| Metric | 11405029:btcusd:triple_med_gx:lsma65_145 | 11405029:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 3.81% | 30.09% |
| Max Drawdown | -18.72% | -28.38% |
| Sharpe | 0.17 | 0.44 |
| Sortino | 0.25 | 0.63 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.39 | 0.99 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.31 | 0.93 |
| Outlier Win Ratio | 33.74 | 3.11 |
| Outlier Loss Ratio | 3.97 | 2.93 |
| Volatility (ann.) | 9.19% | 26.18% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.25 | 1.34 |
| Skew | 0.26 | 0.13 |
| Kurtosis | 24.05 | 6.5 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.67% |
| Expected Yearly % | 1.89% | 14.06% |
| Kelly Criterion | -0.85% | 4.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.22% |
| Expected Shortfall (cVaR) | -0.79% | -2.22% |
| Year | 11405029:BTCUSD | 11405029:btcusd:triple_med_gx:lsma65_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.92 | -0.16 | - |
| 2025 | -5.74 | 10.34 | -1.80 | + |
| Metric | 11405029:btcusd:triple_med_gx:lsma65_145 | 11405029:BTCUSD |
|---|---|---|
| MTD | 6.54% | 4.38% |
| 3M | 8.71% | -10.75% |
| 6M | 9.41% | 38.92% |
| YTD | 10.34% | -5.74% |
| 1Y | 3.81% | 30.09% |
| 3Y (ann.) | 4.68% | 38.02% |
| 5Y (ann.) | 4.68% | 38.02% |
| Metric | 11405029:btcusd:triple_med_gx:lsma65_145 | 11405029:BTCUSD |
|---|---|---|
| Max Drawdown | -18.72% | -28.38% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -5.28% | -4.56% |
| Avg. Drawdown Days | 43.0 | 12.0 |
| Recovery Factor | 0.2 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-15 | -18.72 | 130 |
| 2024-11-04 | 2025-03-06 | -9.63 | 122 |
| 2025-03-06 | 2025-03-11 | -1.85 | 4 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11405029:btcusd:triple_med_gx:lsma65_145 | 11405029:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.29% | 18.93% |
| Worst Week | -6.14% | -12.33% |
| Best Month | 10.09% | 37.42% |
| Worst Month | -14.56% | -17.69% |
| Best Year | 10.34% | 38.02% |
| Worst Year | -5.92% | -5.74% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 5.52% | 6.08% |
| Avg. Down Week | -2.73% | -4.11% |
| Avg. Up Month | 6.02% | 7.08% |
| Avg. Down Month | -7.47% | -9.42% |
| Win Days % | 47.3% | 51.38% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 47.62% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |