 26 |
| 2025-01-04 | 2025-02-03 | -6.57 | 30 |
| 2024-09-14 | 2024-10-14 | -6.36 | 30 |
| 2024-12-21 | 2025-01-02 | -5.63 | 12 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-11-05 | 2024-11-06 | -1.00 | 0 |
| Metric | 11404241:btcusd:triple_med_gx:lsma55_140 | 11404241:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 11.18% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.48% | 37.42% |
| Worst Month | -7.9% | -17.69% |
| Best Year | 27.93% | 38.02% |
| Worst Year | 7.25% | 16.76% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 4.45% | 5.03% |
| Avg. Down Week | -2.51% | -3.53% |
| Avg. Up Month | 5.48% | 13.54% |
| Avg. Down Month | -4.7% | -9.04% |
| Win Days % | 48.16% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 48.48% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |