| Metric | 11404244:btcusd:triple_med_gx:lsma70_140 | 11404244:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 26.82% | 61.16% |
| Max Drawdown | -18.54% | -29.51% |
| Sharpe | 0.47 | 0.59 |
| Sortino | 0.75 | 0.85 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.65 | 0.65 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 16.98 | 3.48 |
| Outlier Loss Ratio | 3.98 | 3.46 |
| Volatility (ann.) | 14.32% | 25.19% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.4 | 2.0 |
| Skew | 1.88 | 0.21 |
| Kurtosis | 34.4 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.84% | 3.74% |
| Expected Yearly % | 12.61% | 26.95% |
| Kelly Criterion | 4.44% | 9.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.13% |
| Expected Shortfall (cVaR) | -1.21% | -2.13% |
| Year | 11404244:BTCUSD | 11404244:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 29.69 | 0.78 | - |
| 2025 | 16.76 | -2.21 | -0.13 | - |
| Metric | 11404244:btcusd:triple_med_gx:lsma70_140 | 11404244:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 5.68% | 31.46% |
| 6M | 2.49% | 12.77% |
| YTD | -2.21% | 16.76% |
| 1Y | 24.17% | 56.84% |
| 3Y (ann.) | 26.02% | 59.12% |
| 5Y (ann.) | 26.02% | 59.12% |
| Metric | 11404244:btcusd:triple_med_gx:lsma70_140 | 11404244:BTCUSD |
|---|---|---|
| Max Drawdown | -18.54% | -29.51% |
| Longest DD Days | 100.0 | 144.0 |
| Avg. Drawdown | -4.39% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 1.45 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-06-11 | -18.54 | 100 |
| 2024-06-05 | 2024-09-13 | -16.54 | 99 |
| 2025-01-05 | 2025-03-02 | -8.49 | 56 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-16 | 2025-01-02 | -6.55 | 17 |
| 2024-09-14 | 2024-10-14 | -5.91 | 30 |
| 2024-10-16 | 2024-11-06 | -1.65 | 20 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| Metric | 11404244:btcusd:triple_med_gx:lsma70_140 | 11404244:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 11.18% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 10.01% | 37.42% |
| Worst Month | -7.9% | -17.69% |
| Best Year | 29.69% | 38.02% |
| Worst Year | -2.21% | 16.76% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 4.81% | 5.49% |
| Avg. Down Week | -3.02% | -3.76% |
| Avg. Up Month | 6.26% | 13.94% |
| Avg. Down Month | -6.53% | -9.04% |
| Win Days % | 48.51% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 43.75% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |