| Metric | 11404291:btcusd:triple_med_gx:lsma25_140 | 11404291:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 38.5% | 75.42% |
| Max Drawdown | -14.04% | -29.51% |
| Sharpe | 0.6 | 0.63 |
| Sortino | 0.9 | 0.92 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.19 | 1.11 |
| Common Sense Ratio | 1.58 | 1.06 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.33 | 0.96 |
| Outlier Win Ratio | 18.78 | 3.55 |
| Outlier Loss Ratio | 3.7 | 3.57 |
| Volatility (ann.) | 13.63% | 24.55% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.39 | 2.19 |
| Skew | 1.09 | 0.2 |
| Kurtosis | 32.5 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.35% | 4.1% |
| Expected Yearly % | 17.69% | 32.45% |
| Kelly Criterion | 5.61% | 6.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.07% |
| Expected Shortfall (cVaR) | -1.15% | -2.07% |
| Year | 11404291:BTCUSD | 11404291:btcusd:triple_med_gx:lsma25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.20 | 0.58 | - |
| 2025 | 27.10 | 13.34 | 0.49 | - |
| Metric | 11404291:btcusd:triple_med_gx:lsma25_140 | 11404291:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 8.53% | 41.88% |
| 6M | 5.74% | 22.91% |
| YTD | 13.34% | 27.1% |
| 1Y | 37.75% | 82.29% |
| 3Y (ann.) | 33.54% | 64.73% |
| 5Y (ann.) | 33.54% | 64.73% |
| Metric | 11404291:btcusd:triple_med_gx:lsma25_140 | 11404291:BTCUSD |
|---|---|---|
| Max Drawdown | -14.04% | -29.51% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -3.0% | -4.71% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 2.74 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-08-08 | -14.04 | 57 |
| 2025-02-04 | 2025-06-09 | -11.00 | 125 |
| 2024-11-07 | 2025-01-02 | -9.23 | 56 |
| 2025-06-16 | 2025-07-17 | -7.67 | 30 |
| 2024-08-14 | 2024-09-09 | -6.19 | 26 |
| 2025-01-10 | 2025-02-03 | -5.79 | 24 |
| 2024-10-10 | 2024-10-11 | -2.91 | 1 |
| 2024-08-09 | 2024-08-12 | -2.43 | 3 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-08-12 | 2024-08-13 | -1.73 | 1 |
| Metric | 11404291:btcusd:triple_med_gx:lsma25_140 | 11404291:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 6.88% | 18.93% |
| Worst Week | -6.28% | -12.33% |
| Best Month | 8.67% | 37.42% |
| Worst Month | -7.1% | -17.69% |
| Best Year | 22.2% | 38.02% |
| Worst Year | 13.34% | 27.1% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 3.51% | 4.65% |
| Avg. Down Week | -2.08% | -3.96% |
| Avg. Up Month | 5.83% | 7.43% |
| Avg. Down Month | -5.78% | -12.52% |
| Win Days % | 50.42% | 51.89% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 54.29% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |