| Metric | 11405517:btcusd:triple_med_gx:lsma25_145 | 11405517:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 63.33% | 40.54% |
| Max Drawdown | -19.95% | -28.21% |
| Sharpe | 1.41 | 0.74 |
| Sortino | 2.34 | 1.07 |
| Payoff Ratio | 1.38 | 1.07 |
| Profit Factor | 1.52 | 1.12 |
| Common Sense Ratio | 2.46 | 1.2 |
| CPC Index | 1.07 | 0.62 |
| Tail Ratio | 1.62 | 1.07 |
| Outlier Win Ratio | 18.6 | 3.87 |
| Outlier Loss Ratio | 4.04 | 3.12 |
| Volatility (ann.) | 26.15% | 45.32% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.0 | 0.93 |
| Skew | 0.4 | -0.17 |
| Kurtosis | 27.89 | 3.58 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.76% | 1.91% |
| Expected Yearly % | 27.8% | 18.55% |
| Kelly Criterion | 16.2% | 6.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.15% | -3.81% |
| Expected Shortfall (cVaR) | -2.15% | -3.81% |
| Year | 11405517:BTCUSD | 11405517:btcusd:triple_med_gx:lsma25_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 14.54 | 0.40 | - |
| 2025 | 2.81 | 42.59 | 15.16 | + |
| Metric | 11405517:btcusd:triple_med_gx:lsma25_145 | 11405517:BTCUSD |
|---|---|---|
| MTD | 0.41% | -13.5% |
| 3M | 1.94% | -19.24% |
| 6M | 7.02% | -8.05% |
| YTD | 42.59% | 2.81% |
| 1Y | 50.03% | 4.01% |
| 3Y (ann.) | 39.84% | 26.19% |
| 5Y (ann.) | 39.84% | 26.19% |
| Metric | 11405517:btcusd:triple_med_gx:lsma25_145 | 11405517:BTCUSD |
|---|---|---|
| Max Drawdown | -19.95% | -28.21% |
| Longest DD Days | 149.0 | 154.0 |
| Avg. Drawdown | -4.0% | -9.35% |
| Avg. Drawdown Days | 28.0 | 39.0 |
| Recovery Factor | 3.17 | 1.44 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-06 | -19.95 | 149 |
| 2024-12-22 | 2025-03-01 | -8.42 | 69 |
| 2025-05-28 | 2025-07-28 | -6.77 | 61 |
| 2025-07-29 | 2025-10-20 | -6.37 | 83 |
| 2024-12-06 | 2024-12-11 | -4.53 | 5 |
| 2025-04-09 | 2025-04-10 | -3.96 | 1 |
| 2025-10-21 | 2025-11-17 | -3.13 | 27 |
| 2025-04-11 | 2025-04-12 | -1.68 | 1 |
| 2025-03-14 | 2025-03-15 | -1.21 | 1 |
| 2024-12-01 | 2024-12-05 | -1.01 | 4 |
| Metric | 11405517:btcusd:triple_med_gx:lsma25_145 | 11405517:BTCUSD |
|---|---|---|
| Best Day | 8.86% | 9.49% |
| Worst Day | -13.23% | -13.23% |
| Best Week | 15.88% | 15.41% |
| Worst Week | -3.96% | -18.81% |
| Best Month | 24.27% | 34.43% |
| Worst Month | -8.48% | -23.44% |
| Best Year | 42.59% | 36.7% |
| Worst Year | 14.54% | 2.81% |
| Avg. Up Day | 1.87% | 1.94% |
| Avg. Down Day | -1.36% | -1.82% |
| Avg. Up Week | 4.57% | 4.94% |
| Avg. Down Week | -1.87% | -4.88% |
| Avg. Up Month | 6.49% | 11.44% |
| Avg. Down Month | -4.17% | -13.08% |
| Win Days % | 51.46% | 51.87% |
| Win Month % | 72.22% | 61.11% |
| Win Week % | 53.66% | 53.85% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |