| Metric | 11405859:btcusd:triple_med_gx:lsma55_145 | 11405859:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 55.43% | 75.42% |
| Max Drawdown | -14.0% | -29.51% |
| Sharpe | 0.89 | 0.63 |
| Sortino | 1.39 | 0.92 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.29 | 1.11 |
| Common Sense Ratio | 1.72 | 1.06 |
| CPC Index | 0.79 | 0.66 |
| Tail Ratio | 1.34 | 0.96 |
| Outlier Win Ratio | 20.41 | 3.54 |
| Outlier Loss Ratio | 3.87 | 3.41 |
| Volatility (ann.) | 11.85% | 24.55% |
| R^2 | 0.23 | 0.23 |
| Calmar | 3.42 | 2.19 |
| Skew | 0.9 | 0.2 |
| Kurtosis | 16.32 | 7.24 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.2% | 4.1% |
| Expected Yearly % | 24.67% | 32.45% |
| Kelly Criterion | 10.4% | 10.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.07% |
| Expected Shortfall (cVaR) | -0.99% | -2.07% |
| Year | 11405859:BTCUSD | 11405859:btcusd:triple_med_gx:lsma55_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.29 | 0.53 | - |
| 2025 | 27.10 | 29.20 | 1.08 | + |
| Metric | 11405859:btcusd:triple_med_gx:lsma55_145 | 11405859:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 10.65% | 41.88% |
| 6M | 23.18% | 22.91% |
| YTD | 29.2% | 27.1% |
| 1Y | 65.48% | 82.29% |
| 3Y (ann.) | 47.94% | 64.73% |
| 5Y (ann.) | 47.94% | 64.73% |
| Metric | 11405859:btcusd:triple_med_gx:lsma55_145 | 11405859:BTCUSD |
|---|---|---|
| Max Drawdown | -14.0% | -29.51% |
| Longest DD Days | 75.0 | 144.0 |
| Avg. Drawdown | -2.67% | -4.71% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 3.96 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-12-05 | 2025-02-03 | -7.93 | 60 |
| 2025-03-06 | 2025-05-21 | -7.68 | 75 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-08-09 | 2024-09-09 | -5.07 | 31 |
| 2025-06-10 | 2025-06-23 | -4.91 | 13 |
| 2025-02-04 | 2025-03-04 | -4.84 | 28 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-23 | 2025-06-02 | -3.97 | 10 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| Metric | 11405859:btcusd:triple_med_gx:lsma55_145 | 11405859:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.44% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 13.12% | 37.42% |
| Worst Month | -9.82% | -17.69% |
| Best Year | 29.2% | 38.02% |
| Worst Year | 20.29% | 27.1% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.53% | 3.67% |
| Avg. Down Week | -2.5% | -3.99% |
| Avg. Up Month | 5.35% | 8.38% |
| Avg. Down Month | -9.82% | -7.35% |
| Win Days % | 51.2% | 51.89% |
| Win Month % | 91.67% | 64.29% |
| Win Week % | 63.33% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |