| Metric | 11440491:btcusd:triple_med_gx:lsma35_140 | 11440491:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 95.11% | 69.15% |
| Max Drawdown | -14.48% | -29.51% |
| Sharpe | 1.09 | 0.58 |
| Sortino | 1.81 | 0.85 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.36 | 1.1 |
| Common Sense Ratio | 1.82 | 1.04 |
| CPC Index | 0.86 | 0.67 |
| Tail Ratio | 1.34 | 0.95 |
| Outlier Win Ratio | 17.25 | 3.79 |
| Outlier Loss Ratio | 3.96 | 3.6 |
| Volatility (ann.) | 13.95% | 24.16% |
| R^2 | 0.33 | 0.33 |
| Calmar | 5.27 | 1.91 |
| Skew | 2.21 | 0.21 |
| Kurtosis | 32.31 | 7.46 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.56% | 3.57% |
| Expected Yearly % | 39.68% | 30.06% |
| Kelly Criterion | 11.64% | 10.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.04% |
| Expected Shortfall (cVaR) | -1.16% | -2.04% |
| Year | 11440491:BTCUSD | 11440491:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 36.92 | 0.97 | - |
| 2025 | 22.55 | 42.50 | 1.88 | + |
| Metric | 11440491:btcusd:triple_med_gx:lsma35_140 | 11440491:BTCUSD |
|---|---|---|
| MTD | -1.17% | -1.17% |
| 3M | 9.47% | 21.36% |
| 6M | 39.55% | 17.13% |
| YTD | 42.5% | 22.55% |
| 1Y | 101.6% | 96.81% |
| 3Y (ann.) | 76.36% | 56.23% |
| 5Y (ann.) | 76.36% | 56.23% |
| Metric | 11440491:btcusd:triple_med_gx:lsma35_140 | 11440491:BTCUSD |
|---|---|---|
| Max Drawdown | -14.48% | -29.51% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -2.36% | -4.85% |
| Avg. Drawdown Days | 8.0 | 15.0 |
| Recovery Factor | 6.57 | 2.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -14.48 | 64 |
| 2025-01-15 | 2025-02-28 | -8.21 | 44 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-08-09 | 2024-10-11 | -7.76 | 63 |
| 2025-06-16 | 2025-08-05 | -7.67 | 49 |
| 2025-04-02 | 2025-05-18 | -5.88 | 46 |
| 2024-12-21 | 2024-12-28 | -5.46 | 6 |
| 2025-01-12 | 2025-01-14 | -4.56 | 1 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| Metric | 11440491:btcusd:triple_med_gx:lsma35_140 | 11440491:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.64% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 17.38% | 37.42% |
| Worst Month | -6.05% | -17.69% |
| Best Year | 42.5% | 38.02% |
| Worst Year | 36.92% | 22.55% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 3.75% | 3.98% |
| Avg. Down Week | -2.74% | -3.41% |
| Avg. Up Month | 5.4% | 12.01% |
| Avg. Down Month | -3.61% | -4.26% |
| Win Days % | 51.29% | 51.8% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 65.79% | 57.14% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |